Review on Some Research in Behavioral Finance with Multi-Agent System Based Financial Market

摘要：

This paper summarizes some recent studies in Behavioral Finance with Agent-based financial market models. Based on the analysis of the intrinsic difficulties faced with Behavioral Finance studies, related advantages of Agent-based financial market are illuminated briefly. Next, several representative examples in different aspects are enumerated to exhibit the characteristics of the behavioral finance studies with the agent-based financial market approach. Finally, some limitations of the approach and the potential fields to study in future are indicated.

关键词： Agent Behavioral Finance financial market simulation experiment

作者: Zhang Wei Zhao Shuaite

作者单位: Management School, Tianjin University, P.R.China, 300072;Tianjin University of Finance and Economics Management School, Tianjin University, P.R.China, 300072

会议类型: 国际会议

会议名称: 第六届管理学国际会议(Proceedings of ICM2007 the 6th International on Management)

会议地点: 武汉

会议语种:英文

页码: 617-622

在线出版日期: 2007-08-03（万方平台首次上网日期，不代表论文的发表时间）