-
1
-
-
13844264359
-
Market selection and survival of investment strategies
-
Amir R., Evstigneev I., Hens T., Schenk-Hoppé K. Market selection and survival of investment strategies. Journal of Mathematical Economics 2005, 41:105-122.
-
(2005)
Journal of Mathematical Economics
, vol.41
, pp. 105-122
-
-
Amir, R.1
Evstigneev, I.2
Hens, T.3
Schenk-Hoppé, K.4
-
2
-
-
78649785321
-
-
Strategies of Survival in Dynamic Asset Market Games. Research Paper Series 41. Swiss Finance Institute.
-
Amir, R., Evstigneev, I., Xu, L., 2008. Strategies of Survival in Dynamic Asset Market Games. Research Paper Series 41. Swiss Finance Institute.
-
(2008)
-
-
Amir, R.1
Evstigneev, I.2
Xu, L.3
-
3
-
-
45849120647
-
Wealth-driven competition in a speculative financial market: examples with maximizing agents
-
Anufriev M. Wealth-driven competition in a speculative financial market: examples with maximizing agents. Quantitative Finance 2008, 8:363-380.
-
(2008)
Quantitative Finance
, vol.8
, pp. 363-380
-
-
Anufriev, M.1
-
4
-
-
33745875961
-
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous agents
-
Anufriev M., Bottazzi G., Pancotto F. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous agents. Journal of Economic Dynamics and Control 2006, 30:1787-1835.
-
(2006)
Journal of Economic Dynamics and Control
, vol.30
, pp. 1787-1835
-
-
Anufriev, M.1
Bottazzi, G.2
Pancotto, F.3
-
5
-
-
77249156743
-
Wealth-driven selection in a financial market with heterogeneous agents
-
Anufriev M., Dindo P. Wealth-driven selection in a financial market with heterogeneous agents. Journal of Economic Behavior and Organization 2010, 7:327-358.
-
(2010)
Journal of Economic Behavior and Organization
, vol.7
, pp. 327-358
-
-
Anufriev, M.1
Dindo, P.2
-
7
-
-
0006083919
-
Asset price behavior in complex environment
-
Addison-Wesley, W. Arthur, S. Durlauf, D. Lane (Eds.)
-
Brock W. Asset price behavior in complex environment. The Economy as an Evolving Complex System II 1997, 385-423. Addison-Wesley. W. Arthur, S. Durlauf, D. Lane (Eds.).
-
(1997)
The Economy as an Evolving Complex System II
, pp. 385-423
-
-
Brock, W.1
-
8
-
-
0000921080
-
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
-
Brock W., Hommes C. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control 1998, 22:1235-1274.
-
(1998)
Journal of Economic Dynamics and Control
, vol.22
, pp. 1235-1274
-
-
Brock, W.1
Hommes, C.2
-
10
-
-
78649795044
-
-
Competitive lending with partial knowledge of loan repayment. NBER Working Paper 14378. NBER.
-
Brock, W., Manski, C., 2008. Competitive lending with partial knowledge of loan repayment. NBER Working Paper 14378. NBER.
-
(2008)
-
-
Brock, W.1
Manski, C.2
-
11
-
-
0001380566
-
The dynamics of speculative behaviour
-
Chiarella C. The dynamics of speculative behaviour. Annals of Operational Research 1992, 37:101-123.
-
(1992)
Annals of Operational Research
, vol.37
, pp. 101-123
-
-
Chiarella, C.1
-
12
-
-
33745916462
-
Asset price and wealth dynamics in a financial market with heterogeneous agents
-
Chiarella C., Dieci R., Gardini L. Asset price and wealth dynamics in a financial market with heterogeneous agents. Journal of Economic Dynamics and Control 2006, 30:1755-1786.
-
(2006)
Journal of Economic Dynamics and Control
, vol.30
, pp. 1755-1786
-
-
Chiarella, C.1
Dieci, R.2
Gardini, L.3
-
13
-
-
85008776505
-
Asset price andwealth dynamics under heterogeneous expectations
-
Chiarella C., He X. Asset price andwealth dynamics under heterogeneous expectations. Quantitative Finance 2001, 1:509-526.
-
(2001)
Quantitative Finance
, vol.1
, pp. 509-526
-
-
Chiarella, C.1
He, X.2
-
15
-
-
33644920430
-
Ways of learning in a simple economic setting: a comparison, Chaos
-
Colucci D., Valori V. Ways of learning in a simple economic setting: a comparison, Chaos. Solitons and Fractals 2006, 29(3):653-670.
-
(2006)
Solitons and Fractals
, vol.29
, Issue.3
, pp. 653-670
-
-
Colucci, D.1
Valori, V.2
-
18
-
-
84936526743
-
Noise trader risk in financial markets
-
DeLong J., Shleifer A., Summers L., Waldmann R. Noise trader risk in financial markets. Journal of Political Economy 1990, 98(4):703-738.
