摘要 : We consider a single-period financial market model with normally distributed returns and heterogeneous agents. Specifically, some investors are classical expected utility maximizers whereas some others follow cumulative prospect t... 展开
作者 | Matteo Del Vigna |
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作者单位 | |
期刊名称 | 《Mathematics and financial economics》 |
页码/总页数 | 405-429 / 25 |
语种 | 英语 |
关键词 | Asset pricing Heterogeneous agents Capital asset pricing model Cumulative prospect theory |
DOI | 10.1007/s11579-013-0102-0 |
馆藏号 | F-436 |