Browsing 14 Economics by Author "Goldbaum, David"

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Browsing 14 Economics by Author "Goldbaum, David"

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  • Goldbaum, David (Elsevier B.V., 2008)
    This paper introduces assets for which the intrinsic value is endogenous to the amount of funding attracted. A rational expectations equilibrium is developed. Additionally, simulations of the model based on bounded rationality ...
  • Goldbaum, David; Mizrach, Bruce (Elsevier B.V., 2008)
    The paper analyzes the intensity of choice in an agent based financial optimization problem. Mean-variance optimizing agents choose among mutual funds of similar styles but varying performance. We specify a model for the ...
  • Goldbaum, David; Panchenko, Valentyn (Elsevier B.V., 2010)
    A dynamic model with learning and adaptation captures the evolution in trader beliefs and trading strategies. Through a process of learning and observation, traders improve their understanding of the market. Traders also ...
  • Goldbaum, David (Elsevier B.V., 2005)
    An informationally inefficiency market is produced without an exogenous source of noise in the price. Fundamental traders acquire private information directly through research. Regression traders employ a learning process ...
  • Goldbaum, David (Elsevier B.V., 2006)
    A dynamic model of financial markets with learning is demonstrated to produce a selforganized system that displays critical behavior. The price contains private information that traders learn to extract and employ to ...