A multi-agent simulation of investment choice in the P2P lending market with bankruptcy risk.
Jiajia LiuJichang DongPublished in: J. Simulation (2022)
Keyphrases
- multi agent simulation
- risk aversion
- investment decisions
- portfolio management
- financial data
- investment strategies
- asset allocation
- decision making
- risk averse
- market data
- risk neutral
- multi agent
- risk management
- financial institutions
- bankruptcy prediction
- utility function
- optimal portfolio
- credit risk
- stock market
- chance discovery
- black scholes
- portfolio optimization
- expected utility
- portfolio selection
- financial crisis
- risk evaluation
- financial ratios
- risk analysis
- key factors
- risk measures
- option pricing
- competitive market
- stock price
- decision makers
- financial information
- electronic markets
- financial markets
- pricing schemes
- market share
- return on investment
- listed companies
- stock exchange
- evaluation method
- life cycle