An asset pricing model with adaptive heterogeneous agents and wealth effects
Year of publication: |
2005
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Authors: | Chiarella, Carl ; He, Xue-zhong |
Published in: |
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]. - Berlin [u.a.] : Springer, ISBN 3-540-22237-5. - 2005, p. 269-285
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Subject: | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Risikoaversion | Risk aversion | Vermögenseffekt | Wealth effect | Adaptive Erwartungen | Adaptive expectations | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling |
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