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Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Quantitative Finance ( IF 1.3 ) Pub Date : 2021-06-25 , DOI: 10.1080/14697688.2021.1909744 Thomas Lux 1
中文翻译：
异质代理模型能否解释标准普尔 500 指数所谓的错误定价？
更新日期：2021-06-25
Quantitative Finance ( IF 1.3 ) Pub Date : 2021-06-25 , DOI: 10.1080/14697688.2021.1909744 Thomas Lux 1
Affiliation
Models with heterogeneous agents go some way in explaining the bi-modality of the distortion between the S&P 500 and its ex-post rational fundamental value
中文翻译：
异质代理模型能否解释标准普尔 500 指数所谓的错误定价？
具有异构代理的模型在一定程度上解释了标准普尔 500 指数与其事后理性基本价值之间扭曲的双模态
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