Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts
Year of publication: |
2002
|
---|---|
Authors: | Brock, W.A. ; Hommes, C.H. |
Institutions: | Wisconsin Madison - Social Systems |
Subject: | bounded rationality | evolutionary systems | capital asset pricing |
-
Evolutionary dynamics in financial markets with many trader types
Brock, W.A., (2001)
-
Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H., (2015)
-
Heterogeneous agent models in finance
Dieci, Roberto, (2018)
- More ...
-
Brock, W.A., (1998)
-
Models of Compelxity in Economics and Finance.
Brock, W.A., (1997)
-
Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model.
Brock, W.A., (1996)
- More ...