Estimating the intensity of choice in a dynamic mutual fund allocation decision

DOI10.1016/J.JEDC.2008.04.002MaRDI QIDQ2654432zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

heterogeneous agentsmutual fundsintensity of choice

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06) Portfolio theory (91G10) Heterogeneous agent models (91B69)

Recommendations

• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• Dynamic portfolio choice with heterogeneous beliefs
• Estimation of asset demands by heterogeneous agents
• Explaining the facts with adaptive agents: The case of mutual fund flows
• The limit distribution of evolving strategies in financial markets

Cites work

• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• scientific article; zbMATH DE number 3793969 (Why is no real title available?)
• A Rational Route to Randomness
• Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
• Behavioral heterogeneity in stock prices
• Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
• Expectational diversity in monetary economies
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• INFORMATION DYNAMICS IN FINANCIAL MARKETS
• Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds
• Profitable technical trading rules as a source of price instability
• Time series properties of an artificial stock market

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
• Minimum return guarantees with fund switching rights -- an optimal stopping problem
• A laboratory experiment on the heuristic switching model
• Estimating investor preferences towards portfolio return distribution in investment funds

This page was built for publication: Estimating the intensity of choice in a dynamic mutual fund allocation decision

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2654432)