Similar Search Results

Learning about risk and return : a simple model of bubbles and crashes

Branch, William A. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003728483

Learning about risk and return : a simple model of bubbles and crashes

Branch, William A.; Evans, George W. - 2010

Persistent link: https://www.econbiz.de/10003972403

Learning about risk and return : a simple model of bubbles and crashes

Branch, William A.; Evans, George W. - In: American economic journal : a journal of the American … 3 (2011) 3, pp. 159-191

Persistent link: https://www.econbiz.de/10009247250

Equilibrium return and agents' survival in a multiperiod asset market : analytic support of a simulation model

Anufriev, Mikhail; Dindo, Pietro - In: Advances in artificial economics : the economy as a …, (pp. 269-282). 2006

Persistent link: https://www.econbiz.de/10003481678

Wealth selection in a financial market with heterogeneous agents

Anufriev, Mikhail (contributor); Dindo, Pietro (contributor) - 2007

We study the co-evolution of asset prices and individual wealth in a financial market populated by an arbitrary number of heterogeneous, boundedly rational agents. Using wealth dynamics as a selection device we are able to characterize the long run market outcomes, i.e. asset returns and wealth...

Persistent link: https://www.econbiz.de/10003746066

Excess covariance and dynamic instability in a multi-asset model

Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; … - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1142-1161

Persistent link: https://www.econbiz.de/10009634273

Connecting the dots : econometric methods for uncovering networks with an application to the Australian financial institutions

Anufriev, Mikhail; Panchenko, Valentyn - In: Journal of banking & finance 61 (2015) 2, pp. 241-255

Persistent link: https://www.econbiz.de/10011586916