Introduction to the special issue Stochastic Financial Economics, Volume 1
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Outlined here are the research papers published in Volume 1 of the special issue Stochastic Financial Economics, each considering investor behavior in financial markets.
KeywordsLoss Aversion Dynamic Game Stochastic Game Investment Horizon Price Expectation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
- 1.Amir, R., Evstigneev, I.V., Hens, T., L. Xu: Evolutionary finance and dynamic games. Math. Finan. Econ. 1 (2012) (special issue). doi: 10.1007/s11579-011-0053-2
- 2.De Giorgi, E.G.: Loss aversion with multiple investment goals. Math. Finan. Econ. 1 (2012) (special issue). doi: 10.1007/s11579-011-0057-y
- 3.Evstigneev, I.V., Hens, T., Schenk-Hoppé, K.R.: Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Math. Finan. Econ. 1 (2012) (special issue). doi: 10.1007/s11579-011-0056-z
© Springer-Verlag 2012