Asset flow and momentum: Deterministic and stochastic equations

Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 357, Issue 1758, 1999, Pages 2119-2133

  Caginalp, G ^a   Balenovich, D ^b  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b INDIANA UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Asset flow; Liquidity; Momentum; Price dynamics; Stochastic equations

Indexed keywords

EID: 0348229299     PISSN: 1364503X     EISSN: None     Source Type: Journal    
DOI: 10.1098/rsta.1999.0421     Document Type: Article

References (11)

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