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Sustainable Asset Accumulation and Dynamic Portfolio Decisions

Chiarella, Carl - 2016

can help to adequately buffer income risk and obtain sufficient risk-free income at a later stage of life, while also … rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and … Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset …

Persistent link: https://www.econbiz.de/10012398151

The financial instability hypothesis : a stochastic microfoundation framework

Chiarella, Carl; Di Guilmi, Corrado - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1151-1171

Persistent link: https://www.econbiz.de/10009241471

The dynamics of the leverage cycle

Aymanns, Christoph; Farmer, J. Doyne - In: Journal of economic dynamics & control 50 (2015), pp. 155-179

Persistent link: https://www.econbiz.de/10010486948

To bail-out or to bail-in? : answers from an agent-based model

Klimek, Peter; Poledna, Sebastian; Farmer, J. Doyne; … - In: Journal of economic dynamics & control 50 (2015), pp. 144-154

Persistent link: https://www.econbiz.de/10010486949

The reality game

Cherkashin, Dmitriy; Farmer, J. Doyne; Lloyd, Seth - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1091-1105

Persistent link: https://www.econbiz.de/10003844187

The impact of heterogeneous trading rules on the limit order book and order flows

Chiarella, Carl; Iori, Giulia; Perelló, Josep - In: Journal of economic dynamics & control 33 (2009) 3, pp. 525-537

Persistent link: https://www.econbiz.de/10003817925

Overlapping portfolios, contagion, and financial stability

Caccioli, Fabio; Farmer, J. Doyne; Foti, Nick; … - In: Journal of economic dynamics & control 51 (2015), pp. 50-63

Persistent link: https://www.econbiz.de/10011474265

Why is equity order flow so persistent?

Tóth, Bence; Palit, Imon; Lillo, Fabrizio; Farmer, J. Doyne - In: Journal of economic dynamics & control 51 (2015), pp. 218-239

Persistent link: https://www.econbiz.de/10011474393

Evaluation of American strangles

Chiarella, Carl; Ziogas, Andrew - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 31-62

Persistent link: https://www.econbiz.de/10002590105

A dynamic analysis of moving average rules

Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753

Persistent link: https://www.econbiz.de/10003370374