Can trend followers survive in the long-run? : insights from agent-based modeling
Xue-Zhong He; Philip Hamill; Youwei Li
| Year of publication: |
2008
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| Authors: | He, Xue-zhong ; Hamill, Philip A. ; Li, Youwei |
| Published in: |
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]. - Berlin [u.a.] : Springer, ISBN 978-3-540-77476-1. - 2008, p. 253-269
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| Subject: | stochastic market fraction | Wertpapierhandel | Securities trading | Agentenbasierte Modellierung | Agent-based modeling | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009515165