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Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion

Abstract : cf. papiers Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs, Is there a pessimistic bias in individual beliefs ? Evidence from survey data et Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach
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Conference papers
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https://halshs.archives-ouvertes.fr/halshs-00163595
Contributor : Clotilde Napp Connect in order to contact the contributor
Submitted on : Tuesday, July 17, 2007 - 4:49:45 PM
Last modification on : Wednesday, November 17, 2021 - 12:27:11 PM

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  • HAL Id : halshs-00163595, version 1

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Elyès Jouini, Selima Benmansour, Clotilde Napp. Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion. Séminaire D'Economie, Finance, et Ingénierie Financière, HEC Montréal, 2006, Montréal, Canada. ⟨halshs-00163595⟩

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