ML-QuantSubscribe

SSRNDerivatives & Volatility

Rationally Turbulent Expectations Chapter 6: Heterogeneity

The book introduces a new paradigm that views the capital market as a rational learning machine, with expectations being more volatile due to risk instability.

Featured in No. 93 on 16 Apr 2025 · 14 days after release · 0 citations today

Released
2 Apr 2025
First featured
No. 93 · 16 Apr 2025
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 5202482

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page