...
机译:异构信念下的进化CAPM
Finance Discipline Group, UTS Business School, University of Technology, Sydney, PO Box 123, Broadway, NSW 2007, Australia;
Department of Mathematics, University of Bologna, Piazza di Porta San Donato 5, I-40126,Bologna, Italy;
Finance Discipline Group, UTS Business School, University of Technology, Sydney, PO Box 123, Broadway, NSW 2007, Australia;
Finance Discipline Group, UTS Business School, University of Technology, Sydney, PO Box 123, Broadway, NSW 2007, Australia;
Evolutionary CAPM; Heterogeneous beliefs; Market stability; Spill-over effects; Volatility; Trading volume;
机译:具有信念异质性的基于消费的CAPM
机译:具有异构主体的金融市场均衡:CAPM和市场细分
机译:具有异构主体的金融市场均衡:CAPM和市场细分
机译:异构投资范围是否会影响CAPM
机译:半监督异构进化共聚。
机译:模拟条件偏斜:异类信念卖空限制和市场下跌
机译:具有异构信念的投资组合分析和零Beta Capm