Heterogeneous expectations and exchange rate dynamics
Year of publication: |
2009
|
---|---|
Authors: | Chiarella, Carl ; He, Xue-zhong ; Zheng, Min |
Publisher: |
Sydney : Quantitative Finance Research Centre |
Subject: | CAPM | Portfolio-Management | Portfolio selection | Währungsrisiko | Exchange rate risk | Simulation | Erwartungsbildung | Expectation formation | Theorie | Theory |
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