Cargando…

Handbook of financial markets : dynamics and evolution /

The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Hens, Thorsten, Schenk-Hopp�e, Klaus Reiner
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; London : North Holland, �2009.
Colección:Handbooks in finance.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Thought and behavior contagio in capital markets
  • How markets slowly digest changes in supply and demand
  • Sotchastic behavioral asset-pricing models and the stylized facts
  • Complex evolutionary systems in behavioral finance
  • Heterogeneity, market mechanisms, and asset price dynamics
  • Perfect forecasting, behavioral heterogeneities, and asset prices
  • Market selection and asset pricing
  • Rational diverse beliefs and market volatility
  • Evolutionary finance.