Time-varying beta: a boundedly rational equilibrium approach
Carl Chiarella; Roberto Dieci; Xue-Zhong He
| Year of publication: |
2013
|
|---|---|
| Authors: | Chiarella, Carl ; Dieci, Roberto ; He, Xue-zhong |
| Published in: |
Journal of evolutionary economics : JEE. - Berlin, Germany : Springer, ISSN 0936-9937, ZDB-ID 1055126-8. - Vol. 23.2013, 3, p. 609-639
|
| Subject: | Equilibrium asset prices | CAPM | Time-varying betas | Heterogeneous expectations | Fundamentalism | Momentum traders | Theorie | Theory | Begrenzte Rationalität | Bounded rationality | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Risiko | Risk |
| 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/10009773913