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Loss aversion in an agent-based asset pricing model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10012194866
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Margin requirements and systemic liquidity risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
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