Rate of return parity with robot asset traders

DOI10.1007/S10614-006-9060-4MaRDI QIDQ883128zbMATH OpenOpenAlexFDO

Authors Jason Childs

Publication date 31 May 2007

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-006-9060-4

zbMATH Keywords

arbitrageinterest rate parityrate of return parity

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Recommendations

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Cites work

• A Monte Carlo analysis of the Fisher randomization technique: Reviving randomization for experimental economists
• Bubbles and market crashes
• Price Formation in Single Call Markets
• Simulating the madness of crowds: Price bubbles in an auction-mediated robot market

Cited in

(1)

• Information aggregation in experimental asset markets in the presence of a manipulator

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