Mikhail Anufriev
TitoloCitata daAnno
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
M Anufriev, C Hommes
American Economic Journal: Microeconomics 4 (4), 35-64, 2012
157*2012
Interest rate rules and macroeconomic stability under heterogeneous expectations
M Anufriev, T Assenza, C Hommes, D Massaro
Macroeconomic Dynamics 17 (8), 1574-1604, 2013
104*2013
Evolution of market heuristics
M Anufriev, CH Hommes
Knowledge Engineering Review 27 (2), 255-271, 2009
752009
Asset prices, traders’ behavior and market design
M Anufriev, V Panchenko
Journal of Economic dynamics and control 33 (5), 1073-1090, 2009
632009
Wealth-driven selection in a financial market with heterogeneous agents
M Anufriev, P Dindo
Journal of Economic Behavior & Organization 73 (3), 327-358, 2010
572010
The impact of short-selling constraints on financial market stability in a heterogeneous agents model
M Anufriev, J Tuinstra
Journal of Economic Dynamics and Control 37 (8), 1523-1543, 2013
47*2013
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
M Anufriev, G Bottazzi, F Pancotto
Journal of Economic Dynamics and Control 30 (9-10), 1787-1835, 2006
432006
Market equilibria under procedural rationality
M Anufriev, G Bottazzi
Journal of Mathematical Economics 46 (6), 1140-1172, 2010
38*2010
Evolutionary selection of expectations in positive and negative feedback markets
M Anufriev, CH Hommes, RHS Philipse
Journal of Evolutionary Economics 23 (3), 663-688, 2013
372013
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
M Anufriev, D Kopányi, J Tuinstra
Journal of Economic Dynamics and Control 37 (12), 2562-2581, 2013
302013
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
M Anufriev, J Arifovic, J Ledyard, V Panchenko
Journal of Evolutionary Economics 23 (3), 539-573, 2013
302013
Simple forecasting heuristics that make us smart: Evidence from different market experiments
M Anufriev, C Hommes, T Makarewicz
Journal of the European Economic Association 17 (5), 1538-1584, 2018
28*2018
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions
M Anufriev, V Panchenko
Journal of Banking & Finance 61, S241-S255, 2015
272015
Wealth-driven competition in a speculative financial market: examples with maximizing agents
M Anufriev
Quantitative Finance 8 (4), 363-380, 2008
212008
Asset pricing with heterogeneous investment horizons
M Anufriev, G Bottazzi
Studies in Nonlinear Dynamics & Econometrics 16 (4), 2012
19*2012
Microfoundations for switching behavior in heterogeneous agent models: An experiment
M Anufriev, T Bao, J Tuinstra
Journal of Economic Behavior & Organization 129, 74-99, 2016
152016
Fee structure and mutual fund choice: An experiment
M Anufriev, T Bao, A Sutan, J Tuinstra
Journal of Economic Behavior & Organization 158, 449-474, 2019
14*2019
Excess covariance and dynamic instability in a multi-asset model
M Anufriev, G Bottazzi, M Marsili, P Pin
Journal of Economic Dynamics and Control 36 (8), 1142-1161, 2012
142012
Heterogeneous beliefs under different market architectures
M Anufriev, V Panchenko
Advances in Artificial Economics, 3-15, 2006
72006
Introduction to special issue on complexity in economics and finance
M Anufriev, WA Branch
Journal of Economic Dynamics and Control 33 (5), 1019-1022, 2009
62009
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20