Handbook of financial markets : dynamics and evolution

"The models of portfolio selection and asset-price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the m...

Full description

Bibliographic Details
Main Authors: Hens, Thorsten (Author), Schenk-Hoppe, Klaus Reiner (Author)
Format: Book
Language:English
Published: Amsterdam ; London : North Holland , c2009
Series:Handbooks in finance
Subjects:
Table of Contents:
  • 1. Thought and behavior contagion in capital markets
  • 2. How markets slowly digest changes in supply and demand
  • 3. Stochastic behavioral asset-pricing models and the stylized facts
  • 4. Complex evolutionary systems in behavioral finance
  • 5. Heterogeneity, market mechanisms and asset price dynamics
  • 6. Perfect forecasting, behavioral heterogeneities and asset prices
  • 7. market selection and asset pricing
  • 8. Rational diverse beliefs and market volatility
  • 9. Evolutionary finance