Mikhail Anufriev
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Mikhail |
| last: |
Anufriev |
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Affiliations
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University of Technology Sydney
/ Business School
/ Economics Discipline Group
Research profile
author of:
- Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments (RePEc:aea:aejmic:v:4:y:2012:i:4:p:35-64)
by Mikhail Anufriev & Cars Hommes - Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents (RePEc:ams:ndfwpp:05-17)
by Anufriev, M. - Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders (RePEc:ams:ndfwpp:06-02)
by Anufriev, M. & Bottazzi, G. - Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model (RePEc:ams:ndfwpp:06-03)
by Anufriev, M. & Dindo, P.D.E. - Evolution of Market Heuristics (RePEc:ams:ndfwpp:07-06)
by Anufriev, M. & Hommes, C.H. - Wealth Selection in a Financial Market with Heterogeneous Agents (RePEc:ams:ndfwpp:07-10)
by Anufriev, M. & Dindo, P.D.E. - Asset Prices, Traders' Behavior, and Market Design (RePEc:ams:ndfwpp:07-14)
by Anufriev, M. & Panchenko, V. - Interest Rate Rules with Heterogeneous Expectations (RePEc:ams:ndfwpp:08-08)
by Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D. - Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance (RePEc:ams:ndfwpp:09-01)
by Anufriev, M. & Branch, W.A. - Evolutionary Selection of Individual Expectations and Aggregate Outcomes (RePEc:ams:ndfwpp:09-09)
by Anufriev, M. & Hommes, C.H. - Market Equilibria under Procedural Rationality (RePEc:ams:ndfwpp:09-11)
by Anufriev, M. & Bottazzi, G. - Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information (RePEc:ams:ndfwpp:10-01)
by Anufriev, M. & Arifovic, J. & Ledyard, D. & Panchenko, V. - The impact of short-selling constraints on financial market stability in a model with heterogeneous agents (RePEc:ams:ndfwpp:10-03)
by Anufriev, M. & Tuinstra, J. - Evolutionary Selection of Expectations in Positive and Negative Feedback Markets (RePEc:ams:ndfwpp:10-05)
by Anufriev, M. & Hommes, C.H. & Philipse, R. - Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments (RePEc:ams:ndfwpp:11-06)
by Anufriev, M. & Hommes, C.H. - Excess Covariance and Dynamic Instability in a Multi-Asset Model (RePEc:ams:ndfwpp:11-09)
by Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P. - Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules (RePEc:ams:ndfwpp:12-05)
by Anufriev, M. & Tuinstra, J. & Kopányi, D. - The impact of short-selling constraints on financial market stability in a heterogeneous agents model (RePEc:ams:ndfwpp:13-01)
by Anufriev, M. & Tuinstra, J. - Fund Choice Behavior and Estimation of Switching Models: An Experiment (RePEc:ams:ndfwpp:13-04)
by Anufriev, M. & Tuinstra, J. & Bao, T. - Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments (RePEc:ams:ndfwpp:15-07)
by Anufriev, M. & Hommes, C.H. & Makarewicz, T.A. - Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment (RePEc:ams:ndfwpp:15-09)
by Anufriev, M. & Bao, T. & Tuinstra, J. - Macroeconomics at the Service of Public Policy , by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press , Oxford , 2013 ), pp. xiv + 226 (RePEc:bla:ecorec:v:91:y:2015:i:292:p:127-129)
by Mikhail Anufriev - Asset Pricing with Heterogeneous Investment Horizons (RePEc:bpj:sndecm:v:16:y:2012:i:4:n:2)
by Anufriev Mikhail & Bottazzi Giulio - Dissonance Minimization and Conversation in Social Networks (RePEc:ces:ceswps:_9433)
by Mikhail Anufriev & Kirill Borissov & Mikhail Pakhnin - Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations (RePEc:cup:macdyn:v:17:y:2013:i:08:p:1574-1604_00)
by Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico - The role of information in a continuous double auction: An experiment and learning model (RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000914)
by Anufriev, Mikhail & Arifovic, Jasmina & Ledyard, John & Panchenko, Valentyn - Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1787-1835)
by Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca - Introduction to special issue on complexity in economics and finance (RePEc:eee:dyncon:v:33:y:2009:i:5:p:1019-1022)
by Anufriev, Mikhail & Branch, William A. - Asset prices, traders' behavior and market design (RePEc:eee:dyncon:v:33:y:2009:i:5:p:1073-1090)
by Anufriev, Mikhail & Panchenko, Valentyn - Excess covariance and dynamic instability in a multi-asset model (RePEc:eee:dyncon:v:36:y:2012:i:8:p:1142-1161)
by Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo - Learning cycles in Bertrand competition with differentiated commodities and competing learning rules (RePEc:eee:dyncon:v:37:y:2013:i:12:p:2562-2581)
by Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan - The impact of short-selling constraints on financial market stability in a heterogeneous agents model (RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543)
by Anufriev, Mikhail & Tuinstra, Jan - A laboratory experiment on the heuristic switching model (RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42)
by Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan - Oligopoly game: Price makers meet price takers (RePEc:eee:dyncon:v:91:y:2018:i:c:p:84-103)
by Anufriev, Mikhail & Kopányi, Dávid - Integrated modeling of extended agro-food supply chains: A systems approach (RePEc:eee:ejores:v:288:y:2021:i:3:p:852-868)
by Taghikhah, Firouzeh & Voinov, Alexey & Shukla, Nagesh & Filatova, Tatiana & Anufriev, Mikhail - Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions (RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255)
