Chudjakow, Tatjana: A Note on Equity Premia in Markets with Heterogeneous Agents. In: . Jg.444. 2011, S. 19 ff.
Inhalt
- Introduction
- The Model
- Comparison with Miller
- Comparative Statics and Sensitivity Analysis
- Extensions and Robustness Checks
- Uncertainty about volatility
- N ambiguous independent assets
- Different distribution of preferences
- Market Crashes and Panics
- Discussion and Conclusion