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Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

Asset price dynamcis and diversification with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005

Persistent link: https://www.econbiz.de/10002775676

A framework for CAPM with heterogenous beliefs

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2009

Persistent link: https://www.econbiz.de/10008662365

Do heterogeneous beliefs diversify market risk?

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258

Persistent link: https://www.econbiz.de/10009155404

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1755-1786

Persistent link: https://www.econbiz.de/10003370380

Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Journal of economic behavior & organization : JEBO 62 (2007) 3, pp. 408-427

Persistent link: https://www.econbiz.de/10003423966

A model of financial market dynamics with heterogeneous beliefs and state dependent confidence

Chiarella, Carl; Dieci, Roberto; Gardini, Laura; … - In: Computational economics 32 (2008) 1/2, pp. 55-72

Persistent link: https://www.econbiz.de/10003755542

Heterogeneous expectations and speculative behaviour in a dynamic multi-asset framework

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2005

Persistent link: https://www.econbiz.de/10003194451

A framework for CAPM with heterogeneous beliefs

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Nonlinear dynamics in economics, finance and social …, (pp. 353-369). 2010

Persistent link: https://www.econbiz.de/10003944047

Heterogeneous expectations, boom-bust housing cycles, and supply conditions : a nonlinear dynamics approach

Dieci, Roberto; Westerhoff, Frank H. - 2015

We combine a standard stock-flow housing market model, incorporating explicit relationships between house prices, the housing stock, and the rent level, with a parsimonious expectation formation scheme of housing market investors, reflecting an evolving mix of extrapolative and regressive...

Persistent link: https://www.econbiz.de/10010517701