An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
Year of publication: |
2002-06-01
|
---|---|
Authors: | Chiarella, Carl ; He, Xue-Zhong |
Institutions: | Finance Discipline Group, Business School |
Subject: | asset pricing | wealth dynamics | hetergeneity | adaptiveness | profitability | momentum trading strategies | contrarian trading strategies |
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