Dynamic Models of Financial Markets with Heterogeneous Agents

DOI10.1007/978-3-319-33276-5_6MaRDI QIDQ5358710zbMATH OpenOpenAlexFDO

Authors Fabio Tramontana

Publication date 21 September 2017

Published in Qualitative Theory of Dynamical Systems, Tools and Applications for Economic Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-33276-5_6

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Economic dynamics (91B55) Heterogeneous agent models (91B69)

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Cited in

(12)

• Asset price dynamics among heterogeneous interacting agents
• Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
• Masanao Aoki's solution to the finite size effect of behavioral finance models
• Numerical studies of differential equations related to theoretical financial markets
• A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
• scientific article; zbMATH DE number 5165625 (Why is no real title available?)
• Dynamic effects of increasing heterogeneity in financial markets
• A model of financial pyramid with quasi-rational participants
• An analysis of the effect of noise in a heterogeneous agent financial market model
• Analysis of a heterogeneous trader model for asset price dynamics
• The impact of short-selling constraints on financial market stability in a heterogeneous agents model
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates

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