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Citations for "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs"

by Ely�s Jouini & Clotilde Napp

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  1. Hiroyuki Nakata, 2013. "Welfare effects of short-sale constraints under heterogeneous beliefs," Economic Theory, Springer, Springer, vol. 53(2), pages 283-314, June.
  2. Elyès Jouini & Clotilde Napp, 2010. "Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off," Review of Finance, European Finance Association, European Finance Association, vol. 15(3), pages 575-601.
  3. Francois Gourio, 2012. "Credit risk and disaster risk," Working Paper Series, Federal Reserve Bank of Chicago WP-2012-07, Federal Reserve Bank of Chicago.
  4. Rieger, Jörg, 2014. "Financial Transaction Tax and Financial Market Stability with Diverse Beliefs," Working Papers, University of Heidelberg, Department of Economics 0563, University of Heidelberg, Department of Economics.
  5. Jouini, E. & Napp, C., 2006. "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 42(6), pages 752-770, September.
  6. Basak, Suleyman, 2005. "Asset pricing with heterogeneous beliefs," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(11), pages 2849-2881, November.
  7. A. A. Brown, 2009. "Heterogeneous Beliefs with Partial Observations," Papers, arXiv.org 0907.4950, arXiv.org.
  8. Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
  9. Francois Gourio, 2012. "Disaster Risk and Business Cycles," American Economic Review, American Economic Association, American Economic Association, vol. 102(6), pages 2734-66, October.
  10. Jaroslav Borovicka, 2011. "Survival and long-run dynamics with heterogeneous beliefs under recursive preferences," Working Paper Series, Federal Reserve Bank of Chicago WP-2011-06, Federal Reserve Bank of Chicago.
  11. Suleyman Basak & Hongjun Yan, 2010. "Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion," Review of Economic Studies, Oxford University Press, Oxford University Press, vol. 77(3), pages 914-936.
  12. Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 316, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5367, C.E.P.R. Discussion Papers.
  14. He, Xue-Zhong & Treich, Nicolas, 2012. "Heterogeneous Beliefs and Prediction Market Accuracy," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 775, Institut d'Économie Industrielle (IDEI), Toulouse.
  15. Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012. "Bond Variance Risk Premia," FMG Discussion Papers, Financial Markets Group dp699, Financial Markets Group.
  16. Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde, 2010. "Discounting and divergence of opinion," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(2), pages 830-859, March.
  17. Robert, Christian P. & Napp, Clotilde & Marin, Jean-Michel & Jouini, Elyès & Ben Mansour, Selima, 2008. "Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/2324, Paris Dauphine University.
  18. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2009. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," Journal of Finance, American Finance Association, American Finance Association, vol. 64(2), pages 579-629, 04.
  19. Domenico Colucci & Vincenzo Valori, 2009. "Heterogeneous adaptive expectations and cobweb phenomena," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa 2009-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  20. Michael Hurd & Maarten van Rooij & Joachim Winter, 2009. "Stock Market Expectations of Dutch Households," DNB Working Papers, Netherlands Central Bank, Research Department 228, Netherlands Central Bank, Research Department.
  21. Colucci, Domenico & Valori, Vincenzo, 2011. "Adaptive expectations and cobweb phenomena: Does heterogeneity matter?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(8), pages 1307-1321, August.
  22. Pouget, Sébastien & Villeneuve, Stéphane, 2012. "A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets," TSE Working Papers, Toulouse School of Economics (TSE) 12-306, Toulouse School of Economics (TSE).
  23. Jouini, Elyès & Napp, Clotilde, 2009. "Unbiased Disagreement and the Efficient Market Hypothesis," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/3495, Paris Dauphine University.
  24. Xue-Zhong He & Lei Shi & Min Zheng, 2012. "Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 302, Quantitative Finance Research Centre, University of Technology, Sydney.
  25. Jouini, Elyès & Napp, Clotilde, 2008. "Are more risk averse agents more optimistic? Insights from a rational expectations model," Economics Letters, Elsevier, Elsevier, vol. 101(1), pages 73-76, October.
  26. Zeckhauser, Richard Jay & Tran, Ngoc-Khanh, 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous," Scholarly Articles, Harvard Kennedy School of Government 5027955, Harvard Kennedy School of Government.
  27. Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
  28. Clotilde Napp & Elyes Jouini, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 74(1), pages 125-137.
  29. Napp, Clotilde & Malamud, Semyon & Jouini, Elyès & Cvitanic, Jaksa, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/4724, Paris Dauphine University.
  30. Berrada, Tony & Hugonnier, Julien, 2013. "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(2), pages 448-462.
  31. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4256, C.E.P.R. Discussion Papers.
  32. Elyès Jouini & Clotilde Napp, 2009. "Cognitive biases and the representative agent," Working Papers, HAL halshs-00488570, HAL.
  33. Martin Larsson, 2013. "Non-Equivalent Beliefs and Subjective Equilibrium Bubbles," Papers, arXiv.org 1306.5082, arXiv.org.
  34. Xue-Zhong He & Lei Shi, 2012. "Heterogeneous Beliefs and the Performances of Optimal Portfolios," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 301, Quantitative Finance Research Centre, University of Technology, Sydney.
  35. Roman Muraviev, 2013. "Market selection with learning and catching up with the Joneses," Finance and Stochastics, Springer, Springer, vol. 17(2), pages 273-304, April.
  36. Gourio, François, 2012. "Macroeconomic implications of time-varying risk premia," Working Paper Series, European Central Bank 1463, European Central Bank.
  37. Cvitanic, Jaksa & Malamud, Semyon, 2011. "Price impact and portfolio impact," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(1), pages 201-225, April.
  38. Xue-Zhong He & Lei Shi, 2012. "Heterogeneous Beliefs and the Cross-Section of Asset Returns," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 303, Quantitative Finance Research Centre, University of Technology, Sydney.
  39. Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers, arXiv.org 1001.1450, arXiv.org.
  40. A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers, arXiv.org 0907.4953, arXiv.org.
  41. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and the representative agent," Theory and Decision, Springer, Springer, vol. 73(1), pages 97-123, July.
  42. Hara, Chiaki, 2012. "Heterogeneous impatience and dynamic inconsistency," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University 557, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  43. Elyès Jouini & Clotilde Napp, 2008. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Post-Print, HAL halshs-00176630, HAL.
  44. Hatchondo, Juan Carlos & Krusell, Per & Schneider, Martin, 2014. "Asset Trading and Valuation with Uncertain Exposure," Working Paper, Federal Reserve Bank of Richmond 14-5, Federal Reserve Bank of Richmond.
  45. Christian Gollier, 2007. "Whom should we believe? Aggregation of heterogeneous beliefs," Journal of Risk and Uncertainty, Springer, Springer, vol. 35(2), pages 107-127, October.
  46. Eric Aldrich, 2012. "Trading Volume in General Equilibrium with Complete Markets," 2012 Meeting Papers, Society for Economic Dynamics 36, Society for Economic Dynamics.
  47. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.