Abstract
The analysis in Chap. 2 used a representative agent model to price assets and analyze the term structure of interest rates. In doing so, however, the possibility of heterogeneous beliefs and their consequences were ignored.
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© 2003 Springer-Verlag Berlin Heidelberg
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Ziegler, A. (2003). Optimal Portfolio Choice Under Heterogeneous Beliefs. In: Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24755-5_3
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DOI: https://doi.org/10.1007/978-3-540-24755-5_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-05567-6
Online ISBN: 978-3-540-24755-5
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