Questions tagged [artificial-markets]
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7
votes
2answers
264 views
Gain/loss-asymmetry in artificial financial markets?
The gain/loss asymmetry is a well known stylized fact: It basically states that real financial time series take longer for going up than going down.
My question
Are you aware of any artificial ...
1
vote
0answers
75 views
Long-term proportion of convex and concave strategies in artificial financial markets
In their classic paper "Dynamic Strategies for Asset Allocation" Perold and Sharpe state:
"That convex and concave strategies are mirror images of one
another tells us that the more demand there ...
