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pro vyhledávání: '"Vinod Cheriyan"'
Autor:
Anton J. Kleywegt, Vinod Cheriyan
Publikováno v:
Quantitative Finance. 16:309-336
Various markets exhibit growth and collapse in prices that are sometimes called bubbles, and cycles if the phenomenon repeats. Rational expectations models have been proposed to explain these phenomena; however, such models suffer from a number of cr
Publikováno v:
Journal of Risk and Financial Management; Volume 11; Issue 1; Pages: 3
Journal of Risk and Financial Management, Vol 11, Iss 1, p 3 (2017)
Journal of Risk and Financial Management, Vol 11, Iss 1, p 3 (2017)
Investors’ forecasting behavior affects their trading decisions and the resulting asset prices. It has been shown in the literature how different, apparently reasonable investor forecasting behaviors can lead to qualitatively different asset price