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Financial market equilibria with heterogeneous agents: CAPM and market segmentation

✍ Scribed by Matteo Del Vigna

Book ID
120881116
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
341 KB
Volume
7
Category
Article
ISSN
1862-9679

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Intermittent chaos in a model of financi
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✍ Taisei Kaizoji πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 277 KB

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous-agents. We concentrate on how increase in the total number of active traders influences on fluctuations of asset prices. We find that a curious route to chaos is observed when the total number of acti