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Estimating the intensity of choice in a dynamic mutual fund allocation decision · Study

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ArticleEstimating the intensity of choice in a dynamic mutual fund allocation decision

David Goldbaum2008

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Articlegreen2008

Estimating the intensity of choice in a dynamic mutual fund allocation decision

David Goldbaum · Bruce Mizrach

33 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Stochastic processes and financial applications

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References

1997On Persistence in Mutual Fund Performance 1980On the Impossibility of Informationally Efficient Markets 1981Econometric Models of Probabilistic Choice 1997A Rational Route to Randomness 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market 1999Time series properties of an artificial stock market 2004Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds

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Year2008

Typearticle

Published2008-04-24

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations33

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jedc.2008.04.002

openalex_workW1537177244

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