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q-fin.GN2009★ 1 cited
A note on heterogeneous beliefs with CRRA utilities
A. A. Brown
This note will extend the research presented in Brown & Rogers (2009) to the case of CRRA agents. We consider the model outlined in that paper in which agents had diverse beliefs a…
q-fin.GN2009
Heterogeneous Beliefs with Finite-Lived Agents
A. A. Brown, L. C. G. Rogers
This paper will examine a model with many agents, each of whom has a different belief about the dynamics of a risky asset. The agents are Bayesian and so learn about the asset over…
q-fin.GN2009
Heterogeneous Beliefs with Partial Observations
A. A. Brown
This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends…