Economics and Finance

   

[Emerging] Asset Networks: A Microfoundations Model of Comovement

Authors: Arthur Shevenyonov

The present theoretical framework capture comovement beyond Shleifer & Barberis (2003) while bridging in an early effort areas as diverse as, Strategic Rationality, Ordinalcy, and Residuality.

Comments: 13 Pages. new microfoundations

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Submission history

[v1] 2016-11-15 14:21:08

Unique-IP document downloads: 8 times

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