-
(1990)
Journal of Political Economy
, vol.98
, Issue.4
, pp. 703-738
-
-
DeLong, J.1
Shleifer, A.2
Summers, L.3
Waldmann, R.4
-
19
-
-
0002678030
-
The survival of noise traders in financial markets
-
DeLong J., Shleifer A., Summers L., Waldmann R. The survival of noise traders in financial markets. Journal of Business 1991, 64(1):1-19.
-
(1991)
Journal of Business
, vol.64
, Issue.1
, pp. 1-19
-
-
DeLong, J.1
Shleifer, A.2
Summers, L.3
Waldmann, R.4
-
20
-
-
0000842941
-
Substitution, risk aversion, and the temporal behaviour of consumption and asset returns: a theoretical framework
-
Epstein L., Zin S. Substitution, risk aversion, and the temporal behaviour of consumption and asset returns: a theoretical framework. Econometrica 1989, 57:937-969.
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.1
Zin, S.2
-
23
-
-
84882460909
-
Evolutionary finance
-
North-Holland (Handbooks in Finance Series), Amsterdam, T. Hens, K. Schenk-Hoppé (Eds.)
-
Evstigneev I., Hens T., Schenk-Hoppé K. Evolutionary finance. Handbook of Financial Markets: Dynamics and Evolution 2009, 507-566. North-Holland (Handbooks in Finance Series), Amsterdam. T. Hens, K. Schenk-Hoppé (Eds.).
-
(2009)
Handbook of Financial Markets: Dynamics and Evolution
, pp. 507-566
-
-
Evstigneev, I.1
Hens, T.2
Schenk-Hoppé, K.3
-
25
-
-
0000589196
-
Expectations formation and stability of large socioeconomic systems
-
Grandmont J.-M. Expectations formation and stability of large socioeconomic systems. Econometrica 1998, 66(4):741-781.
-
(1998)
Econometrica
, vol.66
, Issue.4
, pp. 741-781
-
-
Grandmont, J.-M.1
-
26
-
-
0003478288
-
-
Springer, New York
-
Guckenheimer J., Holmes P. Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields 1983, Springer, New York.
-
(1983)
Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields
-
-
Guckenheimer, J.1
Holmes, P.2
-
27
-
-
13844252018
-
Evolutionary stability of portfolio rules in incomplete markets
-
Hens T., Schenk-Hoppé K. Evolutionary stability of portfolio rules in incomplete markets. Journal of Mathematical Economics 2005, 41:43-66.
-
(2005)
Journal of Mathematical Economics
, vol.41
, pp. 43-66
-
-
Hens, T.1
Schenk-Hoppé, K.2
-
28
-
-
66049139912
-
Heterogeneous agent models in economics and finance
-
North-Holland (Handbooks in Economics Series), Amsterdam, K. Judd, L. Tesfatsion (Eds.), Agent-based Computational Economics
-
Hommes C. Heterogeneous agent models in economics and finance. Handbook of Computational Economics 2006, vol. 2: Agent-based Computational Economics. North-Holland (Handbooks in Economics Series), Amsterdam. K. Judd, L. Tesfatsion (Eds.).
-
(2006)
Handbook of Computational Economics
, vol.2
-
-
Hommes, C.1
-
30
-
-
2942700268
-
Maps of bounded rationality: psychology for behavioral economics
-
Kahneman D. Maps of bounded rationality: psychology for behavioral economics. American Economic Review 2003, 93:1449-1475.
-
(2003)
American Economic Review
, vol.93
, pp. 1449-1475
-
-
Kahneman, D.1
-
35
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas R. Asset prices in an exchange economy. Econometrica 1978, 46(6):1429-1445.
-
(1978)
Econometrica
, vol.46
, Issue.6
, pp. 1429-1445
-
-
Lucas, R.1
-
38
-
-
0001281286
-
Rational expectations and the theory of price movements
-
Muth J. Rational expectations and the theory of price movements. Econometrica 1961, 29(3):315-335.
-
(1961)
Econometrica
, vol.29
, Issue.3
, pp. 315-335
-
-
Muth, J.1
-
39
-
-
0004179594
-
-
Princeton University Press, Princeton, NJ
-
Schiller R. Irrational Exuberance 2000, Princeton University Press, Princeton, NJ.
-
(2000)
Irrational Exuberance
-
-
Schiller, R.1
-
40
-
-
84959810873
-
A behavioral model of rational choice
-
Simon H. A behavioral model of rational choice. The Quarterly Journal of Economics 1955, 69(1):99-118.
-
(1955)
The Quarterly Journal of Economics
, vol.69
, Issue.1
, pp. 99-118
-
-
Simon, H.1
-
41
-
-
0002298346
-
From substantive to procedural rationality
-
Cambridge University Press, Cambridge, S. Latsis (Ed.)
-
Simon H. From substantive to procedural rationality. Method and Appraisal in Economics 1976, Cambridge University Press, Cambridge. S. Latsis (Ed.).
-
(1976)
Method and Appraisal in Economics
-
-
Simon, H.1
|