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Wealth-driven competition in a speculative financial market: examples with maximizing agents. (2008). Anufriev, Mikhail.
In: Quantitative Finance.
RePEc:taf:quantf:v:8:y:2008:i:4:p:363-380.

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Cited: 21

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Cites: 17

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  1. Who gains and who loses on stock markets? Risk preferences and timing matter. (2021). Veryzhenko, Iryna.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:28:y:2021:i:2:p:143-155.

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  2. The Long-Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors. (2014). Dai, Darong.
    In: Journal of Applied Mathematics.
    RePEc:hin:jnljam:482314.

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  3. Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors. (2013). .
    In: Economic Research Guardian.
    RePEc:wei:journl:v:3:y:2013:i:2:p:86-110.

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  4. Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders. (2013). SUBBOTIN, A. ; Chauveau, Th., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:5:p:1040-1065.

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  5. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis. (2012). Veryzhenko, Iryna ; Mathieu, Philippe ; Brandouy, Olivier.
    In: Lecture Notes in Economics and Mathematical Systems.
    RePEc:spr:lnechp:978-3-642-31301-1_8.

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  6. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis. (2012). Veryzhenko, Iryna ; Mathieu, Philippe ; Brandouy, Olivier.
    In: Post-Print.
    RePEc:hal:journl:halshs-02048765.

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  7. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis. (2012). Brandouy, Olivier ; Mathieu, Philippe ; Veryzhenko, Iryna.
    In: Post-Print.
    RePEc:hal:journl:hal-00826144.

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  8. IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?. (2012). Verbič, Miroslav ; Kiseleva, Tatiana ; Hommes, Cars ; Kuznetsov, Yuri ; Verbic, Miroslav .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:16:y:2012:i:03:p:335-357_00.

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  9. Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors. (2011). .
    In: MPRA Paper.
    RePEc:pra:mprapa:46416.

    Full description at Econpapers || Download paper

  10. Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders. (2010). Subbotin, Alexander ; Chauveau, Thierry .
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:10048.

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  11. Updating Wealth in an Asset Pricing Model with Heterogeneous Agents. (2010). Michetti, Elisabetta ; Mammana, Cristiana ; Brianzoni, Serena.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:676317.

    Full description at Econpapers || Download paper

  12. Price Dynamics in Market with Heterogeneous Investment Horizons and Boundedly Rational Traders. (2010). Chauveau, Thierry ; SUBBOTIN, ALEXANDER .
    In: Post-Print.
    RePEc:hal:journl:halshs-00497427.

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  13. Price Dynamics in Market with Heterogeneous Investment Horizons and Boundedly Rational Traders. (2010). Subbotin, Alexander ; Chauveau, Thierry .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00497427.

    Full description at Econpapers || Download paper

  14. Market equilibria under procedural rationality. (2010). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:46:y:2010:i:6:p:1140-1172.

    Full description at Econpapers || Download paper

  15. Wealth-driven selection in a financial market with heterogeneous agents. (2010). Dindo, Pietro ; Anufriev, Mikhail.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:73:y:2010:i:3:p:327-358.

    Full description at Econpapers || Download paper

  16. Wealth-driven Selection in a Financial Market with Heterogeneous Agents. (2009). Dindo, Pietro ; Anufriev, Mikhail.
    In: Post-Print.
    RePEc:hal:journl:hal-00763494.

    Full description at Econpapers || Download paper

  17. Market Equilibria under Procedural Rationality. (2009). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:09-11.

    Full description at Econpapers || Download paper

  18. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080054.

    Full description at Econpapers || Download paper

  19. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-05.

    Full description at Econpapers || Download paper

  20. Wealth Selection in a Financial Market with Heterogeneous Agents. (2007). Dindo, Pietro ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-10.

    Full description at Econpapers || Download paper

  21. Equilibrium Return and Agents Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model. (2006). Dindo, Pietro ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-03.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pfo235-1362

  1. Anufriev, M. and Bottazzi, G., Price and wealth dynamics in a speculative market with generic procedurally rational traders. CeNDEF Working Paper 06-02, University of Amsterdam, 2006. Available online at: http://www1.fee.uva.nl/cendef/publications/papers/generic.pdf Anufriev, M., Bottazzi, G. and Pancotto, F., Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders. J. Econ. Dynam. Control, 2006, 30, 1787–1835.

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  2. Procedural rationality, asset heterogeneity and market selection. (2019). Tavin, Bertrand ; Coqueret, Guillaume.
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  3. Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Dindo, Pietro ; Staccioli, Jacopo.
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  4. Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro.
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  5. Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro.
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  6. Evolution and market behavior with endogenous investment rules. (2014). Dindo, Pietro ; Bottazzi, Giulio.
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  7. Selection in asset markets: the good, the bad, and the unknown. (2013). Dindo, Pietro ; Bottazzi, Giulio.
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  8. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Chiarella, Carl ; Dieci, Roberto.
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  10. Excess covariance and dynamic instability in a multi-asset model. (2012). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, Matteo.
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  11. Asset Pricing with Heterogeneous Investment Horizons. (2012). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  13. Excess Covariance and Dynamic Instability in a Multi-Asset Model. (2011). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, M..
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  14. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
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    In: Quantitative Finance.
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    Full description at Econpapers || Download paper

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  40. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents. (2005). Anufriev, Mikhail.
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