Convex incentives in financial markets: an agent-based analysis

DOI10.1007/S10203-017-0200-1zbMath1398.91294OpenAlexW3122658305MaRDI QIDQ1693864

Stefano Herzel, Tommy Gärling, Annalisa Fabretti, Martin Holmén

Publication date: 31 January 2018

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-017-0200-1

zbMATH Keywords

incentivesmarket instabilityagent-based simulations

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)

Cites Work

• PQ strategies in monopolistic competition: some insights from the lab
• Zero-Intelligence Trading Without Resampling
• Churning Bubbles

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