Asset Pricing with Heterogeneous Preferences, Beliefs, and Portfolio Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.2513902 ◽

2014 ◽

Author(s):

Georgy Chabakauri

Keyword(s):

Asset Pricing ◽

Heterogeneous Preferences ◽

Portfolio Constraints

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Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints

Journal of Monetary Economics ◽

10.1016/j.jmoneco.2014.11.012 ◽

2015 ◽

Vol 75 ◽

pp. 21-34 ◽

Cited By ~ 28

Author(s):

Georgy Chabakauri

Keyword(s):

Asset Pricing ◽

Heterogeneous Preferences ◽

Portfolio Constraints

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Heterogeneous Preferences, Investment and Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.2886148 ◽

2016 ◽

Author(s):

Bo Liu ◽

Lei Lu ◽

Jinqiang Yang

Keyword(s):

Asset Pricing ◽

Heterogeneous Preferences

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Beliefs, Portfolio Constraints, Speculation and Asset Pricing: A General Equilibrium Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3234919 ◽

2018 ◽

Author(s):

Nam H Dau

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Equilibrium Analysis ◽

General Equilibrium Analysis ◽

Portfolio Constraints

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Asset Pricing With Heterogeneous Risk Aversion and Portfolio Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.997766 ◽

2007 ◽

Author(s):

Suhas Saha

Keyword(s):

Asset Pricing ◽

Risk Aversion ◽

Portfolio Constraints

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Equilibrium Asset Pricing and Portfolio Choice with Heterogeneous Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1484678 ◽

2009 ◽

Cited By ~ 3

Author(s):

Jaksa Cvitanic ◽

Semyon Malamud

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Heterogeneous Preferences ◽

Equilibrium Asset Pricing

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Heterogeneous Preferences and Asset Pricing

2007 International Conference on Wireless Communications, Networking and Mobile Computing ◽

10.1109/wicom.2007.1006 ◽

2007 ◽

Author(s):

He-Ping Xiong ◽

Xu-Song Xu ◽

Xiong-Tao Jiang

Keyword(s):

Asset Pricing ◽

Heterogeneous Preferences

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Asset Pricing with Heterogeneous Investors and Portfolio Constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1571526 ◽

2010 ◽

Cited By ~ 11

Author(s):

Georgy Chabakauri

Keyword(s):

Asset Pricing ◽

Portfolio Constraints

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Heterogeneous preferences, investment, and asset pricing

Financial Management ◽

10.1111/fima.12350 ◽

2021 ◽

Author(s):

Bo Liu ◽

Lei Lu ◽

Congming Mu ◽

Jinqiang Yang

Keyword(s):

Asset Pricing ◽

Heterogeneous Preferences

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Asset Pricing and Risk Sharing with Limited Enforcement and Heterogeneous Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.2788223 ◽

2017 ◽

Author(s):

Ding Luo

Keyword(s):

Asset Pricing ◽

Risk Sharing ◽

Heterogeneous Preferences ◽

Limited Enforcement

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Rational asset pricing bubbles and portfolio constraints

SSRN Electronic Journal ◽

10.2139/ssrn.1288380 ◽

2010 ◽

Cited By ~ 2

Author(s):

Julien N. Hugonnier

Keyword(s):

Asset Pricing ◽

Portfolio Constraints

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