by Anufriev, Mikhail & Panchenko, Valentyn - Microfoundations for switching behavior in heterogeneous agent models: An experiment (RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99)
by Anufriev, Mikhail & Bao, Te & Tuinstra, Jan - Fee structure and mutual fund choice: An experiment (RePEc:eee:jeborg:v:158:y:2019:i:c:p:449-474)
by Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan - Asset price volatility and investment horizons: An experimental investigation (RePEc:eee:jeborg:v:193:y:2022:i:c:p:19-48)
by Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan - Dissonance minimization and conversation in social networks (RePEc:eee:jeborg:v:215:y:2023:i:c:p:167-191)
by Anufriev, Mikhail & Borissov, Kirill & Pakhnin, Mikhail - Individual evolutionary learning in repeated beauty contest games (RePEc:eee:jeborg:v:218:y:2024:i:c:p:550-567)
by Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn - Wealth-driven selection in a financial market with heterogeneous agents (RePEc:eee:jeborg:v:73:y:2010:i:3:p:327-358)
by Anufriev, Mikhail & Dindo, Pietro - Learning in two-dimensional beauty contest games: Theory and experimental evidence (RePEc:eee:jetheo:v:201:y:2022:i:c:s0022053122000072)
by Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn - Market equilibria under procedural rationality (RePEc:eee:mateco:v:46:y:2010:i:6:p:1140-1172)
by Anufriev, Mikhail & Bottazzi, Giulio - Fee structure, return chasing and mutual fund choice (RePEc:gro:rugsom:15006-eef)
by Anufriev, M. & Bao, Te & Sutin, Angelina R. & Tuinstra, Jan - Wealth-driven Selection in a Financial Market with Heterogeneous Agents (RePEc:hal:journl:hal-00763494)
by Mikhail Anufriev & Pietro Dindo - Planar Beauty Contests (RePEc:irv:wpaper:181907)
by Mikhail Anufriev & John Duffy & Valentyn Panchenko - Asset Price Volatility and Investment Horizons: An Experimental Investigation (RePEc:nad:wpaper:20200053)
by Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra - Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments (RePEc:oup:jeurec:v:17:y:2019:i:5:p:1538-1584.)
by Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz - Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies (RePEc:sce:scecf5:375)
by Giulio Bottazzi & Mikhail Anufriev - Behavioral Consistent Market Equilibria under Procedural Rationality (RePEc:sce:scecfa:225)
by Mikhail Anufriev & Giulio Bottazzi - Some reflections on past and future of nonlinear dynamics in economics and finance (RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9)
by Mikhail Anufriev & Davide Radi & Fabio Tramontana - Efficiency of continuous double auctions under individual evolutionary learning with full or limited information (RePEc:spr:joevec:v:23:y:2013:i:3:p:539-573)
by Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko - Evolutionary selection of expectations in positive and negative feedback markets (RePEc:spr:joevec:v:23:y:2013:i:3:p:663-688)
by Mikhail Anufriev & Cars Hommes & Raoul Philipse - Timing under individual evolutionary learning in a continuous double auction (RePEc:spr:joevec:v:28:y:2018:i:3:d:10.1007_s00191-017-0530-8)
by Michiel Leur & Mikhail Anufriev - Noisy Trading in the Large Market Limit (RePEc:spr:lnechp:978-3-540-28547-2_12)
by Mikhail Anufriev & Giulio Bottazzi - Heterogeneous Beliefs Under Different Market Architectures (RePEc:spr:lnechp:978-3-540-37249-3_1)
by Mikhail Anufriev & Valentyn Panchenko - Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model (RePEc:spr:lnechp:978-3-540-37249-3_19)
by Mikhail Anufriev & Pietro Dindo - Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment (RePEc:spr:lnechp:978-3-540-70556-7_4)
by Mikhail Anufriev & Cars Hommes - Asset Pricing Model with Heterogeneous Investment Horizons (RePEc:ssa:lemwps:2004/22)
by Mikhail Anufriev & Giulio Bottazzi - Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies (RePEc:ssa:lemwps:2004/23)
by Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto - Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders (RePEc:ssa:lemwps:2005/06)
by Mikhail Anufriev & Giulio Bottazzi - Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents (RePEc:ssa:lemwps:2005/27)
by Mikhail Anufriev - Wealth-driven Selection in a Financial Market with Heterogeneous Agents (RePEc:ssa:lemwps:2007/27)
by Mikhail Anufriev & Pietro Dindo - Planar Beauty Contests (RePEc:swe:wpaper:2019-06)
by Mikhail Anufriev & John Duffy & Valentyn Panchenko - Wealth-driven competition in a speculative financial market: examples with maximizing agents (RePEc:taf:quantf:v:8:y:2008:i:4:p:363-380)
by Mikhail Anufriev - Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations (RePEc:tin:wpaper:20090040)
by Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro - Planar Beauty Contests (RePEc:uts:ecowps:2019/10)
by Mikhail Anufriev & John Duffy & Valentyn Panchenko - Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments (RePEc:uts:ecowps:29)
by Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz - The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model (RePEc:uts:ecowps:3)
by Mikhail Anufriev & Jan Tuinstra - Fee structure, return chasing and mutual fund choice: an experiment (RePEc:uts:ecowps:30)
by Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra - Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment (RePEc:uts:ecowps:31)
by Mikhail Anufriev & Te Bao & Jan Tuinstra - Fee Structure and Mutual Fund Choice: An Experiment (RePEc:uts:ecowps:45)
by Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra - Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules (RePEc:uts:ecowps:8)
by Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra