We built a portfolio choice model in which agents are heterogeneous and possibly draw systematic rational forecast errors.
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Paper provided by Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. in its series Papers with number
9836.
Length: Date of creation: 1998 Date of revision: Handle: RePEc:fth:pnegmi:9836
Contact details of provider: Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.
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Find related papers by JEL classification: F30 - International Economics - - International Finance - - - General C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)