Cross-section instability in financial markets : impatience, extrapolation, and switching
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
|
Subject: | Heterogeneous beliefs | Asset pricing | Portfolio choice | Strategy switching | Bifurcation analysis | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | CAPM |
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