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Handbook of Financial Markets: Dynamics and Evolution Book

Handbook of Financial Markets: Dynamics and Evolution
Handbook of Financial Markets: Dynamics and Evolution, , Handbook of Financial Markets: Dynamics and Evolution has a rating of 4 stars
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  • Handbook of Financial Markets: Dynamics and Evolution
  • Written by author Thorsten Hens IV
  • Published by Elsevier Science, January 2009
  • 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 auth
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Authors

1 Thought and Behavior Contagion in Capital Markets David Hirshleifer Hirshleifer, David Siew Hong Teoli Teoli, Siew Hong 1

2 How Markets Slowly Digest Changes in Supply and Demand Jean-Philippe Bouchaud Bouchaud, Jean-Philippe J. Doyne Farmer Farmer, J. Doyne Fabrizio Lillo Lillo, Fabrizio 57

3 Stochastic Behavioral Asset-Pricing Models and the Stylized Facts Thomas Lux Lux, Thomas 161

4 Complex Evolutionary Systems in Behavioral Finance Cars Hommes Hommes, Cars Florian Wagener Wagener, Florian 217

5 Heterogeneity, Market Mechanisms, and Asset Price Dynamics Carl Chiarella Chiarella, Carl Roberto Died Died, Roberto Xue-Zhong He He, Xue-Zhong 277

6 Perfect Forecasting, Behavioral Heterogeneities, and Asset Prices Jan Wenzelburger Wenzelburger, Jan 345

7 Market Selection and Asset Pricing Lawrence Blume Blume, Lawrence David Easley Easley, David 403

8 Rational Diverse Beliefs and Market Volatility Mordecai Kurz Kurz, Mordecai 439

9 Evolutionary Finance Igor V. Evstigneev Evstigneev, Igor V. Thorsten Hens Hens, Thorsten Klaus Reiner Schenk-Hoppe Schenk-Hoppe, Klaus Reiner 507

Author Index 567

Subject Index 575


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