EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS

DOI10.1142/S0218127409024244zbMath1175.91074OpenAlexW1970634818MaRDI QIDQ3647679

Natasha Kirby, Andrew D. Foster

Publication date: 23 November 2009

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127409024244

zbMATH Keywords

chaotic dynamicsasset pricingbifurcationnoninvertible mapsheterogeneous beliefsinteracting agents

Mathematics Subject Classification ID

Related Items (1)

Analysis of a heterogeneous trader model for asset price dynamics

Cites Work

• Evolutionary dynamics in markets with many trader types
• Asset price and wealth dynamics in a financial market with heterogeneous agents
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• Heterogeneous traders, price-volume signals, and complex asset price dynamics
• A Rational Route to Randomness
• Asset price dynamics in a financial market with fundamentalists and chartists

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