Similar Search Results - EconBiz

Rational learning for risk-averse investors by conditioning on behavioral choices

Costola, Michele; Caporin, Massimiliano - 2015

Persistent link: https://www.econbiz.de/10011632577

Simulating fire sales in a system of banks and asset managers

Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - 2020

We develop an agent-based model of traditional banks and asset managers to investigate the contagion risk related to fire sales and balance sheet interactions. We take a structural approach to the price formation in fire sales as in Bluhm et al. (2014) and introduce a market clearing mechanism...

Persistent link: https://www.econbiz.de/10012163949

On the evolution of product portfolio of cooperatives versus IOFs : an agent-based analysis of the single origin constraint

Deng, Wendong; Hendrikse, George W. J. - 2022

Persistent link: https://www.econbiz.de/10013359132

Multi-agent modelling of electricity markets : transaction processes and generation capacity expansion under competition

Lahlou, Abdelaziz - 2007

Persistent link: https://www.econbiz.de/10003636513

Heterogeneity, market mechanism, and asset price dynamics

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Handbook of financial markets : dynamics and evolution, (pp. 277-344). 2009

Persistent link: https://www.econbiz.de/10003820633

Explaining equity excess return by means of an agent-based financial market

Teglio, Andrea; Raberto, Marco; Cincotti, Silvano - In: Artificial economics : the generative method in …, (pp. 145-156). 2009

Persistent link: https://www.econbiz.de/10003889448

Determining the optimal market structure using near-zero intelligence traders

Li, Xinyang; Krause, Andreas - In: Journal of economic interaction and coordination : JEIC 5 (2010) 2, pp. 155-167

Persistent link: https://www.econbiz.de/10008822693

Portfolio selection in an artificial stock market

Dermietzel, Jörn (contributor) - In: Information management and market engineering, (pp. 155-164). 2006

Persistent link: https://www.econbiz.de/10003391760

Heterogeneity, market mechanisms, and asset price dynamics

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2008

Persistent link: https://www.econbiz.de/10003857135

Asset return predictability in a heterogeneous agent equilibrium model

Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - In: The quarterly journal of finance 5 (2015) 2, pp. 1-45

Persistent link: https://www.econbiz.de/10011300998

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