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Heterogeneous expectations and bond markets

Xiong, Wei; Yan, Hongjun - 2006

Persistent link: https://www.econbiz.de/10003407459

Heterogeneous expectations and bond markets

Xiong, Wei; Yan, Hongjun - In: The review of financial studies 23 (2010) 4, pp. 1433-1466

Persistent link: https://www.econbiz.de/10003959799

Dynamics of market making algorithms in dealer markets : learning and tacit collusion

Cont, Rama; Xiong, Wei - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 467-521

Persistent link: https://www.econbiz.de/10014514776

Heterogeneous Expectations and Bond Markets

Yan, Hongjun; Xiong, Wei - 2021

This paper presents a dynamic equilibrium model of bond markets, in which two groups of agents hold heterogeneous expectations about future economic conditions. Our model shows that heterogeneous expectations can not only lead to speculative trading, but can also help resolve several challenges...

Persistent link: https://www.econbiz.de/10013225044

Heterogeneous Expectations and Bond Markets

Xiong, Wei - 2006

Persistent link: https://www.econbiz.de/10012465881

A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications

Cao, Yiyin; Dang, Chuangyin; Xiao, Zhongdong - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1032-1050

Persistent link: https://www.econbiz.de/10013206921

Product line design and quality differentiation for green and non-green products in a supply chain

Shen, Bin; Cao, Yifan; Xu, Xiaoyan - In: International journal of production research 58 (2020) 1, pp. 148-164

Persistent link: https://www.econbiz.de/10012193951

A differentiable path-following method with a compact formulation to compute proper equilibria

Cao, Yiyin; Chen, Yin; Dang, Chuangyin - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 377-396

Persistent link: https://www.econbiz.de/10014532280

A variant of Harsanyi's tracing procedures to select a perfect equilibrium in normal form games

Cao, Yiyin; Dang, Chuangyin - In: Games and economic behavior 134 (2022), pp. 127-150

Persistent link: https://www.econbiz.de/10013341292

How the agency contract fails in hybrid mode : agency fees and distribution sequences

Shu, Wenjun; Xiao, Zhongdong; Cao, Yiyin - In: International transactions in operational research : a … 31 (2024) 6, pp. 4296-4331

Persistent link: https://www.econbiz.de/10014636469