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~isPartOf:"Working Papers SFB Adaptive Information Systems and Modelling in Economics and Management Science"
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Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons
Thurner, Stefan
;
Dockner, Engelbert J.
;
Gaunersdorfer, …
-
2002
This paper presents a dynamic asset pricing model based on a heterogenous class of traders.
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