Cross-section instability in financial markets : impatience, extrapolation, and switching
Roberto Dieci, Xue-Zhong He
| Year of publication: |
2021
|
|---|---|
| Authors: | Dieci, Roberto ; He, Xue-zhong |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 2, p. 727-754
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| Subject: | Heterogeneous beliefs | Asset pricing | Portfolio choice | Strategy switching | Bifurcation analysis | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Theorie | Theory | Finanzmarkt | Financial market | CAPM |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00348-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794989