EconPapers    
Economics at your fingertips  
 

Details about Mikhail Anufriev

E-mail:
Homepage:http://datasearch.uts.edu.au/business/staff/details.cfm?StaffId=13919
Phone:+61 (0)2 9514 4078
Postal address:UTS: Business Economics Discipline Group PO box 123 Broadway 2007 NSW Australia
Workplace:Economics Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)
Department of Economics, European University at St. Petersburg, (more information at EDIRC)

Access statistics for papers by Mikhail Anufriev.

Last updated 2016-03-13. Update your information in the RePEc Author Service.

Short-id: pan127


Jump to Journal Articles

Working Papers

2015

  1. Fee structure, return chasing and mutual fund choice
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (1)

2013

  1. Fund Choice Behavior and Estimation of Switching Models: An Experiment
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (3)
  2. 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 Downloads View citations (4)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2012) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  3. 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 Downloads View citations (13)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2013) Downloads View citations (13)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2011

  1. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (1)
    See also Journal Article in American Economic Journal: Microeconomics (2012)
  2. Excess Covariance and Dynamic Instability in a Multi-Asset Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

  1. 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 Downloads View citations (3)
    See also Journal Article in Journal of Evolutionary Economics (2013)
  2. Evolutionary Selection of Expectations in Positive and Negative Feedback Markets
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (2)
    See also Journal Article in Journal of Evolutionary Economics (2013)
  3. 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 (2)

2009

  1. Evolutionary Selection of Individual Expectations and Aggregate Outcomes
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (13)
  2. 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 Downloads
  3. Market Equilibria under Procedural Rationality
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (2)
    See also Journal Article in Journal of Mathematical Economics (2010)
  4. Wealth-driven Selection in a Financial Market with Heterogeneous Agents
    Post-Print, HAL Downloads
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2007) Downloads View citations (11)

    See also Journal Article in Journal of Economic Behavior & Organization (2010)

2008

  1. Interest Rate Rules with Heterogeneous Expectations
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (10)

2007

  1. Asset Prices, Traders' Behavior, and Market Design
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  2. Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
    Working Papers, Warwick Business School, Finance Group Downloads View citations (2)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006) Downloads
  3. Evolution of Market Heuristics
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (9)
  4. 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 (2)

2006

  1. Behavioral Consistent Market Equilibria under Procedural Rationality
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  2. Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders
    Working Papers, Warwick Business School, Finance Group Downloads View citations (3)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006) Downloads View citations (4)

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 (4)
  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 View citations (2)
  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 (5)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2005) Downloads View citations (1)

    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 (8)
  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 (2)

Undated

  1. Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (13)
    See also Journal Article in Macroeconomic Dynamics (2013)

Journal Articles

2015

  1. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions
    Journal of Banking & Finance, 2015, 61, (S2), S241-S255 Downloads View citations (6)
  2. Macroeconomics at the Service of Public Policy, by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press, Oxford, 2013 ), pp. xiv + 226
    The Economic Record, 2015, 91, (292), 127-129 Downloads

2013

  1. Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
    Journal of Evolutionary Economics, 2013, 23, (3), 539-573 Downloads View citations (4)
    See also Working Paper (2010)
  2. Evolutionary selection of expectations in positive and negative feedback markets
    Journal of Evolutionary Economics, 2013, 23, (3), 663-688 Downloads View citations (12)
    See also Working Paper (2010)
  3. INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS
    Macroeconomic Dynamics, 2013, 17, (08), 1574-1604 Downloads View citations (18)
    See also Working Paper
  4. Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2562-2581 Downloads View citations (4)
    See also Working Paper (2013)
  5. The impact of short-selling constraints on financial market stability in a heterogeneous agents model
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1523-1543 Downloads View citations (13)
    See also Working Paper (2013)

2012

  1. Asset Pricing with Heterogeneous Investment Horizons
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-38 Downloads View citations (2)
  2. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
    American Economic Journal: Microeconomics, 2012, 4, (4), 35-64 Downloads View citations (47)
    See also Working Paper (2011)
  3. Excess covariance and dynamic instability in a multi-asset model
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1142-1161 Downloads View citations (3)
    See also Working Paper (2011)

2010

  1. Market equilibria under procedural rationality
    Journal of Mathematical Economics, 2010, 46, (6), 1140-1172 Downloads View citations (9)
    See also Working Paper (2009)
  2. Wealth-driven selection in a financial market with heterogeneous agents
    Journal of Economic Behavior & Organization, 2010, 73, (3), 327-358 Downloads View citations (22)
    See also Working Paper (2009)

2009

  1. Asset prices, traders' behavior and market design
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1073-1090 Downloads View citations (27)
    See also Working Paper (2007)
  2. Introduction to special issue on complexity in economics and finance
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1019-1022 Downloads View citations (1)

2008

  1. Wealth-driven competition in a speculative financial market: examples with maximizing agents
    Quantitative Finance, 2008, 8, (4), 363-380 Downloads View citations (11)
    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 (30)
 
Page updated 2017-10-14