Ausgabe 1/2011
Inhalt (5 Artikel)
Regular Article
Transaction taxes, greed and risk aversion in an agent-based financial market model
Markus Demary
Regular Article
Volatility clustering and herding agents: does it matter what they observe?
Ryuichi Yamamoto
Regular Article
The impact on the pricing process of costly active management and performance chasing clients
Ron Bird, Lorenzo Casavecchia, Paolo Pellizzari, Paul Woolley
Regular Article
A link between random coefficient autoregressive models and some agent based models
Mamadou Abdoulaye Konté