Price and Wealth Dynamics in an Agent-Based Model with Heterogeneous Evolving Strategies
Year of publication: |
2004-08-11
|
---|---|
Authors: | Bottazzi, Giulio ; Anoufriev, Mikhail |
Institutions: | Society for Computational Economics - SCE |
Subject: | Asset pricing | Heterogenous beliefs | Wealth dynamics | Imitation and Exploration | Computational finance |
-
Diverse Beliefs and Time Variability of Risk Premia
Kurz, Mordecai, (2007)
-
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl, (2004)
-
Asset pricing model with heterogeneous investment horizons
Anufriev, Mikhail, (2004)
- More ...
-
Heterogeneous Investment Horizons in a Simple Asset Pricing Model
Bottazzi, Giulio, (2004)
-
Behavioral Consistent Market Equilibria under Procedural Rationality
Anufriev, Mikhail, (2006)
-
Bottazzi, Giulio, (2005)
- More ...