A robust rational route to randomness in a simple asset pricing model
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Publication:953788
DOI10.1016/J.JEDC.2004.08.003zbMATH Open1202.91110OpenAlexW2133008468MaRDI QIDQ953788FDOQ953788
Authors: Hai Huang, Duo Wang, Cars Hommes 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/a-robust-rational-route-to-randomness-in-a-simple-asset-pricing-model(ba18cd90-bcf2-4e21-94ac-71397979bf97).html
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Cited In (43)
- Price as a choice under nonstochastic randomness in finance
- Asset price dynamics with heterogeneous beliefs and local network interactions
- When panic makes you blind: a chaotic route to systemic risk
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations
- Production delays, supply distortions and endogenous price dynamics
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model
- Refinement of dynamic equilibrium using small random perturbations
- Evolution of heterogeneous beliefs and asset overvaluation
- A new method to control chaos in an economic system
- Speculative asset price dynamics and wealth taxes
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- When speculators meet suppliers: positive versus negative feedback in experimental housing markets
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- A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence
- An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Market mood, adaptive beliefs and asset price dynamics
- Carl's nonlinear cobweb
- Asset price and wealth dynamics in a financial market with heterogeneous agents
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