Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis

Author:

Brandouy Olivier,Mathieu Philippe,Veryzhenko Iryna

Publisher

Springer Berlin Heidelberg

Reference26 articles.

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3. Brianzoni, S., Mammana, C., E.Michetti: Updating wealth in an asset pricing model with heterogeneous agents. Discrete Dynamics in Nature and Society 2010, 27 (2010)

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5. Chen, S.H., Huang, Y.C.: Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market. Working Paper Series (2004)

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