Competitive Nash Equilibria and Two Period Fund Separation
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- Alos-Ferrer, Carlos & Ania, Ana B., 2005.
"The asset market game,"
Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
- Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers 0320, University of Vienna, Department of Economics.
- Adelina Gschwandtner, 2005.
"Profit persistence in the 'very' long run: evidence from survivors and exiters,"
Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 793-806.
- Adelina Gschwandtner, 2004. "Profit Persistence in the "Very" Long Run: Evidence from Survivors," Vienna Economics Papers 0401, University of Vienna, Department of Economics.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2007.
"Calculating Tragedy: Assessing The Costs Of Terrorism,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 1-24, February.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, "undated". "Calculating Tragedy: Assessing the Costs of Terrorism," IEW - Working Papers 205, Institute for Empirical Research in Economics - University of Zurich.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CESifo Working Paper Series 1341, CESifo.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CREMA Working Paper Series 2004-23, Center for Research in Economics, Management and the Arts (CREMA).
- Patrick Leoni, 2008.
"Market power, survival and accuracy of predictions in financial markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
- Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
- Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
- Bruno Frey, 2005.
"‘‘Just forget it.’’ Memory distortions as bounded rationality,"
Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 4(1), pages 13-25, June.
- Bruno S. Frey, 2004. "?Just Forget It?: Memory Distortion as Bounded Rationality," CREMA Working Paper Series 2005-01, Center for Research in Economics, Management and the Arts (CREMA).
- Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
- Manfred Nermuth, 2008. "The Structure of Equilibrium in an Asset Market with Variable Supply," Vienna Economics Papers 0804, University of Vienna, Department of Economics.
- Alos-Ferrer, Carlos & Ania, Ana B., 2005.
"The asset market game,"
Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
- Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers vie0320, University of Vienna, Department of Economics.
- Gerber, Anke & Hens, Thorsten & Woehrmann, Peter, 2005. "Dynamic General Equilibrium and T-Period Fund Separation," Discussion Papers 2005/16, Norwegian School of Economics, Department of Business and Management Science.
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More about this item
Keywords
strategic behavior; competitive behavior; two-fund-separation; CAPM.;All these keywords.
JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
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