𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Implementation strategies in the market-driven strategy era

✍ Scribed by David W. Cravens


Book ID
111760147
Publisher
Sage Publications
Year
1998
Tongue
English
Weight
540 KB
Volume
26
Category
Article
ISSN
0092-0703

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Global Strategy in the Internet Era
✍ George S. Yip πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 538 KB
Breeds of risk-adjusted fundamentalist s
✍ Marco LiCalzi; Paolo Pellizzari πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 948 KB

This paper studies an order-driven stock market where agents have heterogeneous estimates of the fundamental value of the risky asset. The agents are budget-constrained and follow a value-based trading strategy which buys or sells depending on whether the price of the asset is below or above its ris