Diversification effect of heterogeneous beliefs

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dc.contributor.author He, Xuezhong en_US
dc.contributor.author Shi, Lei en_US
dc.contributor.editor H Dawid and W Semmler en_US
dc.date.accessioned 2012-10-12T03:32:01Z
dc.date.available 2012-10-12T03:32:01Z
dc.date.issued 2011 en_US
dc.identifier 2008008175 en_US
dc.identifier.citation He Xuezhong and Shi Lei 2011, 'Diversification effect of heterogeneous beliefs', in http://dx.doi.org/10.1007/978-3-642-16943-4 (ed.), Springer, US, pp. 57-75. en_US
dc.identifier.issn 978-3-642-16943-4 en_US
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/17813
dc.description.abstract Within the framework of Chiarella et al (2009b) on MV analysis, this paper examines the impact of the heterogeneity and bounded rationality on the market equilibrium and MV efficiency of the optimal portfolios. The heterogeneity is characterised by the heterogeneous beliefs about the returns of the risky assets, while the bounded rationality corresponds to the MV optimisation of investors based on their beliefs. en_US
dc.language en_US
dc.publisher Springer en_US
dc.relation.isbasedon http://dx.doi.org/10.1007/978-3-642-16943-4 en_US
dc.title Diversification effect of heterogeneous beliefs en_US
dc.parent Computational Methods in Economic Dynamics en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation US en_US
dc.identifier.startpage 57 en_US
dc.identifier.endpage 75 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140100 en_US
dc.personcode 010238 en_US
dc.personcode 997966 en_US
dc.percentage 100 en_US
dc.classification.name Economic Theory en_US
dc.classification.type FOR-08 en_US
dc.edition 1st en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords optimisation, heterogeneity, bounded rationality, risk, returns en_US
dc.staffid en_US
dc.staffid 997966 en_US


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