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~isPartOf:"Journal of economic dynamics & control"
~person:"Anufriev, Mikhail"
~person:"Zenios, Stauros Andrea"
~subject:"CAPM"
~subject:"Financial economics"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Anufriev, Mikhail
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Journal of economic dynamics & control
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1
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
2
The impact of short-selling constraints on financial market stability in a heterogeneous agents model
Anufriev, Mikhail
;
Tuinstra, Jan
- In:
Journal of economic dynamics & control
37
(
2013
)
8
,
pp. 1523-1543
Persistent link: https://www.econbiz.de/10009775104
Saved in:
3
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
4
Asset prices, traders' behavior and market design
Anufriev, Mikhail
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
Saved in:
5
Introduction to special issue on complexity in economics and finance
Anufriev, Mikhail
;
Branch, William A.
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1019-1022
Persistent link: https://www.econbiz.de/10003844164
Saved in:
6
Special issue: Complexity in economics and finance
Anufriev, Mikhail
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003844157
Saved in:
7
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Pancotto, Francesca
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1787-1835
Persistent link: https://www.econbiz.de/10003370384
Saved in:
8
Special issue: Financial decision models in a dynamical setting
Mitra, Gautam
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001855968
Saved in:
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