Wealth-driven competition in a speculative financial market: examples with maximizing agents-Reference-Cited by-同舟云学术

Wealth-driven competition in a speculative financial market: examples with maximizing agents

Published:2008-06 Issue:4 Volume:8 Page:363-380
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Anufriev Mikhail

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/14697680701494534

Reference20 articles.

1. Anufriev, M and Bottazzi, G. 2006. “Price and wealth dynamics in a speculative market with generic procedurally rational traders. CeNDEF Working Paper 06-02, University of Amsterdam”. Available online at:http://www1.fee.uva.nl/cendef/publications/papers/generic.pdf

2. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders

3. Heterogeneous beliefs and routes to chaos in a simple asset pricing model

4. Evolutionary dynamics in markets with many trader types

5. Strategic Asset Allocation

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