Asset price dynamcis and diversification with heterogeneous agents
Year of publication: |
2005
|
---|---|
Authors: | Chiarella, Carl ; Dieci, Roberto ; Gardini, Laura |
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. 251-267
|
Subject: | Börsenkurs | Share price | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Chaostheorie | Chaos theory | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Nichtlineare Dynamik | Nonlinear dynamics |
-
Asset price dynamics with time-varying second moment
Chiarella, Carl, (2004)
-
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl, (2004)
-
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl, (2006)
- More ...
-
PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS
Chiarella, Carl, (2002)
-
The Dynamic Interaction of Speculation and Diversification
Chiarella, Carl, (2005)
-
Speculative behaviour and complex asset price dynamics: a global analysis
Chiarella, Carl, (2002)
- More ...