The competitions of time-varying and constant loadings in asset pricing models : empirical evidence and agent-based simulations
Year of publication: |
2022
|
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Authors: | Lin, Hung-Wen ; Huang, Jing-Bo ; Lin, Kun-Ben ; Chen, Shu-Heng |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 17.2022, 2, p. 577-612
|
Subject: | Asset pricing models | Momentum trader | Time-varying loadings | Trader beliefs | CAPM | Agentenbasierte Modellierung | Agent-based modeling | Anlageverhalten | Behavioural finance | Simulation | Kapitalmarkttheorie | Financial economics |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s11403-021-00337-2 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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