Asset pricing with social interactions, adaptive learning, and differences in opinion
Asset pricing with social interactions, adaptive learning, and differences in opinion
具有社交互动、适应性学习和意见差异的资产定价
批准号：
DP130103210
负责人：
Prof Xuezhong (Tony) He
金额：
$14.98万
依托单位国家：
澳大利亚
项目类别：
Discovery Projects
财政年份：
2013
资助国家：
澳大利亚
项目状态：
已结题
起止时间：
2013-01-01 至 2016-09-30
中文摘要
翻译
该项目旨在了解在高度竞争和适应性的金融市场中，投资者的社会互动和适应性学习如何影响资产价格。它将发展一种渐进的资产定价理论、新的金融市场特征的经验假设和检验，并为政策和市场监管提供启示。
英文摘要
This project seeks to understand how social interactions and adaptive learning of investors affect asset prices in highly competitive and adaptive financial markets. It will develop an evolutionary asset pricing theory, novel empirical hypotheses and tests of financial market characteristics and provide implications for policy and market regulation.
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Dynamic Asset Pricing and Portfolio Decision Rules under Heterogeneous Expectations and Adaptive Learning
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批准号：DP0773776
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项目类别：Discovery Projects
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资助金额：$27.83万
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财政年份：2007
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负责人：Prof Xuezhong (Tony) He
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依托单位：
海外基金
