Do heterogeneous beliefs diversify market risk?

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dc.contributor.author Chiarella, C
dc.contributor.author Dieci, R
dc.contributor.author He, X-Z
dc.date.accessioned 2012-02-02T11:02:37Z
dc.date.issued 2011
dc.identifier.citation EUROPEAN JOURNAL OF FINANCE, 2011, 17 (3), pp. 241 - 258
dc.identifier.issn 1351-847X
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/15754
dc.relation.hasversion Accepted manuscript version
dc.relation.isbasedon 10.1080/1351847X.2010.481457
dc.title Do heterogeneous beliefs diversify market risk?
dc.type Journal Article
dc.description.version Published
dc.parent EUROPEAN JOURNAL OF FINANCE
dc.journal.volume 3
dc.journal.volume 17
dc.journal.number 3 en_US
dc.publocation London, UK en_US
dc.identifier.startpage 241 en_US
dc.identifier.endpage 258 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 1502 Banking, Finance and Investment
dc.personcode 010238
dc.personcode 716350
dc.percentage 100 en_US
dc.classification.name Banking, Finance and Investment en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords heterogeneous beliefs
dc.description.keywords CAPM
dc.description.keywords mean-variance analysis
dc.description.keywords diversification
dc.description.keywords Miller's hypothesis
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10
pubs.consider-herdc true
utslib.collection.history General (ID: 2)


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