Power-law behaviour, heterogeneity, and trend chasing (Q1027425)

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Power-law behaviour, heterogeneity, and trend chasing
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    title
    Power-law behaviour, heterogeneity, and trend chasing (English)
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    author
    Xue-Zhong He
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    Youwei Li
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    publication date
    1 July 2009
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    Mathematics Subject Classification ID
    91B84
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    62P05
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    62M10
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    62M20
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    zbMATH DE Number
    5573612
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    zbMATH Keywords
    asset pricing
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    fundamentalists and trend followers
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    market fraction
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    stability
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    learning
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    power law
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