An evolutionary CAPM under heterogeneous beliefs
| Year of publication: |
2013
|
|---|---|
| Authors: | Chiarella, Carl ; Dieci, Roberto ; He, Xue-zhong ; Li, Kai |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 2, p. 185-215
|
| Subject: | Evolutionary CAPM | Heterogeneous beliefs | Market stability | Spill-over effects | Volatility | Trading volume | Volatilität | CAPM | Theorie | Theory | Handelsvolumen der Börse | Finanzanalyse | Financial analysis | Spekulation | Speculation | Rationalität | Rationality |
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