Mathematics and Financial Economics

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

Introduction to the special issue Stochastic Financial Economics, Volume 1

Article
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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.

Keywords

Loss 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.

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

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