Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
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Publication:959650
DOI10.1016/j.jedc.2005.10.012zbMath1162.91462WikidataQ62589561 ScholiaQ62589561MaRDI QIDQ959650
Mikhail Anufriev, Giulio Bottazzi, Francesca Pancotto
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.10.012
market selection; asset pricing model; CRRA framework; equilibrium market line; price and wealth dynamics
91B52: Special types of economic equilibria
91B24: Microeconomic theory (price theory and economic markets)
37N40: Dynamical systems in optimization and economics
91B54: Special types of economic markets (including Cournot, Bertrand)
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