Financial Markets Equilibrium with Heterogeneous Agents
Date
2012Link to item file
http://halshs.archives-ouvertes.fr/halshs-00488537/fr/Dewey
Economie financièreSujet
equilibrium; heterogeneous agents; volatility; optimal portfolios; survival; yield curve; long yieldJEL code
G12; D53; G11Journal issue
Review of FinanceVolume
16Number
1Publication date
2012Article pages
285-321Publisher
Oxford University PressCollections
Metadata
Show full item recordAuthor
Napp, Clotilde
1032 Dauphine Recherches en Management [DRM]
Malamud, Semyon
88051 Swiss Finance Institute [Geneva]
Jouini, Elyès
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Cvitanić, Jakša
116591 Division of the humanities and social sciences