Thomas Fischer

Lund University - School of Economics and Management

Tycho Brahes väg 1,

S-220 07 Lund, 223 63

Sweden

Darmstadt University of Technology

Darmstadt, Hesse D-64289

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

386

CITATIONS

0

Scholarly Papers (5)

1.

News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents

Algorithmic Finance (2012), 1:2, 123-139
Number of pages: 18 Posted: 05 Oct 2012 Last Revised: 22 Oct 2012
Thomas Fischer
Lund University - School of Economics and Management
Downloads 229 (128,604)

Abstract:

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2.

Unequal Returns: Using the Atkinson Index to Measure Financial Risk

Number of pages: 61 Posted: 01 Dec 2017 Last Revised: 30 Jan 2019
Thomas Fischer and Frederik Lundtofte
Lund University - School of Economics and Management and Lund University - Department of Economics
Downloads 71 (315,450)

Abstract:

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risk, performance, non-Gaussian distributions, cumulants, hedge funds

3.

Modeling Inequality and Mobility with Stochastic Processes

Number of pages: 55 Posted: 26 Dec 2017 Last Revised: 24 Sep 2018
Thomas Fischer
Lund University - School of Economics and Management
Downloads 44 (395,107)

Abstract:

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income and wealth inequality, mobility, drift-diffusion process, stationary distribution, fat tails

4.

Spatial Inequality and Housing in China

Number of pages: 54 Posted: 25 May 2018 Last Revised: 24 Sep 2018
Thomas Fischer
Lund University - School of Economics and Management
Downloads 38 (417,486)

Abstract:

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China, structural transformation, urban-rural divide, regional migration, housing, inequality

5.

Determinants of Wealth Inequality and Mobility in General Equilibrium

Number of pages: 56 Posted: 04 Mar 2019
Thomas Fischer
Lund University - School of Economics and Management
Downloads 4 (595,391)

Abstract:

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wealth inequality, mobility of wealth, portfolio selection, fat tails, bequest tax