Narrow search
Showing 1 - 10 of 86
Cover Image
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Cover Image
Do heterogeneous beliefs diversify market risk?
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258
Persistent link: https://www.econbiz.de/10009155404
Cover Image
Extraneous risk : pricing of non-systematic risk
Binh, Ki Beom; Jhang, Hogyu - In: Annals of economics and finance 16 (2015) 2, pp. 335-352
Persistent link: https://www.econbiz.de/10011427821
Cover Image
Asset pricing in a monetary economy with heterogeneous beliefs
Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219
Persistent link: https://www.econbiz.de/10011372432
Cover Image
Complex evolutionary systems in behavioral finance
Hommes, Cars H.; Wagener, Florian Oskar Ottokar - 2008
Traditional finance is built on the rationality paradigm. This chapter discusses simple models from an alternative approach in which financial markets are viewed as complex evolutionary systems. Agents are boundedly rational and base their investment decisions upon market forecasting heuristics....
Persistent link: https://www.econbiz.de/10011376458
Cover Image
Welfare effects of short-sale constraints under heterogeneous beliefs
Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 53 (2013) 2, pp. 283-314
Persistent link: https://www.econbiz.de/10009752720
Cover Image
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Cover Image
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
Cover Image
Where are the sources of stock market mispricing and excess volatility?
Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
Cover Image
Investors' heterogeneity and implied volatility smiles
Li, Tao - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2392-2412
Persistent link: https://www.econbiz.de/10010202746