Reference health
Wealth Dynamics and Asset Prices with Heterogeneous Beliefs under Smooth Ambiguity
42/42 checkable references clean · checked 2026-08-27
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.
8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 42 checked references that resolve
resolves10.1111/j.1540-6261.2010.01572.x
Information Quality and Long‐Run Risk: Asset Pricing Implications
resolves10.1162/154247603322256774
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
resolves10.1287/mnsc.2017.2904
Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1111/j.1468-0262.2006.00691.x
If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
resolves10.1086/704072
Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences
resolves10.3982/QE457
Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics
resolves10.1007/s00199-007-0264-1
Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
resolves10.1111/j.1540-6261.2009.01444.x
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1016/j.jeconom.2020.12.008
Bayesian estimation of long-run risk models using sequential Monte Carlo
resolves10.1086/680996
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
resolves10.1073/pnas.1811243115
Aversion to ambiguity and model misspecification in dynamic stochastic environments
resolves10.1111/j.1467-999X.1960.tb00275.x
WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
The 8 references without a DOI — listed, not checked
no DOI — not checkedAsset pricing with persistence risk
no DOI — not checkedref14
no DOI — not checkedEquilibrium interest rates and multiperiod bonds in a partially observable economy
no DOI — not checkedEstimating and testing long-run risk models: International evidence
no DOI — not checkedDoes smooth ambiguity matter for asset pricing?
no DOI — not checkedImplied ambiguity: Mean-variance inefficiency and pricing errors
no DOI — not checkedref36
no DOI — not checkedref51
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.4084097"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4084097/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.4084097)