Multi-asset pricing modeling using holding-based networks in energy markets
Wentao Wang, Shangmei Zhao, Junhuan Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Wentao ; Zhao, Shangmei ; Zhang, Junhuan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-12
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| Subject: | Agent-based modeling | Risk aversion | Co-holding behavior | Holding-based network | Multi-asset pricing | Agentenbasierte Modellierung | Theorie | Theory | Energiemarkt | Energy market | Risikoaversion | CAPM | Unternehmensnetzwerk | Business network | Netzwerk | Network | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102483 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342694