Asset return predictability in a heterogeneous agent equilibrium model
Murray Carlson; David A. Chapman; Ron Kaniel; Hong Yan
| Year of publication: |
2015
|
|---|---|
| Authors: | Carlson, Murray ; Chapman, David A. ; Kaniel, Ron ; Yan, Hong |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 5.2015, 2, p. 1-45
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| Subject: | Return predictability | general equilibrium model | empirical experiments | optimal portfolio rules | relative utility cost | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Agentenbasierte Modellierung | Agent-based modeling | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011300998