Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
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Other versions of this item:
- Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1149-1174.
- Clotilde Napp & Elyès Jouini, 2007. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Post-Print halshs-00152348, HAL.
More about this item
KeywordsConsensus consumer; representative agent; heterogeneous beliefs; CCAPM; risk premium puzzle; risk-free rate puzzle;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-12-07 (All new papers)
- NEP-CFN-2003-12-07 (Corporate Finance)
- NEP-FIN-2003-12-07 (Finance)
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