Asset prices and wealth dynamics in a financial market with endogenous liquidation risk
Year of publication: |
18th December 2017
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Authors: | Dindo, Pietro ; Staccioli, Jacopo |
Publisher: |
Pisa, Italy : LEM, Laboratory of Economics and Management, Institute of Economics, Scuola Superiore Sant'Anna |
Subject: | Heterogeneous Agents | Liquidation Risk | Asset Pricing | Fire-Sales | Noise Traders | Random Dynamical Systems | Finanzmarkt | Financial market | Agentenbasierte Modellierung | Agent-based modeling | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | CAPM | Nichtlineare Dynamik | Nonlinear dynamics | Dynamische Wirtschaftstheorie | Economic dynamics | Noise Trading | Noise trading | Wertpapierhandel | Securities trading | Risikoprämie | Risk premium | Chaostheorie | Chaos theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
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Series: | LEM working paper series. - Pisa : [Verlag nicht ermittelbar], ISSN 2284-0400, ZDB-ID 2436330-3. - Vol. 2017, 33 (December 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/174583 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C62 - Existence and Stability Conditions of Equilibrium |
Source: | ECONIS - Online Catalogue of the ZBW |
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Asset Prices and Wealth Dynamics in a Financial Market with Endogenous Liquidation Risk
Dindo, Pietro, (2018)
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Asset Prices and Wealth Dynamics in a Financial Market with Endogenous Liquidation Risk
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