The Role of Liquidity Individuals in the Decision-Making
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Cited by:
- Steinbacher, Matjaz, 2009. "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper 14295, University Library of Munich, Germany.
- Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany.
- Steinbacher, Matjaz, 2009. "Behavior of Investors on a Multi-Asset Market," MPRA Paper 15898, University Library of Munich, Germany.
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More about this item
Keywords
social networks; portfolio analysis; stochastic finance;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Z13 - Other Special Topics - - Cultural Economics - - - Economic Sociology; Economic Anthropology; Language; Social and Economic Stratification
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2009-02-28 (Game Theory)
- NEP-NET-2009-02-28 (Network Economics)
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