Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.3517050 ◽

2019 ◽

Author(s):

Thomas Gomez ◽

Giulia Piccillo

Keyword(s):

Asset Pricing ◽

Risk Preferences ◽

Pricing Model ◽

Heterogeneous Expectations ◽

Asset Pricing Model

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Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model

Computational Economics ◽

10.1007/s10614-016-9607-y ◽

2016 ◽

Vol 50 (2) ◽

pp. 231-279 ◽

Cited By ~ 2

Author(s):

Tomasz Makarewicz

Keyword(s):

Asset Pricing ◽

Information Networks ◽

Pricing Model ◽

Heterogeneous Expectations ◽

Asset Pricing Model

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An intertemporal capital asset pricing model with heterogeneous expectations

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2012.05.007 ◽

2012 ◽

Vol 22 (5) ◽

pp. 1176-1187 ◽

Cited By ~ 16

Author(s):

Dimitrios Koutmos

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Heterogeneous Expectations ◽

Asset Pricing Model

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Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation

The Journal of Risk ◽

10.21314/jor.2012.249 ◽

2012 ◽

Vol 15 (1) ◽

pp. 45-70 ◽

Cited By ~ 16

Author(s):

Konstantin Kalinchenko ◽

Stan Uryasev ◽

R. Tyrrell Rockafellar

Keyword(s):

At Risk ◽

Asset Pricing ◽

Value At Risk ◽

Risk Preferences ◽

Capital Asset Pricing Model ◽

Conditional Value At Risk ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model and Market Microstructure

CFA Digest ◽

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Cited By ~ 1

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1

SSRN Electronic Journal ◽

10.2139/ssrn.2150326 ◽

2012 ◽

Cited By ~ 6

Author(s):

Arun Muralidhar ◽

Sung Hwan Shin

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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Tracing Tails – Large Idiosyncratic Income Shocks in a Heterogeneous Agent Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2235159 ◽

2013 ◽

Author(s):

Tobias Langen

Keyword(s):

Asset Pricing ◽

Income Shocks ◽

Pricing Model ◽

Heterogeneous Agent ◽

Asset Pricing Model

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