Wealth share analysis with ``fundamentalist/chartist heterogeneous agents

DOI10.1155/2014/328498zbMath1406.91427arXiv1405.5939OpenAlexW2099249732WikidataQ59036223 ScholiaQ59036223MaRDI QIDQ1723884

Xiong Xiong, Wei Zhang, Haichuan Xu, Wei-Xing Zhou

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5939

zbMATH Keywords

heterogeneous agentsinvestment decisionschartistsfundamentalistswealth shares

Mathematics Subject Classification ID

Portfolio theory (91G10) Heterogeneous agent models (91B69)

Cites Work

• Asset market games of survival: a synthesis of evolutionary and dynamic games
• Asset price and wealth dynamics in a financial market with heterogeneous agents
• If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
• Market Selection and Welfare in a Multi-asset Economy*
• Asset price and wealth dynamics under heterogeneous expectations

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