Sergiy Gerasymchuk

ING Group

Amsterdam

Netherlands

SCHOLARLY PAPERS

3

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217

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1

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1

Scholarly Papers (3)

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1.

Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions

Journal of Economic Dynamics and Control, Forthcoming, doi:10.1016/j.jedc.2013.06.015, UNSW Australian School of Business Research Paper No. 2013-18
Number of pages: 46 Posted: 26 Jun 2013 Last Revised: 30 Sep 2013
Valentyn Panchenko, Sergiy Gerasymchuk and Oleg V. Pavlov
UNSW Business School, Economics, University of New South Wales, ING Group and Worcester Polytechnic Institute (WPI) - Department of Social Science & Policy Studies
Downloads 89 (317,955)
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asset pricing, local interactions, networks, random graph, small world, heterogeneous beliefs, price dynamics

2.

Mean-Variance Portfolio Selection with Reference Dependent Preferences

University of Venice, Department of Applied Mathematics Working Paper No. 150/2007
Number of pages: 19 Posted: 04 Nov 2008
Sergiy Gerasymchuk
ING Group
Downloads 86 (324,829)
Citation 1

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portfolio selection, S-shaped utility, prospect theory, reference point, mean-variance analysis, demand for the risky asset, target-based decisions

3.

Asset Return and Wealth Dynamics with Reference Dependent Preferences and Heterogeneous Beliefs

University of Venice, Department of Applied Mathematics Working Paper No. 160/2008
Number of pages: 18 Posted: 04 Nov 2008
Sergiy Gerasymchuk
ING Group
Downloads 42 (462,623)

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demand for the risky asset, S-shaped utility, reference point, heterogeneous beliefs, asset return and wealth dynamics