Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis
In: Managing Market Complexity
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DOI: 10.1007/978-3-642-31301-1_8
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- Chueh-Yung Tsao & Ya-Chi Huang, 2018. "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 537-560, October.
- Juan Mascare as & Fangyuan Yan, 2017. "How People Apply Mental Accounting Philosophy to Investment Risk?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 145-151.
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Keywords
Risk Aversion; Risk Preference; Sharpe Ratio; Short Selling; Trading Period;All these keywords.
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