Traders' Long-Run Wealth in an Artificial Financial Market
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DOI: 10.1023/A:1026146100090
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- Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002. "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002 301, Society for Computational Economics.
References listed on IDEAS
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More about this item
Keywords
artificial financial markets; market simulations; wealth distribution; trading strategies; trading behaviour; asset prices; econophysics;All these keywords.
JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
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