Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cross-section instability in financial markets: impatience, extrapolation, and switching |
scientific article; zbMATH DE number 7452715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-section instability in financial markets: impatience, extrapolation, and switching |
scientific article; zbMATH DE number 7452715 |
Statements
Cross-section instability in financial markets: impatience, extrapolation, and switching (English)
0 references
6 January 2022
0 references
heterogeneous beliefs
0 references
asset pricing
0 references
portfolio choice
0 references
strategy switching
0 references
bifurcation analysis
0 references
0 references
