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Heterogeneous agent models in financial markets : a nonlinear dynamics approach

He, Xue-zhong; Li, Youwei; Zheng, Min - In: International review of financial analysis 62 (2019), pp. 135-149

Persistent link: https://www.econbiz.de/10012207285

Loss aversion in an agent-based asset pricing model

Pruna, Radu T.; Polukarov, Maria; Jennings, Nick - In: Quantitative finance 20 (2020) 2, pp. 275-290

Persistent link: https://www.econbiz.de/10012194866

Sull' analisi degli andamenti paralleli dell' economia, della politica e dell' etica nell' Italia contemporanea

Marzano, Ferruccio - In: Studi economici : rivista quadrimestrale 71 (2016) 118/120, pp. 167-182

Persistent link: https://www.econbiz.de/10012136101

Modeling stock market return volatility in the presence of structural breaks : evidence from Nairobi Securities Exchange, Kenya

Ndei, Caroline Michere; Muchina, Stephen; Waweru, Kennedy - 2019

Persistent link: https://www.econbiz.de/10012146102

Modelo autómatas celulares para la dinámica de un mercado financiero : estrategias, imitación y estados de ánimo

Martínez, Juan José María - In: Económica 64 (2018), pp. 46-94

Persistent link: https://www.econbiz.de/10012153813

Heterogeneous expectations and asset price dynamics

Schmitt, Noemi - 2018

Within the seminal asset-pricing model by Brock and Hommes (1998), heterogeneous boundedly rational agents choose between a fixed number of expectation rules to forecast asset prices. However, agents' heterogeneity is limited in the sense that they typically switch between a representative...