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Wealth selection in a financial market with heterogeneous agents
Anufriev, Mikhail; Dindo, Pietro - 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/10010328568
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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
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Wealth-driven selection in a financial market with heterogeneous agents
Anufriev, Mikhail; Dindo, Pietro - In: Journal of economic behavior & organization : JEBO 73 (2010) 3, pp. 327-358
Persistent link: https://www.econbiz.de/10003974029
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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
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Wealth-driven selection in a financial market with heterogeneous agents
Anufriev, Mikhail; Dindo, Pietro - In: Journal of economic behavior & organization : JEBO 73 (2010) 3, pp. 327-359
Persistent link: https://www.econbiz.de/10008387224
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Wealth-driven Selection in a Financial Market with Heterogeneous Agents
Anufriev, Mikhail; Dindo, Pietro - Laboratory of Economics and Management (LEM), Scuola … - 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 investors. Using wealth dynamics as a selection device we are able to characterize the long run market outcomes, i.e. asset returns and...
Persistent link: https://www.econbiz.de/10005481629
Cover Image
Wealth-driven selection in a financial market with heterogeneous agents
Anufriev, Mikhail; Dindo, Pietro - In: Journal of Economic Behavior & Organization 73 (2010) 3, pp. 327-358
We study the co-evolution of asset prices and individual wealth in a financial market with an arbitrary number of heterogeneous boundedly rational investors. 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/10008507068
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Informational differences and learning in an asset market with boundedly rational agents
Dindo, Pietro; Diks, Cees - Financial Econometrics Research Centre, Warwick … - 2007
Persistent link: https://www.econbiz.de/10004981119
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A Behavioral Model for Participation Games with Negative Feedback
Tuinstra, Jan; Dindo, Pietro - Financial Econometrics Research Centre, Warwick … - 2006
Persistent link: https://www.econbiz.de/10004981126
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Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders
Bottazzi, Gulio; Anufriev, Mikhail - Financial Econometrics Research Centre, Warwick … - 2006
Persistent link: https://www.econbiz.de/10004981085