A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market
| Year of publication: |
2014-03-06
|
|---|---|
| Authors: | Pyo, Dong-Jin |
| Institutions: | Department of Economics, Iowa State University |
| Subject: | Heterogeneous traders | Agent-based Stock Market Model |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
| Source: |
Persistent link: https://www.econbiz.de/10010747671