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- W3125093152 abstract "We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmie et al (2005). In particular, we focus on adaptive agents with threshold behavior allocating their resources among two assets. We explore numerically the effect of this diversification as an additional source of complexity in the financial market and we discuss its destabilizing role. We also point out the relevance of these studies for financial decision making." @default.
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- W3125093152 date "2007-12-01" @default.
- W3125093152 modified "2023-09-26" @default.
- W3125093152 title "Effects of diversification among assets in an agent-based market model" @default.
- W3125093152 hasPublicationYear "2007" @default.
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