Kinetic model for asset allocation with strategy switching

DOI10.1016/j.physa.2024.129517MaRDI QIDQ6500343

Chun-hua Hu, Hua-Rong Feng

Publication date: 10 May 2024

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equationkinetic theoryinvestment allocationstrategy switching

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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