Narrow search
Showing 1 - 10 of 18,671
Cover Image
Bubbles and crashes in a behavioural finance model
De Grauwe, Paul; Grimaldi, Marianna - 2004
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10011401333
Cover Image
Bubbles and crashes in a behavioural finance model
De Grauwe, Paul; Grimaldi, Marianna - 2004
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10011585311
Cover Image
A unified theory of underreaction, momentum trading and overreaction in asset markets
Hong, Harrison G.; Stein, Jeremy C. - 1997
Persistent link: https://www.econbiz.de/10000649959
Cover Image
Satisficing or optimizing? : An experimental study
Fellner, Gerline; Güth, Werner; Martin, Ev - 2006
Persistent link: https://www.econbiz.de/10003340979
Cover Image
Is satisficing absorbable? : an experimental study
Güth, Werner; Levati, M. Vittoria; Ploner, Matteo - 2006
Persistent link: https://www.econbiz.de/10003340999
Cover Image
Task transcending satisficing : an experimental study
Fellner, Gerline; Güth, Werner; Martin, Ev - 2006
Persistent link: https://www.econbiz.de/10003334695
Cover Image
Heterogeneity, market mechanism, and asset price dynamics
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Handbook of financial markets : dynamics and evolution, (pp. 277-344). 2009
Persistent link: https://www.econbiz.de/10003820633
Cover Image
Fundamental uncertainty, portfolio choice, and liquidity preference theory
Pasche, Markus - 2009
One of Keynes' core issues in his liquidity preference theory is how fundamental uncertainty affects the propensity to …
Persistent link: https://www.econbiz.de/10003886826
Cover Image
Fundamental uncertainty, portfolio choice, and liquidity preference theory
Pasche, Markus - 2009
One of Keynes’ core issues in his liquidity preference theory is how fundamental uncertainty affects the propensity to …
Persistent link: https://www.econbiz.de/10003905066
Cover Image
Anspruchserfüllung und Portfolioauswahl : theoretische Diskussion und experimentelle Evidenz
Güth, Werner - 2006
Persistent link: https://www.econbiz.de/10003372983