Browsing by Author Dieci, R

Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)
1-Jan-2018Heterogeneous Agent Models in FinanceDieci, R; He, XZ
1-Jan-2013Time-varying beta: A boundedly rational equilibrium approachChiarella, C; Dieci, R; He, XZ
1-Jan-2013An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K
1-Mar-2011Do heterogeneous beliefs diversify market risk?Chiarella, C; Dieci, R; He, XZ
Jan-2011The dynamic behaviour of asset prices in disequilibrium: a surveyChiarella, C; Dieci, R; He, X
1-Dec-2010A framework for CAPM with heterogeneous beliefsChiarella, C; Dieci, R; He, XZ
Jan-2009Heterogeneity, market mechanisms and asset price dynamicsChiarella, C; Dieci, R; He, X; Hens, T; Schenk-Hoppe, KR
1-Sep-2008A model of financial market dynamics with heterogeneous beliefs and state-dependent confidenceChiarella, C; Dieci, R; Gardini, L; Sbragia, L
Jan-2007Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset FrameworkChiarella, C; Dieci, R; He, X
1-Aug-2006Market mood, adaptive beliefs and asset price dynamicsDieci, R; Foroni, I; Gardini, L; He, XZ
Jan-2006Asset price and wealth dynamics in a financial market with heterogeneous agentsChiarella, C; Dieci, R; Gardini, L
1-Mar-2005The dynamic interaction of speculation and diversificationChiarella, C; Dieci, R; Gardini, L
Jan-2004A dynamical analysis of speculation across two markets.Chiarella, C; Dieci, R; Gardini, L; Gallegati, M; Kirman, AP; Marsili, M
Oct-2002Speculative behaviour and complex asset price dynamics: a global analysisChiarella, C; Dieci, R; Gardini, L
2001Asset price dynamics in a financial market with fundamentalists and chartistsChiarella, C; Dieci, R; Gardini, L