Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Show simple item record

dc.contributor.author Chiarella, Carl en_US
dc.contributor.author He, Xuezhong en_US
dc.date.accessioned 2009-12-21T03:54:32Z
dc.date.available 2009-12-21T03:54:32Z
dc.date.issued 2003 en_US
dc.identifier 2003000399 en_US
dc.identifier.citation Chiarella Carl and He Xuezhong 2003, 'Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker', Cambridge University Press, vol. 7, no. 4, pp. 503-536. en_US
dc.identifier.issn 1365-1005 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5973
dc.publisher Cambridge University Press en_US
dc.relation.isbasedon http://dx.doi.org/10.1017/S1365100502020114 en_US
dc.subject Asset pricing. en
dc.subject Learning process. en
dc.title Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker en_US
dc.parent Macroeconomic Dynamics en_US
dc.journal.volume 7 en_US
dc.journal.number 4 en_US
dc.publocation New York, USA en_US
dc.identifier.startpage 503 en_US
dc.identifier.endpage 536 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140199 en_US
dc.personcode 716350 en_US
dc.personcode 010238 en_US
dc.percentage 100 en_US
dc.classification.name Economic Theory not elsewhere classified en_US
dc.classification.type FOR-08 en_US
dc.description.keywords heterogeneous beliefs, market maker, asset pricing, geometric-decay learning processStock-prices; Noise; Behavior; Dynamics; Uncertainty; Equilibria; Strategies; Stability; Agents; Chaos en_US
dc.staffid 010238 en_US


Files in this item

This item appears in the following Collection(s)

Show simple item record