Blar i Department of Finance på forfatter "Potapova, Valeriya"
-
Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor; Hens, Thorsten; Potapova, Valeriya; Schenk-Hoppé, Klaus R. (Peer reviewed; Journal article, 2020)This paper analyzes a dynamic stochastic equilibrium model of an asset market based on behavioral and evolutionary principles. The core of the model is a non-traditional game-theoretic framework combining elements of ...