An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient-Reference-Cited by-同舟云学术

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An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient

Published:2024-08 Issue: Volume:23 Page:100489
ISSN:2590-0374
Container-title:Results in Applied Mathematics
language:en
Short-container-title:Results in Applied Mathematics

Author:

Yang Zhi,Wang Jing^ORCID

Publisher

Elsevier BV

Reference26 articles.

1. Risk, uncertainty, and divergence of opinion;E.;J Financ,1977

2. Heterogeneous beliefs and routs to chaos in a simple asset pricing model;Brock;J Econom Dynam Control,1998

3. Heterogeneous agent models in economics and finance;Hommes,2006

4. Trading heterogeneity under information uncertainty;Zheng;J Econ Behav Organ,2016

5. A dynamic analysis of the microstructure of moving average rules in a double auction market;Chiarell;Macroecon Dyn,2012

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