Financial Markets Equilibrium with Heterogeneous Agents
Year of publication: |
2012-01-02
|
---|---|
Authors: | Cvitanic, Jaksa ; Jouini, Elyès ; Malamud, Semyon ; Napp, Clotilde |
Institutions: | HAL |
Subject: | equilibrium | heterogeneous agents | volatility | optimal portfolios | survival | yield curve | long yield |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00488537 Published, Review of Finance, 2012, 16, 1, 285-321 |
Source: |
-
Financial Markets Equilibrium with Heterogeneous Agents
Napp, Clotilde, (2012)
-
Price Impact and Portfolio Impact
CVITANIC, Jaksa, (2010)
-
Equilibrium Driven by Discounted Dividend Volatility
CVITANIC, Jaksa,
- More ...
-
Financial Markets Equilibrium with Heterogeneous Agents
Cvitanic, Jaksa, (2011)
-
Financial Markets Equilibrium with Heterogeneous Agents
Napp, Clotilde, (2012)
-
Evolutionary strategic beliefs and financial markets
Jouini, Elyès, (2012)
- More ...