Explaining equity excess return by means of an agent-based financial market
Year of publication: |
2009
|
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Authors: | Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano |
Published in: |
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]. - Berlin : Springer, ISBN 978-3-642-02955-4. - 2009, p. 145-156
|
Subject: | Equity-Premium-Puzzle | Equity premium puzzle | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Intertemporale Entscheidung | Intertemporal choice | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory |
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