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Complex evolutionary systems in behavioral finance
Hommes, Cars H.; Wagener, Florian Oskar Ottokar - 2008
Traditional finance is built on the rationality paradigm. This chapter discusses simple models from an alternative approach in which financial markets are viewed as complex evolutionary systems. Agents are boundedly rational and base their investment decisions upon market forecasting heuristics....
Persistent link: https://www.econbiz.de/10011376458
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Experiments in evolutionary finance
LeBaron, Blake Dean - 1995
Persistent link: https://www.econbiz.de/10000933210
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The economic consequences of a Tobin tax : an experimental analysis
Hanke, Michael; Huber, Jürgen; Kirchler, Michael; … - In: Journal of economic behavior & organization : JEBO 74 (2010) 1/2, pp. 58-71
Persistent link: https://www.econbiz.de/10003977854
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The economic consequences of a Tobin tax : an experimental analysis
Hanke, Michael; Huber, Jürgen; Kirchler, Michael; … - 2007 - This version: August 14, 2007
exist. Concerning the controversial issues we find that (i) volatility effects depend on the existence of tax havens and on … ; trading volume ; volatility …
Persistent link: https://www.econbiz.de/10009731148
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Effective and simple VWAP options pricing model
Buryak, Alexander; Guo, Ivan - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
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The economic consequences of a Tobin tax : an experimental analysis
Hanke, Michael; Huber, Jürgen; Kirchler, Michael; … - 2007
Persistent link: https://www.econbiz.de/10003568124
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Learning to be overconfident and underconfident
Lu, Yuanzhu; Hu, Jinming; Gong, Yaxian - In: The Singapore economic review 68 (2023) 5, pp. 1815-1827
Persistent link: https://www.econbiz.de/10014436369
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Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
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Asset price volatility and investment horizons : an experimental investigation
Anufriev, Mikhail; Chernulich, Aleksei; Tuinstra, Jan - In: Journal of economic behavior & organization : JEBO 193 (2022), pp. 19-48
Persistent link: https://www.econbiz.de/10013189883
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Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin; Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying - In: Mathematics and financial economics 14 (2020) 4, pp. 699-724
Persistent link: https://www.econbiz.de/10012321867