Individual Rationality as a Partial Impediment to Market Efficiency: Allocative Efficiency of Markets with Smart Traders

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InCollection{ChenTaiChie:2002:gagpcf,
  author =       "Shu-Heng Chen and Chung-Ching Tai and Bin-Tzong Chie",
  title =        "Individual Rationality as a Partial Impediment to
                 Market Efficiency: Allocative Efficiency of Markets
                 with Smart Traders",
  booktitle =    "Genetic Algorithms and Genetic Programming in
                 Computational Finance",
  publisher =    "Kluwer Academic Press",
  year =         "2002",
  editor =       "Shu-Heng Chen",
  chapter =      "17",
  pages =        "379--396?",
  keywords =     "genetic algorithms, genetic programming, Agent-Based
                 Double Auction Markets, Quote Limits, Alpha Value,
                 Allocative Efficiency",
  ISBN =         "0-7923-7601-3",
  URL =          "http://www.econ.iastate.edu/tesfatsi/shusmart.ps",
  URL =          "http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9",
  notes =        "part of \cite{chen:2002:gagpcf}",
  size =         "21 pages",
}

Genetic Programming entries for Shu-Heng Chen Chung-Ching Tai Bin-Tzong Chie

Citations