Market selection and learning under model misspecification
From MaRDI portal
Publication:6087268
DOI10.1016/j.jedc.2023.104739zbMath1526.91006OpenAlexW4386630087MaRDI QIDQ6087268
Matteo Ottaviani, Giulio Bottazzi, Daniele Giachini
Publication date: 15 November 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104739
Cites Work
- Unnamed Item
- Unnamed Item
- Market selection
- Market selection when markets are incomplete
- Live fast, die young: equilibrium and survival in large economies
- Loss aversion, survival and asset prices
- Wealth and price distribution by diffusive approximation in a repeated prediction market
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- Evolution and market behavior with endogenous investment rules
- Price probabilities: a class of Bayesian and non-Bayesian prediction rules
- Structured ambiguity and model misspecification
- Drift criteria for persistence of discrete stochastic processes on the line
- The market organism: Long-run survival in markets with heterogeneous traders
- Momentum and reversal in financial markets with persistent heterogeneity
- Learning from ambiguous and misspecified models
- Survival in speculative markets
- Natural Selection in Financial Markets: Does It Work?
- Non-Bayesian Learning
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Science and Statistics
- Do Markets Favor Agents able to Make Accurate Predictions?
- Berk-Nash Equilibrium: A Framework for Modeling Agents With Misspecified Models
- Active learning with a misspecified prior
- The wisdom of the crowd in dynamic economies
- Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off*
- Market Selection With Differential Financial Constraints
- Far from the madding crowd: collective wisdom in prediction markets
This page was built for publication: Market selection and learning under model misspecification
