Simulating Heterogeneous Portfolio Choices and Financial Market Outcomes

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Abstract

This study uses a unique stock market model to show how investors with different expectations impact financial stability. Supported by DARPA through cooperative agreement No. HR001 12220029.

Citation

Benthall, Sebastian, Christopher Carroll, Zachary David, John Liechty, Alan Lujan, Christopher McComb, and Nicholas Skar-Gislinge. 2022. “Simulating Heterogeneous Portfolio Choices and Financial Market Outcomes.” Proceedings of Agent-Based Modeling and Policy-Making Workshop, CEUR-WS Vol-3420. https://ceur-ws.org/Vol-3420/.

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