Procedural rationality, asset heterogeneity and market selection

DOI10.1016/J.JMATECO.2019.02.001MaRDI QIDQ2425148zbMATH OpenOpenAlexFDO

Authors Guillaume Coqueret, Bertrand Tavin

Publication date 26 June 2019

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2019.02.001

zbMATH Keywords

heterogeneous agentsstability analysisprocedural rationalitymarket selectiondeterministic skeletonmulti-asset framework

Mathematics Subject Classification ID

Portfolio theory (91G10) Heterogeneous agent models (91B69)

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Cited in

(4)

• Excess covariance and dynamic instability in a multi-asset model
• Market equilibria under procedural rationality
• Institutionalization, delegation, and asset prices
• Market Selection and Welfare in a Multi-asset Economy*

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