Wealth-driven selection in a financial market with heterogeneous agents

Journal of Economic Behavior and Organization

Volumn 73, Issue 3, 2010, Pages 327-358

  Anufriev, Mikhail ^a,b   Dindo, Pietro ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b SCUOLA SUPERIORE SANT ANNA   (Italy)

Author keywords

Asset pricing model; CRRA framework; Evolutionary finance; Heterogeneous agents; Levy Levy Solomon model

Indexed keywords

EID: 77249156743     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2009.11.006     Document Type: Article

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