Heterogeneous-Agent Asset Pricing with the Master Equation: Idiosyncratic Risk in a Production Economy with Habit Formation
Niklas Bonnmann , Niklas Bonnmann
- Research Master Defense
Niklas Bonnmann , Niklas Bonnmann
Ivo Greevink , Ivo Greevink
Dorottya Kulcsar , Dorottya Kulscar
Elena Castellaro , Elena Castellaro
Vinh Phan , Vinh Phan
Simon Donker van Heel , Simon Donker van Heel
Haobai Guo , Haobai Guo
Fantine Tingfang Xiao , Fantine Xiao
Maartje van Wijhe , Maartje van Wijhe
Jiacheng Li , Jiacheng Li
Ming Cheng , Ming Cheng
Sijmen Rijks , Sijmen Rijks
Ana Popovici , Ana Popovici
Jonathan Rossi , Jonathan Rossi
Nazlican Eroğlu , Nazlican Eroglu
Barend Spanjers , Barend Spanjers
Leonardo Menezes Bravo Alvo Nunes , Leonardo Nunes
Philipp Schirmer , Philipp Daniel Schirmer
Josha Dekker , Josha Dekker
Flavia Paoloni , Flavia Paoloni