RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS
From MaRDI portal
Publication:3534068
DOI10.1142/S0129183108012662zbMath1147.91344arXiv0801.4305OpenAlexW3104239070MaRDI QIDQ3534068
Frank E. Walter, J. Emeterio Navarro-Barrientos, Frank Schweitzer
Publication date: 3 November 2008
Published in: International Journal of Modern Physics C (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.4305
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Markets do not select for a liquidity preference as behavior towards risk
- Advances in prospect theory: cumulative representation of uncertainty
- Random difference equations and renewal theory for products of random matrices
- Traders' long-run wealth in an artificial financial market
- Investments in random environments
- Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
- Coherent Measures of Risk
- Prospect Theory: An Analysis of Decision under Risk
- Investment policies for expanding businesses optimal in a long‐run sense