Asset price and wealth dynamics in a financial market with heterogeneous agents
Online Access
http://hdl.handle.net/10453/5140Abstract
This paper considers a discrete-time model of a financial market with one risky asset and one risk-free asset, where the asset price and wealth dynamics are determined by the interaction of two groups of agents, fundamentalists and chartists. In each perDate
2006-01Type
Journal ArticleIdentifier
oai:opus.lib.uts.edu.au:10453/5140Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1755 - 1786
0165-1889
http://hdl.handle.net/10453/5140