Rational speculators, contrarians, and excess volatility
Year of publication: |
2015
|
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Authors: | Lof, Matthijs |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 61.2015, 8, p. 1889-1901
|
Subject: | asset pricing | heterogeneous agents | VAR approach | Theorie | Theory | VAR-Modell | VAR model | CAPM | Spekulation | Speculation | Spekulationsblase | Bubbles | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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