Journal on Policy & Complex Systems Vol. 2, Issue 2, Fall 2015 | Page 67

Journal on Policy and Complex Systems
Browne , S . ( 2000 ). Risk-constrained dynamic active portfolio management . Management Science , 46 ( 9 ), 1188 – 1199 .
Cappiello , L ., Engle , R . F ., & Sheppard , K . ( 2006 ). Asymmetric dynamics in the correlations of global equity and bond returns . Journal of Financial Econometrics , 4 ( 4 ), 537 – 572 .
Chordia , T ., Roll , R ., & Subrahmanyam , A . ( 2001 ). Market liquidity and trading activity . The Journal of Finance , 56 ( 2 ), 501 – 530 .
Cui , B ., Wang , H ., Ye , K ., & Yan , J . ( 2012 ). Intelligent agent-assisted adaptive order simulation system in the artificial stock market . Expert Systems with Applications , 39 ( 10 ), 8890 – 8898 .
Darley , V ., & Outkin , A . V . ( 2007 ). NASDAQ market simulation : insights on a major market from the science of complex adaptive systems . Singapore : World Scientific Publishing Co ., Inc .
Faber , M ., ( 2010 ). Relative strength strategies for investing . Social Science Network . Retrieved from http :// papers . ssrn . com / sol3 / papers . cfm ? abstract _ id = 1585517 .
Farmer , J . D . ( 2001 ). Toward agent-based models for investment . Association for Investment Management and Research . Retrieved from http :// tuvalu . santafe . edu /~ jdf / papers / aimr . pdf .
Grinold , R ., & Kahn , R . ( 1999 ). Active portfolio management : A quantitative approach for producing superior returns and controlling risk . Columbus , OH : McGraw-Hill Education .
Guiso , L . ( 2008 ). Trusting the stock market . Journal of Finance , 63 ( 6 ), 2557 – 2600 .
Hadzikadic , M ., Carmichael , T ., & Curtin , C . ( 2010 ). Complex adaptive systems and game theory : An unlikely union . Complexity , 16 ( 1 ), 34 – 42 .
Hommes , C . H . ( 2006 ). Heterogeneous agent models in economics and finance . Handbook of Computational Economics , 2 , 1109 – 1186 .
Johnson , L ., Hadzikadic , M ., & Whitmeyer , J . ( 2013 ). The future engaging complexity and policy : Afghanistan citizen allegiance model . International Journal of Humanities and Social Science , 3 ( 10 ), 1 – 11 .
Kodia , Z ., Said , L . B ., & Ghedira , K . ( 2010 ). A study of stock market trading behavior and social interactions through a multi agent based simulation . KES- AMSTA 2010 II 6071 , pp . 302 – 311 .
Linn , S . C ., & Tay , N . S . ( 2007 ). Complexity and the character of stock returns : Empirical evidence and a model of asset prices based on complex investor
64