Rebels, Conformists, Contrarians and Momentum Traders
收藏NBER2000-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7835
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资源简介：
We develop a model of optimal investment with two types of agents with different beliefs about the market dynamics. Market conformists agree with the true log-normal price distribution and rebels believe in price predictability. Depending on their exact beliefs, the rebels may follow either a
提供机构：
美国国家经济研究局
创建时间：
2000-08-01
