Wealth-driven Selection in a Financial Market with Heterogeneous Agents
Year of publication: |
2007-12-19
|
---|---|
Authors: | Anufriev, Mikhail ; Dindo, Pietro |
Institutions: | Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna |
Subject: | Heterogeneous agents | Asset pricing model | Bounded rationality | CRRA framework | Levy-Levy-Solomon model | Evolutionary Finance |
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