Convex Incentives in Financial Markets: an Agent-Based Analysis
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- Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017. "Convex incentives in financial markets: an agent-based analysis," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 375-395, November.
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More about this item
Keywords
incentives; market instability; agent-based simulations.;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2015-04-19 (Corporate Finance)
- NEP-CMP-2015-04-19 (Computational Economics)
- NEP-CTA-2015-04-19 (Contract Theory and Applications)
- NEP-HRM-2015-04-19 (Human Capital and Human Resource Management)
- NEP-ORE-2015-04-19 (Operations Research)
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