Market oscillations induced by the competition between value-based and trend-based investment strategies
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Publication:4994393
DOI10.1080/13504869400000009zbMath1464.91070OpenAlexW3124614151MaRDI QIDQ4994393
Gunduz Caginalp, D. Balenovich
Publication date: 18 June 2021
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504869400000009
Financial markets (91G15) Experimental work for problems pertaining to game theory, economics, and finance (91-05)
Related Items (8)
An analysis on the fractional asset flow differential equations ⋮ Asset price dynamics with heterogeneous groups ⋮ Stability analysis of asset flow differential equations ⋮ Asset flow model for a homogeneous group of investors: high-frequency trading limit ⋮ A mathematical model for asset pricing ⋮ Asset price dynamics for a two-asset market system ⋮ Bifurcation analysis of a single-group asset flow model ⋮ Statistical inference and modelling of momentum in stock prices
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