Divergent rational expectations equilibrium in a dynamic model of a futures market (Q1140033): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0022-0531(78)90069-8 / rank | |||
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| Property / OpenAlex ID: W2027030339 / rank | |||
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| Property / cites work: Q5528194 / rank | |||
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| Property / cites work: Q5631860 / rank | |||
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| Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank | |||
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| Property / cites work: The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities / rank | |||
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| Property / cites work: Q5666358 / rank | |||
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Latest revision as of 04:04, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergent rational expectations equilibrium in a dynamic model of a futures market |
scientific article |
Statements
Divergent rational expectations equilibrium in a dynamic model of a futures market (English)
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1978
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informed traders
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futures market
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rational expectations
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risk neutrality
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uninformed traders
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random walk theory
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risk aversion
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information patterns
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