Funder
National Natural Science Foundation of China
National Key Research and Development Program of China
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. Estimation of an adaptive stock market model with heterogeneous agents;Amilon;Journal of Empirical Finance,2008
2. Belief dispersion in the stock market;Atmaz;The Journal of Finance,2018
3. On the dynamic behavior of prices in disequilibrium;Beja;The Journal of Finance,1980
4. Asset allocation: Combining investor views with market equilibrium;Black;Goldman Sachs Fixed Income Research,1990
5. Global portfolio optimization;Black;Financial Analysts Journal,1992