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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...

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Détails bibliographiques
Cote:Libro Electrónico
Autres auteurs: Hens, Thorsten, Schenk-Hopp�e, Klaus Reiner
Format: Électronique eBook
Langue:Inglés
Publié: Amsterdam ; London : North Holland, �2009.
Collection:Handbooks in finance.
Sujets:
Accès en ligne:Texto completo
Table des matières:
  • 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.