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Details about Mikhail Anufriev

Homepage:http://cafim.sssup.it/~misha/
Workplace:Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam, (more information at EDIRC)
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna, (more information at EDIRC)

Access statistics for papers by Mikhail Anufriev.

Last updated 2008-09-23. Update your information in the RePEc Author Service.

Short-id: pan127


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Working Papers

2008

  1. Interest Rate Rules with Heterogeneous Expectations
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads

2007

  1. Asset Prices, Traders' Behavior, and Market Design
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads
  2. Evolution of Market Heuristics
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations
  3. Wealth Selection in a Financial Market with Heterogeneous Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations
  4. Wealth-driven Selection in a Financial Market with Heterogeneous Agents
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads View citations

2006

  1. Behavioral Consistent Market Equilibria under Procedural Rationality
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  2. Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads
  3. Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations

2005

  1. Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads View citations
  2. Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
  3. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2005) Downloads View citations

    See also Journal Article in Quantitative Finance (2008)

2004

  1. Asset Pricing Model with Heterogeneous Investment Horizons
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads View citations
  2. Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads View citations

Journal Articles

2008

  1. Wealth-driven competition in a speculative financial market: examples with maximizing agents
    Quantitative Finance, 2008, 8, (4), 363-380 Downloads
    See also Working Paper (2005)

2006

  1. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1787-1835 Downloads View citations
 
 
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