Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework
Year of publication: |
2005-09-01
|
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Authors: | Chiarella, Carl ; Dieci, Roberto ; He, Xue-Zhong |
Institutions: | Finance Discipline Group, Business School |
Subject: | heterogeneous beliefs | asset pricing | portfolio choice | bifurcation analysis | comovements in stock prices |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 166 2 pages long |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D84 - Expectations; Speculations ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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