Estimating the intensity of choice in a dynamic mutual fund allocation decision
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Publication:2654432
DOI10.1016/J.JEDC.2008.04.002zbMATH Open1181.91226OpenAlexW2129160326MaRDI QIDQ2654432FDOQ2654432
Authors: David Goldbaum, Bruce Mizrach 
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/9979
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Management decision making, including multiple objectives (90B50) Decision theory (91B06) Portfolio theory (91G10) Heterogeneous agent models (91B69)
Cites Work
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- A Rational Route to Randomness
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- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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- Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds
- Behavioral heterogeneity in stock prices
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Expectational diversity in monetary economies
- Time series properties of an artificial stock market
- Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
- Profitable technical trading rules as a source of price instability
Cited In (10)
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- Mutual fund competition in the presence of dynamic flows
- Fitness landscapes among many options under social influence
- Is more memory in evolutionary selection (de)stabilizing?
- Estimation of an agent-based model of investor sentiment formation in financial markets
- The heterogeneous expectations hypothesis: Some evidence from the lab
- A laboratory experiment on the heuristic switching model
- Minimum return guarantees with fund switching rights -- an optimal stopping problem
- Estimating investor preferences towards portfolio return distribution in investment funds
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