Market dynamics when agents anticipate correlation breakdown

DOI10.1155/2011/959847zbMath1230.91169OpenAlexW2030152993WikidataQ58655572 ScholiaQ58655572MaRDI QIDQ659565

Paolo Falbo, Rosanna Grassi

Publication date: 23 January 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/959847

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10) Economic dynamics (91B55)

Related Items (3)

Evolving dynamics of trading behavior based on coordination game in complex networks ⋮ An evolution model of trading behavior based on peer effect in networks ⋮ Does expectation of correlation breakdown in financial market fulfill itself?

Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
• The Dynamic Interaction of Speculation and Diversification

This page was built for publication: Market dynamics when agents anticipate correlation breakdown