Price Dynamics And Diversification Under Heterogeneous Expectations
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More about this item
Keywordsheterogeneous agents; complex dynamics; global dynamics; noninvertible maps; financial market dynamics;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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