Wealth-driven competition in a speculative financial market: examples with maximizing agents
Year of publication: |
2008
|
---|---|
Authors: | Anufriev, Mikhail |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 4, p. 363-380
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Publisher: |
Taylor & Francis Journals |
Subject: | Asset pricing model | CRRA framework | Equilibrium market curve | Expected utility maximization | Mean-variance optimization | Linear investment functions |
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