Memory and Asset Pricing Models with Heterogeneous Beliefs
Year of publication: |
2006-08-15
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Authors: | Verbic, Miroslav |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | asset pricing | biased beliefs | contrarians | fitness measure | fundamentalists | heterogeneous beliefs | memory strength | stability |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G12 - Asset Pricing ; E32 - Business Fluctuations; Cycles ; C02 - Mathematical Methods ; C62 - Existence and Stability Conditions of Equilibrium ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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