Asset pricing under ambiguous information: an empirical game-theoretic analysis
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DOI: 10.1007/s10588-012-9133-y
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- Steve Phelps & Wing Lon Ng, 2014. "A Simulation Analysis Of Herding And Unifractal Scaling Behaviour," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(1), pages 39-58, January.
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Keywords
Empirical game theory; Agent-based modeling; Market simulation; Equity premium;All these keywords.
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