On the performance of efficient portfolios
From MaRDI portal
Publication:953774
DOI10.1016/j.jedc.2004.01.006zbMath1202.91291OpenAlexW2101835933MaRDI QIDQ953774
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://pub.uni-bielefeld.de/record/2315281
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Evolution of heterogeneous beliefs and asset overvaluation ⋮ The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM ⋮ QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS ⋮ An analysis of the effect of noise in a heterogeneous agent financial market model ⋮ On the dynamics of asset prices and portfolios in a multiperiod CAPM ⋮ On non-ergodic asset prices ⋮ Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates ⋮ Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
- Learning to predict rationally when beliefs are heterogeneous
- A random fixed point theorem and the random graph transformation
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Time series properties of an artificial stock market
- EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT
- A Rational Route to Randomness
- PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
- Endogenous Random Asset Prices in Overlapping Generations Economies
This page was built for publication: On the performance of efficient portfolios
