Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Asset prices, traders' behavior and market design / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4210478 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3979032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Rational Route to Randomness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evolutionary dynamics in markets with many trader types / rank
 
Normal rank
Property / cites work
 
Property / cites work: More hedging instruments may destabilize markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous beliefs, risk and learning in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER / rank
 
Normal rank
Property / cites work
 
Property / cites work: A behavioral asset pricing model with a time-varying second moment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bifurcation theory for a class of discrete time Markovian stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary Markov Equilibria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Endogenous fluctuations in a simple asset pricing model with heterogeneous agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust rational route to randomness in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON SMALL RANDOM PERTURBATIONS OF SOME SMOOTH DYNAMICAL SYSTEMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039910 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Agent-based computational finance: Suggested readings and early research / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Prices in an Exchange Economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: INVARIANT PROBABILITY DISTRIBUTIONS IN ECONOMIC MODELS: A GENERAL RESULT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of stochastic optimal growth models: a new approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic equilibrium: Learning by exponential smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3782543 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and stability of stationary solutions of nonlinear difference equations under random perturbations / rank
 
Normal rank

Latest revision as of 17:51, 3 July 2024

scientific article
Language Label Description Also known as
English
Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
scientific article

    Statements

    Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (English)
    0 references
    0 references
    0 references
    0 references
    31 January 2011
    0 references
    0 references
    heterogeneous beliefs
    0 references
    random dividends
    0 references
    random fixed points
    0 references
    stability
    0 references
    bifurcation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references