System dynamics, market microstructure and asset pricing
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2013. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 57-59). === Traditional asset pricing approaches are not able to explain extreme volatility and tail events that characteriz...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2013
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| Online Access: | http://hdl.handle.net/1721.1/81065 |