Dynamic instability in generic model of multi-assets markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2013. "An evolutionary CAPM under heterogeneous beliefs," Annals of Finance, Springer, vol. 9(2), pages 185-215, May.
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More about this item
KeywordsExcess comovement Correlation Portfolio theory Dynamic instability;
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