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A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhao, Zhijun ; Zhang, Xiaoqi.
In: Chaos, Solitons & Fractals.
RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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  1. A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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