Nonlinear dynamics and stability in a multigroup asset flow model

DOI10.1137/120862211zbMATH Open1257.91054OpenAlexW3125994826MaRDI QIDQ4904538FDOQ4904538

Authors: Mark DeSantis, David Swigon, Gunduz Caginalp 

Publication date: 30 January 2013

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.chapman.edu/economics_articles/97

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zbMATH Keywords

trendmomentumfundamental valueasset price dynamicsstability of price dynamicsasset flow

Mathematics Subject Classification ID

Qualitative investigation and simulation of ordinary differential equation models (34C60) Dynamical systems in optimization and economics (37N40) Stability of solutions to ordinary differential equations (34D20) Financial applications of other theories (91G80)

Cited In (10)

• Multi-group asset flow equations and stability
• Asset price dynamics for a two-asset market system
• Asset flow model for a homogeneous group of investors: high-frequency trading limit
• Stability analysis of asset flow differential equations
• The nonlinear price dynamics of U.S. equity ETFs
• A dynamical systems approach to cryptocurrency stability
• Stochastic asset flow equations: interdependence of trend and volatility
• Asset price dynamics with heterogeneous groups
• Bifurcation analysis of a single-group asset flow model
• Steady states, stability and bifurcations in multi-asset market models

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