Cross-section instability in financial markets: impatience, extrapolation, and switching

DOI10.1007/s10203-021-00348-5zbMath1480.91275OpenAlexW3196110842MaRDI QIDQ2064597

Roberto Dieci, Xue-Zhong He

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00348-5

zbMATH Keywords

asset pricingbifurcation analysisportfolio choiceheterogeneous beliefsstrategy switching

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

Related Items (1)

Statistical arbitrage and risk contagion

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