Mathematics and Financial Economics

, Volume 5, Issue 3, pp 159–160 | Cite as

Introduction to the special issue Stochastic Financial Economics, Volume 1

Article
  • 79 Downloads

Abstract

Outlined here are the research papers published in Volume 1 of the special issue Stochastic Financial Economics, each considering investor behavior in financial markets.

References

  1. 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. 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. 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
  4. 4.
    Radner R.: Existence of equilibrium of plans, prices, and price expectations in a sequence of markets. Econometrica 40, 289–303 (1972)MathSciNetMATHCrossRefGoogle Scholar

Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  • Sjur Didrik Flåm
    • 1
  • Klaus Reiner Schenk-Hoppé
    • 2
    • 3
  1. 1.Economics DepartmentUniversity of BergenBergenNorway
  2. 2.Leeds University Business School and School of MathematicsUniversity of LeedsLeedsUK
  3. 3.Department of Finance and Management ScienceNHH—Norwegian School of EconomicsBergenNorway

Personalised recommendations