Risk preference, forecasting accuracy and survival dynamics : simulations based on a multi-asset agent-based artificial stock market
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Shu-Heng ; Huang, Ya-chi |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 67.2008, 3/4, p. 702-717
|
| Subject: | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Risikopräferenz | Risk attitude | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Experiment | Theorie | Theory | Portfolio-Management | Portfolio selection |
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