Place de Lattre de Tassigny
Paris, 75775
France
CNRS and Université Paris-Dauphine
IZA
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Heterogeneous beliefs, heterogeneous preferences, heterogeneous time preference rates, contracyclical market price of risk, procyclical interest rate, term structure of interest rates, preferred habitat theory, long term risk
equilibrium, heterogeneous agents, volatility, optimal portfolios, survival, yield curve, long yield
Beliefs, Strategic, Pessimism, Consensus, Risk-premium, Heterogeneous, Doubt, Overconfidence
Risk premium, beliefs heterogeneity, optimism, pessimism, consensus consumer
Efficient Market Hypthesis, Disagreement, Irrational Investors, Noisy beliefs, Coutercyclical risk premia
disagreement, efficient market hypothesis, momentum, mean-reversion, noisy beliefs, countercyclical risk premium, procyclical interest rates
female underrepresentation in math, stereotypes, gender equality
Bayesian estimation, MCMC scheme, importance sampling, pessimism, risk tolerance, risk aversion, consensus belief
Pessimism, judged probability, lottery
matrix-measure, multivariate prudence, comparative prudence, multivariate downside risk aversion, downside risk aversion, multivariate preferences
Pessimism, optimism, doubt, stochastic dominance, risk premium, market price of risk, riskiness, portfolio dominance, monotone likelihood ratio
Optimism, risk-aversion, rational expectations, risk-premium, heterogenous beliefs
behavioral agent, hyperbolic discounting, probability weighting function, representative agent, neurofinance, ambiguity aversion
behavioral agent, hyperbolic discounting, probability weighting function, representative agent, neuronance, ambiguity aversion
endogenous beliefs, anticipatory feelings, disappointment, optimism, portfolio choice, skewness, under-diversification
behavioral agent, hyperbolic discounting, probability weighting function, representative agent, neurofinance
arbitrage, fixed costs, absolutely continuous martingale measure, contingent claims pricing, viability
arbitrage - fixed costs, absolutely continuous martin, gale measure, contingent claims pricing, viability
Arbitrage, Fixed costs, Absolutely continuous Martingale measure, Contingent claims pricing
beliefs formation, strategic beliefs, optimal beliefs, distorded beliefs
beliefs formation, strategic beliefs, optimal beliefs, distorded beliefs, pessimism
stereotype, gender gap, self-confidence, subjective ability
Arbitrage, equilibrium, optimality, incomplete markets, nonredudant assets, derivatives pricing
social discount rate, hyperbolic discounting, cost-benefit analysis
heterogeneous beliefs, beliefs formation
consumption discount rate, equilibrium discount rate, experts discount rate, hyperbolic discounting, cost-benefit analysis, gamma discounting, divergence of opinion
arbitrage, investment opportunities, numeraire, market imperfections, transaction costs, Yan`s theorem
Arbitrage, investment opportunities, numéraire, market frictions
belief formation, strategic beliefs, optimal beliefs, distorded beliefs, pessimism, risk premium
Arbitrage, fixed costs, contingent claims pricing, interest rate models, long zero-coupon rates, Dybvig Ingersoll and Ross, Brennan and Schwartz, barrier models
Equilibrium pricing, arbitrage pricing, convergence, incomplete markets
equilibrium, optimality, incomplete markets, nonredundant assets, derivatives pricing
Comonotonicity, Comonotonic processes, Jump processes, Risk sharing schemes, Pareto optimal allocations
income inequality, societal inequality, culture, gender gap in math, top math performers
CAPM, CCAPM, market beta, equilibrium, financial markets
standard agents, investors, gurus performances, equilibrium, beliefs heterogeneity, risk aversion, riskier assets
math-intensive fields, students' achievement, comparative advantage, gender gap
