Asset pricing under endogenous expectations in an artificial stock market

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Veröffentlicht in:Economic notes
Weitere Verfasser: Arthur, W. Brian (BerichterstatterIn), Holland, John H. (BerichterstatterIn), LeBaron, Blake Dean (BerichterstatterIn), Palmer, Richard (BerichterstatterIn), Tayler, Paul (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 1997
Schriftenreihe:Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
Schlagworte:
CAPM > Effizienzmarkthypothese > Erwartungsbildung > Theorie > Aufsatz in Zeitschrift
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