Bet against the trend and cash in profits
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- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," FMM Working Paper 60-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," Working Papers halshs-02956879, HAL.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," CEPN Working Papers halshs-02956879, HAL.
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More about this item
Keywords
retirement; Foreign exchange markets; clusters of volatility; fat tails; heterogeneous beliefs; agent-based models; Stock-flow consistent models.;All these keywords.
JEL classification:
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2020-10-19 (Computational Economics)
- NEP-ORE-2020-10-19 (Operations Research)
- NEP-RMG-2020-10-19 (Risk Management)
Statistics
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