INTRODUCING FINANCIAL ASSETS INTO STRUCTURAL MODELS
نویسندگان
چکیده
منابع مشابه
Introducing Social Investors into Multi-Agent Models of Financial Markets
Existing models of financial market prices typically assume that investors are informed with economic data and that wealth maximization motivates them. This paper considers the social dimensions of investing and the effect that this additional motivation has on the evolution of prices in a multi-agent model of an equity market. Agents in this model represent both economically informed investors...
متن کاملIntroducing Structural Considerations into Complexity Metrics
Field observations and focused interviews of Air Traffic Controllers have been used to generate a list of key complexity factors in Air Traffic Control. The underlying structure of the airspace was identified as relevant in many of the factors. A preliminary investigation has revealed that the structure appears to form the basis for abstractions that reduce the difficulty of maintaining Situati...
متن کاملIntroducing HEAL: the Health Education Assets Library.
Digital multimedia, such as images and videos, are playing an increasingly important role in health sciences education. Educators, however, often do not have the time or resources to create high-quality materials. The authors describe the development of a new Health Education Assets Library (HEAL), a freely accessible, national library of high-quality digital multimedia to support all levels of...
متن کاملComparative Study of Capital Assets Pricing Models (CAPM) with Extrapolating Capital Assets Pricing Models (X-CAPM) in Tehran Exchange Market
The main objective of this article is to present a comparative study of capital assets pricing models (CAPM) with extrapolating capital assets pricing models (X-CAPM) of companies admitted in Tehran Exchange Market which is accomplished for the first time by investigators of this research in Iran. Accordingly, the statistical population under study of this research includes all companies admitt...
متن کاملAre financial assets priced locally or globally?
We review the international finance literature to assess the extent to which international factors affect financial asset demands and prices. International asset pricing models with mean-variance investors predict that an asset’s risk premium depends on its covariance with the world market portfolio and, possibly, with exchange rate changes. The existing empirical evidence shows that a country’...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Revista de análisis económico
سال: 2012
ISSN: 0718-8870
DOI: 10.4067/s0718-88702012000200001