Estimating the intensity of choice in a dynamic mutual fund allocation decision
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- David Goldbaum & Bruce Mizrach, 2004. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Departmental Working Papers 200414, Rutgers University, Department of Economics.
- David Goldbaum & Bruce Mizrach, 2005. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Computing in Economics and Finance 2005 295, Society for Computational Economics.
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- Jang, Tae-Seok & Sacht, Stephen, 2012.
"Identification of animal spirits in a bounded rationality model: An application to the euro area,"
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- Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
- De Grauwe, Paul & Markiewicz, Agnieszka, 2013.
"Learning to forecast the exchange rate: Two competing approaches,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 42-76.
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Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
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Keywords
Heterogenous agents Intensity of choice Mutual funds;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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