Details about Mikhail Anufriev

Access statistics for papers by Mikhail Anufriev.

Last updated 2013-04-28. Update your information in the RePEc Author Service.

Short-id: pan127

Working Papers

2013

1. Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney
2. The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney

2011

3. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments (revised version of WP 09-09)
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
4. Excess Covariance and Dynamic Instability in a Multi-Asset Model
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
   See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

5. Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
6. Evolutionary Selection of Expectations in Positive and Negative Feedback Markets
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
7. The impact of short-selling constraints on financial market stability in a model with heterogeneous agents
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)

2009

8. Evolutionary Selection of Individual Expectations and Aggregate Outcomes
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (8)
9. Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
10. Market Equilibria under Procedural Rationality (revised version of WP 06-02)
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

2008

11. Interest Rate Rules with Heterogeneous Expectations
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (4)

2007

12. Asset Prices, Traders' Behavior, and Market Design
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
13. Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
    Working Papers, Warwick Business School, Financial Econometrics Research Centre View citations (1)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006)
14. Evolution of Market Heuristics
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (9)
15. Wealth Selection in a Financial Market with Heterogeneous Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
16. 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 View citations (7)
    See also Journal Article in Journal of Economic Behavior & Organization (2010)

2006

17. Behavioral Consistent Market Equilibria under Procedural Rationality
    Computing in Economics and Finance 2006, Society for Computational Economics
18. 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 View citations (1)
    Also in Working Papers, Warwick Business School, Financial Econometrics Research Centre (2006) View citations (1)

2005

19. 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 View citations (2)
20. 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
21. 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 View citations (1)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2005) View citations (1)
    See also Journal Article in Quantitative Finance (2008)

2004

22. Asset Pricing Model with Heterogeneous Investment Horizons
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (4)
23. 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 View citations (2)

Journal Articles

2012

1. Asset Pricing with Heterogeneous Investment Horizons
   Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 2 View citations (1)
2. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
   American Economic Journal: Microeconomics, 2012, 4, (4), 35-64 View citations (3)
3. Excess covariance and dynamic instability in a multi-asset model
   Journal of Economic Dynamics and Control, 2012, 36, (8), 1142-1161
   See also Working Paper (2011)

2010

4. Market equilibria under procedural rationality
   Journal of Mathematical Economics, 2010, 46, (6), 1140-1172 View citations (3)
5. Wealth-driven selection in a financial market with heterogeneous agents
   Journal of Economic Behavior & Organization, 2010, 73, (3), 327-358 View citations (3)
   See also Working Paper (2007)

2009

6. Asset prices, traders' behavior and market design
   Journal of Economic Dynamics and Control, 2009, 33, (5), 1073-1090 View citations (3)
   See also Working Paper (2007)
7. Introduction to special issue on complexity in economics and finance
   Journal of Economic Dynamics and Control, 2009, 33, (5), 1019-1022

2008

8. Wealth-driven competition in a speculative financial market: examples with maximizing agents
   Quantitative Finance, 2008, 8, (4), 363-380 View citations (2)
   See also Working Paper (2005)

2006

9. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
   Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1787-1835 View citations (12)