PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS
Year of publication: |
2002-07-01
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Authors: | Chiarella, Carl ; Dieci, Roberto ; Gardini, Laura |
Institutions: | Society for Computational Economics - SCE |
Subject: | heterogeneous agents | complex dynamics | global dynamics | noninvertible maps | financial market dynamics |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 88 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D84 - Expectations; Speculations ; G12 - Asset Pricing |
Source: |
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Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents
Chiarella, Carl, (2004)
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Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl, (2004)
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Structural contagion and vulnerability to unexpected liquidity shortfalls
Giansante, Simone, (2012)
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Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis
Chiarella, Carl, (2006)
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Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl, (2004)
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A Dynamic Heterogeneous Beliefs CAPM
Chiarella, Carl, (2006)
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