Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
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Publication:426665
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Cited in
(36)- A dynamic stochastic model of asset pricing with heterogeneous beliefs
- Heterogeneity, convergence, and autocorrelations
- From discrete to continuous time evolutionary finance models
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Herding, trend chasing and market volatility
- Asset pricing with heterogeneous beliefs and illiquidity
- Portfolio selection with inflation-linked bonds and indexation lags
- A structural analysis of price dynamics for a heterogeneous asset-pricing model with market marker
- Time to build and bond risk premia
- Time to build and bond risk premia
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- Asset price dynamics when behavioural heterogeneity varies
- Voluntary information disclosure with heterogeneous beliefs
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- Heterogeneous fundamentalists in a continuous time model with delays
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- Herding, a-synchronous updating and heterogeneity in memory in a CBS
- A simple asset pricing model with social interactions and heterogeneous beliefs
- Fundamentalists, chartists and asset pricing anomalies
- Speculative bubbles and talent misallocation
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
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