Excess covariance and dynamic instability in a multi-asset model (Q310954): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6630484
@@ Property / zbMATH DE Number: 6630484 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+excess covariance
@@ Property / zbMATH Keywords: excess covariance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+capital asset pricing model
@@ Property / zbMATH Keywords: capital asset pricing model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+efficient market hypothesis
@@ Property / zbMATH Keywords: efficient market hypothesis / rank @@
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@@ Property / zbMATH Keywords @@
+heterogeneous agents
@@ Property / zbMATH Keywords: heterogeneous agents / rank @@
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@@ Property / zbMATH Keywords @@
+procedurally consistent equilibrium
@@ Property / zbMATH Keywords: procedurally consistent equilibrium / rank @@
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+MaRDI publication profile
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+W2145767567
@@ Property / OpenAlex ID: W2145767567 / rank @@
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@@ Property / cites work @@
+Market equilibria under procedural rationality
@@ Property / cites work: Market equilibria under procedural rationality / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
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@@ Property / cites work @@
+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
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+Evolution and market behavior
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@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
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+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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+The Dynamic Interaction of Speculation and Diversification
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+Asset price and wealth dynamics under heterogeneous expectations
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+A bifurcation theory for a class of discrete time Markovian stochastic systems
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+Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
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+On Endogenous Competitive Business Cycles
@@ Property / cites work: On Endogenous Competitive Business Cycles / rank @@
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@@ Property / cites work @@
+Dynamic instability in a phenomenological model of correlated assets
+Normal rank
@@ Property / cites work @@
+A Recurring Theorem on Determinants
@@ Property / cites work: A Recurring Theorem on Determinants / rank @@
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@@ Property / cites work @@
+Information Markets and the Comovement of Asset Prices
+Normal rank
@@ Property / cites work @@
+MULTIASSET MARKET DYNAMICS
@@ Property / cites work: MULTIASSET MARKET DYNAMICS / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of dynamical systems
@@ Property / cites work: Stability of dynamical systems / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:310954