Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
Year of publication: |
2006
|
---|---|
Authors: | Anufriev, Mikhail ; Bottazzi, Giulio ; Pancotto, Francesca |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 9/10, p. 1787-1835
|
Subject: | CAPM | Risikoaversion | Risk aversion |
-
Another look at the equity risk premium puzzle
Bamberg, Günter, (2015)
-
w-MPS risk aversion and the CAPM
Boyle, Phelim P., (2013)
-
Setiawan, Kusdhianto, (2014)
- More ...
-
Price and wealth asymptotic dynamics with CRRA technical trading strategies
Anufriev, Mikhail, (2005)
-
Price and wealth asymptotic dynamics with CRRA technical trading strategies
Anufriev, Mikhail, (2005)
-
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
Anufriev, Mikhail, (2006)
- More ...