A prototype model of speculative dynamics with position-based trading

Journal of Economic Dynamics and Control

Volumn 33, Issue 5, 2009, Pages 1134-1158

  Franke, Reiner ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Asset pricing; Market maker risk aversion; Misalignment; Neutral delay differential equation

Indexed keywords

EID: 63749129826     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2009.01.006     Document Type: Article

References (22)

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