Asset prices and wealth dynamics in a financial market with random demand shocks

DOI10.1016/j.jedc.2018.08.009zbMath1402.91156OpenAlexW2892057684MaRDI QIDQ1624119

Jacopo Staccioli, Pietro Dindo

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.08.009

zbMATH Keywords

asset pricingrandom dynamical systemsheterogeneous agentsevolutionary financenoise tradersrandom demand shocks

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Excess covariance and dynamic instability in a multi-asset model
• Market equilibria under procedural rationality
• An analysis of the effect of noise in a heterogeneous agent financial market model
• The dynamics of speculative behaviour
• Asset price and wealth dynamics in a financial market with heterogeneous agents
• Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Itchy feet vs cool heads: flow of funds in an agent-based financial market
• Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
• Evolution and market behavior with endogenous investment rules
• Asset price and wealth dynamics under heterogeneous expectations
• STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS

This page was built for publication: Asset prices and wealth dynamics in a financial market with random demand shocks