Dynamic asset pricing model with heterogeneous sentiments
Year of publication: |
2013
|
---|---|
Authors: | Yang, Chunpeng ; Zhang, Rengui |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 248-253
|
Subject: | Behavioral finance | Heterogeneous sentiments | Dynamic asset pricing model | Mean reversion | CAPM | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics |
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