A macroscopic portfolio model : from rational agents to bounded rationality
Year of publication: |
2019
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Authors: | Trimborn, Torsten |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 3, p. 491-518
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Subject: | Booms | Bounded rationality | Crashes | Model predictive control | Portfolio optimization | Stock market | Theorie | Theory | Portfolio-Management | Portfolio selection | Begrenzte Rationalität | Aktienmarkt | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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