Financial Market Equilibrium Under Financial Imbalance - A Case Study

Joanna Siwek

Abstract

The behavioural present value is usually modelled as fuzzy subset in the real line. In following paper the behavioural present value is applied to explain financial market paradox of simultaneous buying and selling a financial instrument by investors, which occurs despite following the same information. The main goal of this paper is to present an numerical example in form of a case study, which explains the mechanisms of this paradox. Also, an algorithm modelling the transaction under financial imbalance and behavioural premises is described.
Author Joanna Siwek (WIiGE / KBO)
Joanna Siwek,,
- Department of Operations Research
Journal seriesSSRN Electronic Journal, ISSN 1556-5068, (0 pkt)
Issue year2015
No2
Pages1-14
Publication size in sheets0.65
Keywords in Englishbehavioural finance, present value, fuzzy set
DOIDOI:10.2139/ssrn.2571681
URL http://ssrn.com/abstract=2571681
Languageen angielski
Score (nominal)5
ScoreMinisterial score = 0.0, ArticleFromJournal
Ministerial score (2013-2016) = 5.0, ArticleFromJournal - czasopismo zagraniczne spoza list
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