Estimating the intensity of choice in a dynamic mutual fund allocation decision
From MaRDI portal
Publication:2654432
DOI10.1016/j.jedc.2008.04.002zbMath1181.91226OpenAlexW2129160326MaRDI QIDQ2654432
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/9979
Decision theory (91B06) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10) Heterogeneous agent models (91B69)
Related Items (7)
Fitness landscapes among many options under social influence ⋮ Estimation of an agent-based model of investor sentiment formation in financial markets ⋮ Itchy feet vs cool heads: flow of funds in an agent-based financial market ⋮ A laboratory experiment on the heuristic switching model ⋮ The heterogeneous expectations hypothesis: Some evidence from the lab ⋮ Minimum return guarantees with fund switching rights -- an optimal stopping problem ⋮ IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?
Cites Work
- Unnamed Item
- Unnamed Item
- Behavioral heterogeneity in stock prices
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
- Time series properties of an artificial stock market
- Expectational diversity in monetary economies
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds
- A Rational Route to Randomness
- INFORMATION DYNAMICS IN FINANCIAL MARKETS
- Profitable technical trading rules as a source of price instability
This page was built for publication: Estimating the intensity of choice in a dynamic mutual fund allocation decision
