Excess covariance and dynamic instability in a multi-asset model
Mikhail Anufriev; Giulio Bottazzi; Matteo Marsili; Paolo Pin
| Year of publication: |
2012
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|---|---|
| Authors: | Anufriev, Mikhail ; Bottazzi, Giulio ; Marsili, Matteo ; Pin, Paolo |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 8, p. 1142-1161
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| Subject: | Excess covariance | Capital asset pricing model | Efficient market hypothesis | Heterogeneous agents | Procedurally consistent equilibrium | Theorie | Theory | CAPM | Effizienzmarkthypothese | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009634273