A robust rational route to randomness in a simple asset pricing model

Journal of Economic Dynamics and Control

Volumn 29, Issue 6, 2005, Pages 1043-1072

  Hommes, Cars ^a   Huang, Hai ^b   Wang, Duo ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b PEKING UNIVERSITY   (China)

Author keywords

Bifurcations; Bounded rationality; Chaos; Heterogeneous beliefs; Market maker scenario

Indexed keywords

EID: 18644381191     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.08.003     Document Type: Article

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