Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
Xue-Zhong He and Kai Li
| Year of publication: |
2011
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|---|---|
| Authors: | He, Xue-zhong ; Li, Kai |
| Publisher: |
Sydney : Quantitative Finance Research Centre, Univ. of Techn. |
| Subject: | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility | Begrenzte Rationalität | Bounded rationality | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
| Extent: | Online-Ressource (24 S., 646 Kb) graph. Darst. |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 291 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009564620