Investigation of the rule for investment diversification at the time of a market crash using an artificial market simulation
Isao Yagi, Atsushi Nozaki, Takanobu Mizuta
| Year of publication: |
December 2017
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|---|---|
| Authors: | Yagi, Isao ; Nozaki, Atsushi ; Mizuta, Takanobu |
| Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 14.2017, 2, p. 451-465
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| Subject: | Artificial market | Multi-agent based simulation | The rule for investment diversification | Leverage | Financial market | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Finanzmarkt | Portfolio-Management | Portfolio selection | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40844-017-0070-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011770388