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Explaining the facts with adaptive agents: The case of mutual fund flows
12 references·15 citing·45 second hop
Explaining the facts with adaptive agents: The case of mutual fund flows (1997)Explaining the facts with adaptive agents…The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies (1996)The Behavior of the Exchange …Genetic algorithm learning and the cobweb model (1994)Genetic algorithm learning an…How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices (1993)How Learning in Financial Mar…A Model of Intertemporal Asset Prices Under Asymmetric Information (1993)A Model of Intertemporal Asse…The Structure and Performance of the Money Management Industry (1992)The Structure and Performance…Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry (1992)Consumer Reaction to Measures…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Noise (1986)NoiseInformation, trade and common knowledge (1982)Information, trade and common…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Portfolio Selection (1952)Portfolio SelectionThe efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets (2020)The efficiency of Bitcoin: A …Learning Ricardian Equivalence (2017)Learning Ricardian EquivalenceModel Calibration and Automated Trading Agent for Euro Futures (2014)Model Calibration and Automat…Fund Managers - Why the Best Might Be the Worst: On the Evolutionary Vigor of Risk-Seeking Behavior (2012)Fund Managers - Why the Best …Lottery markets design, micro-structure, and macro-behavior: An ACE approach (2008)Lottery markets design, micro…Software agents and market (in) efficiency: a human trader experiment (2006)Software agents and market (i…Madison Avenue Meets Wall Street: Mutual Fund Families, Competition and Advertising (2006)Madison Avenue Meets Wall Str…Relative performance objectives in financial markets (2005)Relative performance objectiv…Using genetic programming to predict financial data (2003)Using genetic programming to …Evolution, efficiency and noise traders in a one-sided auction market (2003)Evolution, efficiency and noi…Option Pricing Via Genetic Programming (2002)Option Pricing Via Genetic Pr…Mutual Fund Tournament: Risk Taking Incentives Induced by Ranking Objectives (2001)Mutual Fund Tournament: Risk …INDIVIDUAL LEARNING ABOUT CONSUMPTION (2001)INDIVIDUAL LEARNING ABOUT CON…Agent-Based Models of Financial Markets: A Comparison with Experimental Markets (2001)Agent-Based Models of Financi…Chapter 7 Learning dynamics (1999)Chapter 7 Learning dynamicsThe Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The arbitrage theory of capital asset pricing (1976)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Mutual Fund Flows and Performance in Rational Markets (2002)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Agreeing to Disagree (1976)The Private and Social Value of Information and the Reward to Inventive Activity (1978)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)Adaptive Expectations and Cobweb Phenomena (1958)Rational Expectations and the Theory of Price Movements (1961)Artificial Adaptive Agents in Economic Theory (1991)Problem Solving by Heterogeneous Agents (2001)Chapter 24 Agent-based Computational Finance (2006)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Security Analysis and Trading Patterns When Some Investors Receive Information Before Others (1994)What is the Intrinsic Value of the Dow? 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this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1952Portfolio Selection4,609 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry1,065 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 1986Noise600 cited
  • 1992The Structure and Performance of the Money Management Industry572 cited
  • 1994Genetic algorithm learning and the cobweb model463 cited
  • 1993How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices439 cited
  • 1996The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies337 cited

Cited by

  • 2001Agent-Based Models of Financial Markets: A Comparison with Experimental Markets99 cited
  • 2006Madison Avenue Meets Wall Street: Mutual Fund Families, Competition and Advertising94 cited
  • 2003Using genetic programming to predict financial data

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94 cited
  • 1999Chapter 7 Learning dynamics91 cited
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  • 2006Software agents and market (in) efficiency: a human trader experiment47 cited
  • 2001Mutual Fund Tournament: Risk Taking Incentives Induced by Ranking Objectives44 cited
  • 2003Evolution, efficiency and noise traders in a one-sided auction market42 cited
  • 2014Model Calibration and Automated Trading Agent for Euro Futures42 cited
  • 2005Relative performance objectives in financial markets38 cited
  • 2020The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets35 cited
  • 2002Option Pricing Via Genetic Programming31 cited
  • 2008Lottery markets design, micro-structure, and macro-behavior: An ACE approach22 cited
  • 2017Learning Ricardian Equivalence16 cited
  • 2012Fund Managers - Why the Best Might Be the Worst: On the Evolutionary Vigor of Risk-Seeking Behavior13 cited