An evolutionary CAPM under heterogeneous beliefs
Year of publication: |
2013
|
---|---|
Authors: | Chiarella, Carl ; Dieci, Roberto ; He, Xue-zhong ; Li, Kai |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 2, p. 185-215
|
Subject: | Evolutionary CAPM | Heterogeneous beliefs | Market stability | Spill-over effects | Volatility | Trading volume | Theorie | Theory | CAPM | Volatilität | Evolutionsökonomik | Evolutionary economics | Handelsvolumen der Börse |
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