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A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan; Zhu, Song-Ping; Kang, Boda - In: Computational economics 55 (2020) 3, pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
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Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl; Hsiao, Chih-Ying; Semmler, Willi - In: Computational economics 29 (2007) 3, pp. 383-418
Persistent link: https://www.econbiz.de/10007770696
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A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
Chiarella, Carl; Dieci, Roberto; Gardini, Laura; … - In: Computational economics 32 (2008) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10008076744
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The Multifactor Nature of the Volatility of Futures Markets
Chiarella, Carl; Tô, Thuy-Duong - In: Computational economics 27 (2006) 2-3, pp. 163-184
Persistent link: https://www.econbiz.de/10007296395
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The Multifactor Nature of the Volatility of Futures Markets
Chiarella, Carl; Tô, Thuy-Duong - In: Computational economics 27 (2006) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10007266002
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Asset Price Dynamics among Heterogeneous Interacting Agents
Chiarella, Carl; Gallegati, Mauro; Leombruni, Roberto; … - In: Computational economics 22 (2003) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10007031022
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An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models
Chiarella, Carl; Craddock, Mark; El-Hassan, Nadima - In: Computational economics 22 (2003) 2, pp. 113-138
Persistent link: https://www.econbiz.de/10007031027
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Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model
Chiarella, Carl; He, Xue-Zhong - In: Computational economics 19 (2002) 1, pp. 95
Persistent link: https://www.econbiz.de/10007038794
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Foreword to the Special Issue of Computational Economics on Complex Dynamics in Economics and Finance
Bischi, Gian Italo; Chiarella, Carl; Gardini, Laura - In: Computational economics 38 (2011) 3, pp. 207-209
Persistent link: https://www.econbiz.de/10009289682
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Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl; Hsiao, Chih-ying; Semmler, Willi - In: Computational economics 29 (2007) 3/4, pp. 383-418
Persistent link: https://www.econbiz.de/10003493821