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The growth of hedge funds and implications for financial markets
Pantel, Nikolai; Haiss, Peter R. - In: Revue bancaire et financière 72 (2008) 6/7, pp. 395-403
Persistent link: https://www.econbiz.de/10003777608
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Handbook of financial markets : dynamics and evolution
Hens, Thorsten (ed.);  … - 2009
Persistent link: https://www.econbiz.de/10003778106
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Approximate equilibrium in pure strategies for a two-stage game of asset creation
Faias, Marta - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10003771470
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A heterogeneous agent approach vs. representative agent theory and the application of support vector machines to default risk analysis
Moro, Rouslan Arthur - 2008
Persistent link: https://www.econbiz.de/10003776274
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A minimal noise trader model with realistic time series properties
Alfarano, Simone; Lux, Thomas - In: Long memory in economics : with 50 tables, (pp. 345-361). 2006
Persistent link: https://www.econbiz.de/10003357267
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Household finance
Campbell, John Y. - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1553-1604
Persistent link: https://www.econbiz.de/10003357781
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Financial market analysis can go mad (in the search for irrational behaviour during the Sout Sea Bubble
Shea, Gary S. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003359486
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Momentum and index investing : implications for market efficiency
Bird, Ron; He, Xue-zhong; Thosar, Satish; Woolley, Paul - In: Journal / The Capco Institute : journal of financial … (2005) 15, pp. 79-85
Persistent link: https://www.econbiz.de/10003280236