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~isPartOf:"Journal of economic dynamics & control"
~person:"Anufriev, Mikhail"
~person:"Dupoyet, Brice V."
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Anufriev, Mikhail
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Journal of economic dynamics & control
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1
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
2
Asset prices, traders' behavior and market design
Anufriev, Mikhail
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
Saved in:
3
Asset pricing with incomplete information and fat tails
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
;
McCulloch, J. …
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1314-1331
Persistent link: https://www.econbiz.de/10003844236
Saved in:
4
The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 887-905
Persistent link: https://www.econbiz.de/10003421631
Saved in:
5
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Pancotto, Francesca
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1787-1835
Persistent link: https://www.econbiz.de/10003370384
Saved in:
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