Asset prices with investor protection and past information
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2022062
Abstract: In this paper, we consider a dynamic asset pricing model in an approximate fractional economy to address empirical regularities related to both investor protection and past information. Our newly developed model features not only a… read more here.
Keywords: bad memory; investor; investor protection; good bad ... See more keywords