Pages that link to "Item:Q1042361"
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The following pages link to Investor heterogeneity, asset pricing and volatility dynamics (Q1042361):
Displaying 28 items.
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Incomplete markets and derivative assets (Q315796) (← links)
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Heterogeneity and option pricing (Q375315) (← links)
- Dynamic effects of increasing heterogeneity in financial markets (Q602506) (← links)
- Equilibrium open interest (Q608910) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- Aggregate stock market behavior and investors' low risk aversion (Q844720) (← links)
- Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- `Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors (Q1657450) (← links)
- Instability of financial markets and preference heterogeneity (Q1958423) (← links)
- Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders (Q1994238) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- Risk aversion heterogeneity and the investment-uncertainty relationship (Q2326200) (← links)
- Sorting in risk-aversion and asset price volatility (Q2387407) (← links)
- VaR constrained asset pricing with relative performance (Q2451394) (← links)
- Lévy information and the aggregation of risk aversion (Q2831278) (← links)
- Financial markets equilibrium with heterogeneous agents (Q2919957) (← links)
- Institutional Investors and Stock Market Volatility (Q3401189) (← links)
- THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET (Q4399711) (← links)
- Local Ownership, Crises, and Asset Prices: Evidence from US Mutual Funds * (Q4555574) (← links)
- Heterogeneity in Financial Market Participation: Appraising its Implications for the C-CAPM* (Q4672368) (← links)
- HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (Q4686503) (← links)
- Recovering Investor Expectations from Demand for Index Funds (Q5051537) (← links)
- (Q5497971) (← links)
- Heterogeneous volatility cascade in financial markets (Q5942417) (← links)
- Actuarial fairness and social welfare in mixed-cohort tontines (Q6171956) (← links)