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Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends

Zhu, Mei; Wang, Duo; Guo, Maozheng - In: Journal of Economic Dynamics and Control 35 (2011) 1, pp. 131-147

We investigate dynamical properties of a heterogeneous agent model with random dividends and further study the relationship between dynamical properties of the random model and those of the corresponding deterministic skeleton, which is obtained by setting the random dividends as their constant...

Persistent link: https://www.econbiz.de/10008864778

Cycles and chaos in a socialist economy

Hommes, Cars H.; Nusse, Helena E.; Simonovits, Andras - In: Journal of Economic Dynamics and Control 19 (1995) 1-2, pp. 155-179

Persistent link: https://www.econbiz.de/10005205002

Heterogeneous beliefs and routes to chaos in a simple asset pricing model

Brock, William A.; Hommes, Cars H. - In: Journal of Economic Dynamics and Control 22 (1998) 8-9, pp. 1235-1274

Persistent link: https://www.econbiz.de/10005205130

Behavioral heterogeneity in stock prices

Boswijk, H. Peter; Hommes, Cars H.; Manzan, Sebastiano - In: Journal of Economic Dynamics and Control 31 (2007) 6, pp. 1938-1970

Persistent link: https://www.econbiz.de/10005205197

Heterogeneous beliefs and the non-linear cobweb model

Goeree, Jacob K.; Hommes, Cars H. - In: Journal of Economic Dynamics and Control 24 (2000) 5-7, pp. 761-798

Persistent link: https://www.econbiz.de/10005229215