A general equilibrium model of a production economy with asset markets
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References listed on IDEAS
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Raberto, Marco & Scalas, Enrico & Cuniberti, Gianaurelio & Riani, Massimo, 1999.
"Volatility in the Italian stock market: an empirical study,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 269(1), pages 148-155.
- Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 1999. "Volatility in the Italian Stock Market: an Empirical Study," Papers cond-mat/9903221, arXiv.org.
- Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 2004. "Volatility in the Italian Stock Market: An Empirical Study," Finance 0411006, EconWPA.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008. "Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 147-162, September.
More about this item
KeywordsHeterogeneous agents; General equilibrium; Financial markets and the macroeconomy; Computer simulations;
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