Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

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Aggregation of Heterogeneous Time Preferences (2005, background): “As suggested, for example, by Rader (1981), Jouini and Napp (2003), and Lengwiler (2004), there is no reason to believe that different consumers have identical time preferences for utility streams.”
Heterogeneous Expectations and Bond Markets (2010, background): “Uppal (2005), Jouini and Napp (2005), Buraschi and Jiltsov (2006), David (2007), and Li (2007) provide equilibrium models to study the effects of heterogeneous beliefs on a variety of issues, including asset price volatility, interest rates, equity premium, and the option implied volatility. Our mod”
Asset Prices with Heterogeneity in Preferences and Beliefs (2014, background): “3 (1995) provides a good philosophical discussion of this modeling approach.5 Excellent reviews of this literature are provided in Basak (2005) and Jouini and Napp (2007).”
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (2009, unknown): “6 For a comprehensive study of the influence of heterogeneous beliefs on asset prices, see Basak (2005) and Jouini and Napp (2006) .”
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios (2013, unknown): “[62] Jouini, Elyès, and Clothilde Napp, 2007, Consensus consumer and intertemporal asset pricing with heterogeneous beliefs, Review of Economic Studies 74, 1149-1174.”