Wealth-driven competition in a speculative financial market: examples with maximizing agents (Q3518376)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Wealth-driven competition in a speculative financial market: examples with maximizing agents |
scientific article |
Statements
Wealth-driven competition in a speculative financial market: examples with maximizing agents (English)
0 references
7 August 2008
0 references
asset pricing model
0 references
CRRA framework
0 references
equilibrium market curve
0 references
expected utility maximization
0 references
mean-variance optimization
0 references
linear investment functions
0 references
0 references