Market prices of risk with diverse beliefs, learning, and catastrophes

Timothy Cogley, Thomas J. Sargent, Viktor Tsyrennikov

Research output: Contribution to journal › Article › peer-review

ASJC Scopus subject areas

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title = "Market prices of risk with diverse beliefs, learning, and catastrophes",

author = "Timothy Cogley and Sargent, {Thomas J.} and Viktor Tsyrennikov",

year = "2012",

doi = "10.1257/aer.102.3.141",

language = "English (US)",

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pages = "141--146",

journal = "American Economic Review",

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