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Asset Prices, Funds' Size and Portfolio Weights in Equilibrium with Heterogeneous and Long-Lived Funds

https://doi.org/10.2139/ssrn.1344257
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22/22 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 22 checked references that resolve
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Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
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Heterogeneity and Option Pricing
resolves10.1093/rof/rfn022
Bounded Rationality and Asset Pricing with Intermediate Consumption
resolves10.1016/0022-0531(92)90099-4
Evolution and market behavior
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If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
resolves10.2139/ssrn.687488
Bubbles and Panics in a Frictionless Market with Heterogeneous Expectations
resolves10.1016/0304-4068(94)00685-4
An extension of Milleron, Mitjushin and Polterovich's result
resolves10.1111/1540-6261.00529
A Monte Carlo Method for Optimal Portfolios
resolves10.2307/1913211
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
resolves10.1093/rfs/12.1.165
Portfolio Turnpikes
resolves10.2139/ssrn.1106502
Portfolios and Risk Premia for the Long Run
resolves10.1086/261749
Implications of Security Market Data for Models of Dynamic Economies
resolves10.1007/s007800050050
Turnpike behavior of long-term investments
resolves10.1007/s00199-005-0607-8
Evolutionary stable stock markets
resolves10.2139/ssrn.915371
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
resolves10.1007/b98840
Methods of Mathematical Finance
resolves10.1111/j.1540-6261.2006.00834.x
The Price Impact and Survival of Irrational Traders
resolves10.1007/s00780-007-0058-0
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
resolves10.1007/s00780-008-0062-z
Universal bounds for asset prices in heterogeneous economies
resolves10.1016/0022-0531(71)90038-x
Optimum consumption and portfolio rules in a continuous-time model
resolves10.1007/978-3-642-14394-6
Stochastic Differential Equations
resolves10.1016/0304-405x(95)00854-8
The term structure of interest rates in a pure exchange economy with heterogeneous investors
The 5 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedRisk aversion and uniqueness of equilibrium. An application to financial markets
no DOI — not checkedref12
no DOI — not checkedref24
no DOI — not checkedref26
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