Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling

DOI10.1007/978-3-540-77477-8_14zbMATH Open1152.91513OpenAlexW1498660016MaRDI QIDQ3521782

Philip Hamill, Xue-Zhong He, Youwei Li

Publication date: 26 August 2008

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/8015

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Other game-theoretic models (91A40)

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