Quantifying the concerns of Dimon and Buffett with data and computation

DOI10.1016/j.jedc.2020.103864OpenAlexW3007974617MaRDI QIDQ2181537

Matthew Oldham

Publication date: 19 May 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103864

zbMATH Keywords

efficient marketsagent-based modelingagency theorycomplex adaptive systemsartificial stock markets

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Governance structure, technical change, and industry competition

Uses Software

• NetLogo

Cites Work

• Unnamed Item
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• Stabilizing an unstable complex economy on the limitations of simple rules
• A model for scaling in firms' size and growth rate distribution
• Agent-based computational finance: Suggested readings and early research
• Firm growth and Laplace distribution: the importance of large jumps

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