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Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision

Goldbaum, David; Mizrach, Bruce - Society for Computational Economics - SCE - 2005

We estimate the intensity of choice parameter in heterogenous agent models in both a static and dynamic setting. Mean-variance optimizing agents choose among mutual funds of similar styles but varying performance. Actively managed funds have a lower Sharpe ratio than passive index funds, yet...

Persistent link: https://www.econbiz.de/10005706318

Life cycle consumption of a harmful and addictive good

Goldbaum, David - In: Economic inquiry : journal of the Western Economic … 38 (2000) 3, pp. 458-469

Persistent link: https://www.econbiz.de/10001500583

A nonparametric examination of market information : application to technical trading rules

Goldbaum, David - In: Journal of empirical finance 6 (1999) 1, pp. 59-85

Persistent link: https://www.econbiz.de/10001426353

Price bubbles and the long run profitability of a trend following technical trading rule

Goldbaum, David - In: Economics with heterogeneous interacting agents, (pp. 183-194). 2001

Persistent link: https://www.econbiz.de/10001607009

Market efficiency and learning in an endogenously unstable environment

Goldbaum, David - In: Journal of economic dynamics & control 29 (2005) 5, pp. 953-978

Persistent link: https://www.econbiz.de/10002818165

Self-organization and the persistence of noise in financial markets

Goldbaum, David - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1837-1855

Persistent link: https://www.econbiz.de/10003370387

Follow the leader : steady state analysis of a dynamic social network

Goldbaum, David - 2009

Persistent link: https://www.econbiz.de/10003799681

Follow the leader : simulations on a dynamic social network

Goldbaum, David - 2008

Persistent link: https://www.econbiz.de/10003796192

Coordinated investing with feedback and learning

Goldbaum, David - In: Journal of economic behavior & organization : JEBO 65 (2008) 2, pp. 202-223

Persistent link: https://www.econbiz.de/10003628307

Conformity and influence

Goldbaum, David - In: The B.E. journal of theoretical economics 19 (2019) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011975038

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