A prototype model of speculative dynamics with position-based trading

DOI10.1016/J.JEDC.2009.01.006zbMATH Open1170.91382OpenAlexW2009124697MaRDI QIDQ2270567FDOQ2270567

Authors: Reiner Franke 

Publication date: 28 July 2009

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2009.01.006

Recommendations

• Speculative behavior and asset price dynamics
• Speculative price dynamics in a heterogeneous agent model
• Cautious trend-seeking and complex asset price dynamics
• The Dynamic Interaction of Speculation and Diversification
• Trader Behavior and its Effect on Asset Price Dynamics

zbMATH Keywords

misalignmentasset pricingneutral delay-differential equationmarket maker risk aversion

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50)

Cites Work

• Applications of Sturm sequences to bifurcation analysis of delay differential equation models
• Title not available (Why is that?)
• Power-law behaviour, heterogeneity, and trend chasing
• The Nonlinear Accelerator and the Persistence of Business Cycles
• Some simple criteria for stability of neutral delay-differential systems
• Title not available (Why is that?)
• Market-maker, inventory control and foreign exchange dynamics
• Complex Dynamics, Market Mediation and Stock Price Behavior
• Asset price and wealth dynamics in a financial market with heterogeneous agents

Cited In (5)

• Title not available (Why is that?)
• Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map
• Interactions between stock, bond and housing markets
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• TRADER DYNAMICS IN A MODEL MARKET

This page was built for publication: A prototype model of speculative dynamics with position-based trading

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2270567)