Recent Developments in Asset Pricing with Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets

DOI10.1007/978-3-642-29503-4_1zbMath1296.91121OpenAlexW103527425MaRDI QIDQ3191524

Xue-Zhong He

Publication date: 2 October 2014

Published in: Global Analysis of Dynamic Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29503-4_1

zbMATH Keywords

stabilityasset pricingbounded rationalityheterogeneous beliefsstochastic delay differential equationschartistsfundamentalistsdisagreement

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Rationality and learning in game theory (91A26) Economic dynamics (91B55)

Related Items (2)

A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market ⋮ Dynkin games with heterogeneous beliefs

This page was built for publication: Recent Developments in Asset Pricing with Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets