Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker

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dc.contributor.author Chiarella, C
dc.contributor.author He, X
dc.date.accessioned 2009-12-21T03:54:32Z
dc.date.issued 2003-01
dc.identifier.citation Macroeconomic Dynamics, 2003, 7 (4), pp. 503 - 536
dc.identifier.issn 1365-1005
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5973
dc.publisher Cambridge University Press
dc.relation.isbasedon 10.1017/S1365100502020114
dc.title Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker
dc.type Journal Article
dc.parent Macroeconomic Dynamics
dc.journal.volume 4
dc.journal.volume 7
dc.journal.number 4 en_US
dc.publocation New York, USA en_US
dc.identifier.startpage 503 en_US
dc.identifier.endpage 536 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140199 Economic Theory Not Elsewhere Classified
dc.personcode 010238
dc.personcode 716350
dc.percentage 100 en_US
dc.classification.name Economic Theory not elsewhere classified en_US
dc.classification.type FOR-08 en_US
dc.description.keywords heterogeneous beliefs, market maker, asset pricing, geometric-decay learning processStock-prices; Noise; Behavior; Dynamics; Uncertainty; Equilibria; Strategies; Stability; Agents; Chaos en_US
dc.description.keywords heterogeneous beliefs, market maker, asset pricing, geometric-decay learning processStock-prices
dc.description.keywords Noise
dc.description.keywords Behavior
dc.description.keywords Dynamics
dc.description.keywords Uncertainty
dc.description.keywords Equilibria
dc.description.keywords Strategies
dc.description.keywords Stability
dc.description.keywords Agents
dc.description.keywords Chaos
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10
utslib.collection.history General (ID: 2)


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