| dc.coverage.temporal | 計畫年度：91 起迄日期：20020801～20030731 | en_US |
| dc.creator (作者) | 陳樹衡 | zh_TW |
| dc.date (日期) | 2002 | en_US |
| dc.date.accessioned | 18-Apr-2007 18:27:15 (UTC+8) | en_US |
| dc.date.accessioned | 9-Sep-2008 09:00:40 (UTC+8) | - |
| dc.date.available | 18-Apr-2007 18:27:15 (UTC+8) | en_US |
| dc.date.available | 9-Sep-2008 09:00:40 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Apr-2007 18:27:15 (UTC+8) | en_US |
| dc.identifier (Other Identifiers) | 912415H004005.pdf | en_US |
| dc.identifier.uri (URI) | http://tair.lib.ntu.edu.tw:8000/123456789/5061 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/5061 | - |
| dc.description (描述) | 核定金額：795200元 | en_US |
| dc.description.abstract (摘要) | [Blume and Easley (1992)] show that if agents have the same savings rule, an expected discounted logarithmic utility maximizer with correct beliefs will dominate. If no agent adopts this rule, then agents with incorrect beliefs, but equally averse to risk as logarithmic utility maximizers may eventually hold more wealth than the agent with correct beliefs. In other words, a trader with correct beliefs can be driven out of the market by traders with incorrect beliefs. However, [Sandroni (2000)] shows that, among agents who have the same intertemporal discount factor and who choose savings endogenously, the most prosperous will be those making accurate predictions. Agents with inaccurate predictions will be driven out of the market regardless of their preferences. By using the extended agent-based articial stock market, we simulate the evolution of portfolio behavior, and investigate the characteristics of the long-run surviving population of investors. Our agent-based simulation results are largely consistent with [Blume and Easley (1992)], and we conclude that preference is the key factor determining agents` survivability. | - |
| dc.format | applicaiton/pdf | en_US |
| dc.format.extent | bytes | en_US |
| dc.format.extent | 296412 bytes | en_US |
| dc.format.extent | 296412 bytes | - |
| dc.format.extent | 26596 bytes | - |
| dc.format.mimetype | application/pdf | en_US |
| dc.format.mimetype | application/pdf | en_US |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | text/plain | - |
| dc.language | zh-TW | en_US |
| dc.language.iso | zh-TW | en_US |
| dc.publisher (Publisher) | 臺北市：國立政治大學經濟學系 | en_US |
| dc.rights (Rights) | 行政院國家科學委員會 | en_US |
| dc.subject (關鍵詞) | 資產組合;股票市場;多種資產代理人;市場演化 | - |
| dc.subject (關鍵詞) | Portfolio;Stock market;Multi-asset agent;Market evolution | - |
| dc.title (題名) | 資產組合行為在多種資產代理人基股票市場中之演化 | zh_TW |
| dc.title.alternative (其他題名) | Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Articial Stock Market | - |
| dc.type (資料類型) | report | en |
