Risk aversion impact on investment strategy performance : a multi agent-based analysis
Year of publication: |
2012
|
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Authors: | Brandouy, Olivier ; Mathieu, Philippe ; Veryzhenko, Iryna |
Published in: |
Managing market complexity : the approach of artificial economics. - Berlin : Springer, ISBN 3-642-31300-0. - 2012, p. 91-102
|
Subject: | Wertpapierhandel | Securities trading | Strategie | Strategy | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory |
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