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Volumn 631, Issue , 2009, Pages 146-156

Explaining equity excess return by means of an Agent-Based Financial Market

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EID: 79960035657     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-642-02956-1_12     Document Type: Article
Times cited : (9)

References (10)
  • 2
    • 84906006114 scopus 로고
    • Myopic loss aversion and the equity premium puzzle
    • S. Benartzi and R. H. Thaler. Myopic loss aversion and the equity premium puzzle. The Quarterly Journal of Economics, 110(1):73-92, 1995.
    • (1995) The Quarterly Journal of Economics , vol.110 , Issue.1 , pp. 73-92
    • Benartzi, S.1    Thaler, R.H.2
  • 3
    • 0040154980 scopus 로고    scopus 로고
    • A theory of the consumption function, with and without liquidity constraints
    • C. D. Carroll. A theory of the consumption function, with and without liquidity constraints. Journal of Economic Perspectives, 15(3):23-45, 2001.
    • (2001) Journal of Economic Perspectives , vol.15 , Issue.3 , pp. 23-45
    • Carroll, C.D.1
  • 4
    • 79960036439 scopus 로고    scopus 로고
    • Towards an agent-based approach to financial economics: Integrating houseolds' consumption and investment decision making
    • S. Cincotti, M. Raberto, and A. Teglio. Towards an agent-based approach to financial economics: integrating houseolds' consumption and investment decision making. In Proceedings of 2007 European Conference on Complex System, 2007.
    • (2007) Proceedings of 2007 European Conference on Complex System
    • Cincotti, S.1    Raberto, M.2    Teglio, A.3
  • 5
    • 0001573677 scopus 로고
    • Household saving in ldcs: Credit markets, insurance and welfare
    • A. Deaton. Household saving in ldcs: credit markets, insurance and welfare. The Scandinavian Journal of Economics, 94(2):253-273, 1992.
    • (1992) The Scandinavian Journal of Economics , vol.94 , Issue.2 , pp. 253-273
    • Deaton, A.1
  • 6
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • March
    • D. Kahneman and A. Tversky. Prospect theory: an analysis of decision under risk. Econometrica, 47(2):263-292, March 1979.
    • (1979) Econometrica , vol.47 , Issue.2 , pp. 263-292
    • Kahneman, D.1    Tversky, A.2
  • 9
    • 79960052647 scopus 로고    scopus 로고
    • Agent-Based Computational Economics, volume 2 of Handbook of Computational Economics
    • L. Tesfatsion and K. Judd. Agent-Based Computational Economics, volume 2 of Handbook of Computational Economics. North Holland, 2006.
    • (2006) North Holland
    • Tesfatsion, L.1    Judd, K.2
  • 10
    • 31744450082 scopus 로고
    • Advances in prospect theory: Cumulative representation of uncertainty
    • October
    • A. Tversky and D. Kahneman. Advances in prospect theory: cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5(4):297-323, October 1992.
    • (1992) Journal of Risk and Uncertainty , vol.5 , Issue.4 , pp. 297-323
    • Tversky, A.1    Kahneman, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.