List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A behavioural model of investor sentiment in limit order markets Quantitative Finance | 2018-11-19 | Paper |
| Consumption-based CAPM with belief heterogeneity Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
| On the numerical stability of simulation methods for SDEs under multiplicative noise in finance Quantitative Finance | 2014-02-08 | Paper |
| Disagreement, correlation and asset prices Economics Letters | 2012-12-19 | Paper |
| Diversification effect of heterogeneous beliefs Dynamic Modeling and Econometrics in Economics and Finance | 2011-08-08 | Paper |
Research outcomes over time
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