A Study on the Market Impact of the Rule for Investment Diversification at the Time of a Market Crash using a Multi-Agent Simulation

Atsushi NOZAKI  Takanobu MIZUTA  Isao YAGI  

Publication:   IEICE TRANSACTIONS on Information and Systems
Publicized: 2017/09/15
DOI: 10.1587/transinf.2016AGP0003
Full Text: PDF(1.1MB)