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...
Call Number: | Libro Electrónico |
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Other Authors: | , |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Amsterdam ; London :
North Holland,
�2009.
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Series: | Handbooks in finance.
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Subjects: | |
Online Access: | Texto completo |
Table of Contents:
- 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.