Zobrazeno 1 - 10
of 188
pro vyhledávání: '"Focardi, Sergio"'
Publikováno v:
In Structural Change and Economic Dynamics June 2022 61:242-254
Publikováno v:
In North American Journal of Economics and Finance July 2021 57
Publikováno v:
In International Review of Financial Analysis November 2019 66
Autor:
Focardi, Sergio sfocardi@fus.edu, Fabozzi, Frank J. frank.fabozzi@edhec.edu
Publikováno v:
Journal of Portfolio Management. 2022 Novel Risks, Vol. 48 Issue 10, p276-295. 20p.
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation. Agents are initially endowed with a finite amount of cash and a given fin
Externí odkaz:
http://arxiv.org/abs/cond-mat/0103600
Publikováno v:
In Journal of Banking and Finance April 2016 65:134-155