Asset prices and wealth dynamics in a financial market with random demand shocks
Year of publication: |
2018
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Authors: | Dindo, Pietro ; Staccioli, Jacopo |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 95.2018, p. 187-210
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Subject: | Asset pricing | Evolutionary finance | Heterogeneous agents | Noise traders | Random demand shocks | Random dynamical systems | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schock | Shock | Agentenbasierte Modellierung | Agent-based modeling | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Dynamische Wirtschaftstheorie | Economic dynamics | Erwartungsbildung | Expectation formation | Nichtlineare Dynamik | Nonlinear dynamics | Nachfrage | Demand | CAPM |
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