Nonlinear Dynamics and Stability in a Multigroup Asset Flow Model

DOI10.1137/120862211zbMath1257.91054OpenAlexW3125994826MaRDI QIDQ4904538

David Swigon, Gunduz Caginalp, Mark DeSantis

Publication date: 30 January 2013

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.chapman.edu/economics_articles/97

zbMATH Keywords

trendmomentumfundamental valueasset price dynamicsstability of price dynamicsasset flow

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Financial applications of other theories (91G80) Qualitative investigation and simulation of ordinary differential equation models (34C60) Dynamical systems in optimization and economics (37N40)

Related Items (6)

A dynamical systems approach to cryptocurrency stability ⋮ Asset flow model for a homogeneous group of investors: high-frequency trading limit ⋮ Asset price dynamics for a two-asset market system ⋮ The nonlinear price dynamics of U.S. equity ETFs ⋮ Bifurcation analysis of a single-group asset flow model ⋮ Stochastic asset flow equations: interdependence of trend and volatility

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