A Companion to Marie de France, Edited by Logan E. Whalen
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چکیده
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This thesis proposes a mathematical framework for studying feedback effects and endogenous risk in financial markets. We propose a multi-period model of a financial market with multiple assets, which takes into account the price impact generated by large shifts in supply and demand from financial institutions. Chapter 1 reviews the existing empirical and theoretical literature on feedback effec...
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ژورنال
عنوان ژورنال: Studi Francesi
سال: 2015
ISSN: 0039-2944,2421-5856
DOI: 10.4000/studifrancesi.326