Asset Pricing with Heterogeneous Investment Horizons

DOI10.1515/1558-3708.1903zbMath1506.91170OpenAlexW1997973883MaRDI QIDQ5881657

Giulio Bottazzi, Mikhail Anufriev

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/1558-3708.1903

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (1)

Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders

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