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Consumption-based CAPM with belief heterogeneity. (2016). Shi, Lei.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:65:y:2016:i:c:p:30-46.

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  1. How money illusions and heterogeneous beliefs affect asset prices. (2018). Wang, Hailong ; Cheng, Fengchao ; Hu, Duni ; Ma, Chaoqun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:44:y:2018:i:c:p:167-192.

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  2. Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. (2017). Tong, Jun ; Hu, Jiaqiao.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:256:y:2017:i:1:p:24-34.

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