Mikhail Anufriev

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asset Pricing with Heterogeneous Investment Horizons Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
An asset pricing model with accuracy-driven evolution of heterogeneous expectations Communications in Nonlinear Science and Numerical Simulation	2022-12-20	Paper
The role of information in a continuous double auction: an experiment and learning model Journal of Economic Dynamics and Control	2022-08-31	Paper
Learning in two-dimensional beauty contest games: theory and experimental evidence Journal of Economic Theory	2022-05-11	Paper
Integrated modeling of extended agro-food supply chains: a systems approach European Journal of Operational Research	2021-06-03	Paper
Some reflections on past and future of nonlinear dynamics in economics and finance Decisions in Economics and Finance	2019-01-29	Paper
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules Journal of Economic Dynamics and Control	2018-11-01	Paper
A laboratory experiment on the heuristic switching model Journal of Economic Dynamics and Control	2018-08-13	Paper
Oligopoly game: price makers meet price takers Journal of Economic Dynamics and Control	2018-08-13	Paper
Excess covariance and dynamic instability in a multi-asset model Journal of Economic Dynamics and Control	2016-09-28	Paper
The impact of short-selling constraints on financial market stability in a heterogeneous agents model Journal of Economic Dynamics and Control	2015-12-22	Paper
Market equilibria under procedural rationality Journal of Mathematical Economics	2011-01-21	Paper
Asset prices, traders' behavior and market design Journal of Economic Dynamics and Control	2009-07-28	Paper
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders Journal of Economic Dynamics and Control	2008-12-12	Paper
Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment Lecture Notes in Economics and Mathematical Systems	2008-10-15	Paper
Wealth-driven competition in a speculative financial market: examples with maximizing agents Quantitative Finance	2008-08-07	Paper
Heterogeneous beliefs under different market architectures	2007-01-10	Paper
Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model	2007-01-10	Paper
Noisy trading in the large market limit	2006-02-13	Paper

Research outcomes over time

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