Details about Mikhail Anufriev

Access statistics for papers by Mikhail Anufriev.

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

Short-id: pan127

Working Papers

2008

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

2007

2. Asset Prices, Traders' Behavior, and Market Design
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
3. Evolution of Market Heuristics
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations
4. 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
5. 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

2006

6. Behavioral Consistent Market Equilibria under Procedural Rationality
   Computing in Economics and Finance 2006, Society for Computational Economics
7. 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
8. 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

2005

9. 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
10. 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
11. 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
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2005) View citations
    See also Journal Article in Quantitative Finance (2008)

2004

12. 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
13. 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

Journal Articles

2008

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

2006

2. 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