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ArticleExplaining the facts with adaptive agents: The case of mutual fund flows

Martin Lettau A1997

Article1997

Explaining the facts with adaptive agents: The case of mutual fund flows

Martin Lettau A

166 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Financial Markets and Investment Strategies Economic theories and models Complex Systems and Time Series Analysis

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1959Portfolio Selection: Efficient Diversification of Investments 1952Portfolio Selection 1987The Relation Between Price Changes and Trading Volume: A Survey 1982Information, trade and common knowledge 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry 1993A Model of Intertemporal Asset Prices Under Asymmetric Information 1986Noise

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Year1997

Typearticle

Published1997-06-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations166

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0165-1889(97)00046-8

openalex_workW2161097656

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