An evolutionary finance model with short selling and endogenous asset supply
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Publication:2143907
DOI10.1007/s00199-020-01269-xzbMath1492.91345OpenAlexW3021730077MaRDI QIDQ2143907
Sergei Belkov, Thorsten Hens, Rabah Amir, Igor V. Evstigneev
Publication date: 31 May 2022
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/an-evolutionary-finance-model-with-short-selling-and-endogenous-asset-supply(800186cb-ad5f-450f-a272-1545d1a5c7af).html
Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Financial markets (91G15)
Related Items (3)
Special issue in honor of Nicholas C. Yannelis. II ⋮ Bounded rationality, asymmetric information and mispricing in financial markets ⋮ Behavioral equilibrium and evolutionary dynamics in asset markets
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