Items where Division is "Faculty of Science and Health > Computer Science and Electronic Engineering, School of > Centre for Computational Finance and Economic Agents" and Year is 2012

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Number of items: 4.

K

Khuman, Anil and Phelps, Steve and Constantinou, Nick (2012) Constant Proportion Portfolio Insurance Strategies under Cumulative Prospect Theory with Reference Point Adaptation. Working Paper. EBS Working Papers, Colchester.

P

Palit, Imon and Phelps, Steve and Ng, Wing Lon (2012) Can a zero-intelligence plus model explain the stylized facts of financial time series data? In: AAMAS '12 Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2. International Foundation for Autonomous Agents and Multiagent Systems, pp. 653-660. ISBN 9780981738123.

Peng, Yue and Ng, Wing Lon (2012) Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. Annals of Finance, 8 (1). pp. 49-74. DOI https://doi.org/10.1007/s10436-011-0181-y

Phelps, Steve (2012) Emergence of social networks via direct and indirect reciprocity. Autonomous Agents and Multi-Agent Systems. DOI https://doi.org/10.1007/s10458-012-9207-8

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