Mechanism by which active funds make market efficient investigated with agent-based model
Year of publication: |
2019
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Authors: | Mizuta, Takanobu ; Horie, Sadayuki |
Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 16.2019, 1, p. 43-63
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Subject: | Active managed fund | Agent-based model | Artificial market simulation | Index fund | Market efficiency | Multi-agent simulation | Passive managed fund | Price discovery function | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Effizienzmarkthypothese | Efficient market hypothesis | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Theorie | Theory |
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