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dc.contributor.authorHamill, Philip
dc.contributor.authorLi, Y.
dc.contributor.authorX-Z, He
dc.date.accessioned2019-02-06T05:41:34Z
dc.date.available2019-02-06T05:41:34Z
dc.date.issued2008
dc.identifier.urihttps://dspace.adu.ac.ae/handle/1/1514
dc.descriptionHe, X. Z., Hamill, P., & Li, Y. (2008). Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling. In Natural computing in computational finance (pp. 253-269). Springer, Berlin, Heidelberg.en_US
dc.description.abstracthis chapter uses a simple stochastic market fraction (MF) asset pricing model to investigate market dominance, profitability, and how traders adopting fundamental analysis or trend following strategies can survive under various market conditions in the long/short-run. This contrasts with the modern theory of finance which relies on the paradigm of utility maximizing representative agents and rational expectations assumptions which some contemporary theorists regard as extreme.en_US
dc.language.isoen_USen_US
dc.publisherSpringeren_US
dc.subjectMarket Priceen_US
dc.subjectTrading Strategyen_US
dc.subjectRisky Asseten_US
dc.subjectMarket Makeren_US
dc.subjectAsset Price Modelen_US
dc.titleCan Trend Followers Survive in the Long-Run% Insights from Agent-Based Modelingen_US
dc.typeBook chapteren_US
dc.identifier.doihttps://doi.org/10.1007/978-3-540-77477-8_14


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