Impact of investor's varying risk aversion on the dynamics of asset price fluctuations
Baosheng Yuan; Kan Chen
| Year of publication: |
2006
|
|---|---|
| Authors: | Yuan, Baosheng ; Chen, Kan |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 1.2006, 2, p. 189-214
|
| Subject: | Agentenbasierte Modellierung | Agent-based modeling | Risikoaversion | Risk aversion | Finanzmarkt | Financial market | CAPM | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003409937