Mechanism by which active funds make market efficient investigated with agent-based model
Takanobu Mizuta, Sadayuki Horie
| 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 | Investmentfonds | Investment Fund | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40844-018-0102-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034578