Qing Xu

McGill University, Desautels Faculty of Management, Students

1001 Sherbrooke St. West

Montreal

Canada

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Recovering Heterogeneous Beliefs and Preferences from Asset Prices

Number of pages: 47 Posted: 20 Jul 2020 Last Revised: 14 Dec 2022
McGill University, University of Southern California - Marshall School of Business and McGill University, Desautels Faculty of Management, Students
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Abstract:

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asset pricing, beliefs, preferences, heterogeneity, business cycle, rational expectations, behavioral finance, smoothed empirical likelihood