Incorporating positions into asset pricing models with order-based strategies
Reiner Franke; Toichiro Asada
| Year of publication: |
2008
|
|---|---|
| Authors: | Franke, Reiner ; Asada, Tōichirō |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 3.2008, 2, p. 201-227
|
| Subject: | Beja-Goldman model | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | 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/10003794421