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Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders. (2006). Bottazzi, Giulio ; Anufriev, Mikhail.
In: CeNDEF Working Papers.
RePEc:ams:ndfwpp:06-02.

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  1. Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents. (2016). In, Daan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:45-67.

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  2. Fundamentalists, chartists and asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:11:p:1837-1850.

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  3. Fundamentalists, Chartists and Asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Post-Print.
    RePEc:hal:journl:hal-01508002.

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  4. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2013). Leal, Sandrine Jacob.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00587.

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  5. Wealth-driven competition in a speculative financial market: examples with maximizing agents. (2008). Anufriev, Mikhail.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:4:p:363-380.

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  6. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents. (2005). Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-17.

    Full description at Econpapers || Download paper

References

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    References contributed by pfo235-1997264

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Cocites

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  1. Procedural rationality, asset heterogeneity and market selection. (2019). Tavin, Bertrand ; Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02312310.

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  2. Procedural rationality, asset heterogeneity and market selection. (2019). Coqueret, Guillaume ; Tavin, Bertrand.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:82:y:2019:i:c:p:125-149.

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  3. Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Staccioli, Jacopo ; Dindo, Pietro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:187-210.

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  4. Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro.
    In: Working Papers.
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  5. Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro.
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  6. Evolution and market behavior with endogenous investment rules. (2014). Dindo, Pietro ; Bottazzi, Giulio.
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  7. Selection in asset markets: the good, the bad, and the unknown. (2013). Dindo, Pietro ; Bottazzi, Giulio.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:23:y:2013:i:3:p:641-661.

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  8. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Dieci, Roberto ; Chiarella, Carl.
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  9. Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders. (2013). Chauveau, Th., ; Subbotin, A..
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  10. Excess covariance and dynamic instability in a multi-asset model. (2012). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, Matteo.
    In: Journal of Economic Dynamics and Control.
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  11. Asset Pricing with Heterogeneous Investment Horizons. (2012). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  12. Selection in asset markets: the good, the bad, and the unknown. (2011). Dindo, Pietro ; Bottazzi, Giulio.
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  13. Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors. (2011). .
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  14. Excess Covariance and Dynamic Instability in a Multi-Asset Model. (2011). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, M..
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  15. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong (Tony) ; Dieci, Roberto.
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  17. Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders. (2010). Chauveau, Thierry ; Subbotin, Alexander.
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  18. Updating Wealth in an Asset Pricing Model with Heterogeneous Agents. (2010). Brianzoni, Serena ; Michetti, Elisabetta ; Mammana, Cristiana.
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  39. Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders. (2006). Bottazzi, Giulio ; Anufriev, Mikhail.
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  40. Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents. (2005). Anufriev, Mikhail.
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  41. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents. (2005). Anufriev, Mikhail.
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