How do Heterogeneous Beliefs Influence Asset Volatility?
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Volume (Year): 17 (2012)
Issue (Month): 4 (October)
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- Jouini, Elyès & Napp, Clotilde, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time : an Analysis of Pessimism and Doubt," Economics Papers from University Paris Dauphine 123456789/341, Paris Dauphine University.
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