Asset prices and wealth dynamics in a financial market with random demand shocks
Pietro Dindo, Jacopo Staccioli
| Year of publication: |
2018
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|---|---|
| Authors: | Dindo, Pietro ; Staccioli, Jacopo |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 95.2018, p. 187-210
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| Subject: | Asset pricing | Evolutionary finance | Heterogeneous agents | Noise traders | Random demand shocks | Random dynamical systems | Schock | Shock | Börsenkurs | Share price | CAPM | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Stochastischer Prozess | Stochastic process | Noise Trading | Noise trading | Agentenbasierte Modellierung | Agent-based modeling | Portfolio-Management | Portfolio selection | Dynamische Wirtschaftstheorie | Economic dynamics | Kapitalmarkttheorie | Financial economics | Erwartungsbildung | Expectation formation | Nachfrage | Demand |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.08.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012004924