Heterogeneous Beliefs in a Continuous-Time Model

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Summary, etc.：: In an exchange economy under uncertainty populated by consumers having constant and equal relative risk aversion but heterogeneous probabilistic belie...

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Material Type: 文書・図像類
Title: Heterogeneous Beliefs in a Continuous-Time Model
Author/Editor: Hara, Chiaki
Author Heading: Hara, Chiaki
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2010-03
Publication Date (W3CDTF): 2010-03
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 701
Volume: 701
Text Language Code: eng
Subject Heading: Representative consumer
expected utility
hyperbolic discounting
constant relative risk aversion
Ito's Lemma
Girsanov's Theorem
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP701.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/129606/1/DP701.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