Financial Markets with Heterogeneous Beliefs

Jouini, Elyès; Napp, Clotilde

Jouini, Elyès; Napp, Clotilde (2007), Financial Markets with Heterogeneous Beliefs, Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13, 2007, Paris, France

Type

Communication / Conférence

Date

2007

Conference title

Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13

Conference date

2007

Conference city

Paris

Conference country

France

Metadata

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Author(s)

Jouini, Elyès
Napp, Clotilde

Subjects / Keywords

agrégation des croyances; anticipations rationnelles; croyances stratégiques; pessimisme; tolérance au risque

JEL

D43 - Oligopoly and Other Forms of Market Imperfection
D83 - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
D84 - Expectations; Speculations
D82 - Asymmetric and Private Information; Mechanism Design
D53 - Financial Markets
G12 - Asset Pricing; Trading Volume; Bond Interest Rates