3 papers
physics.soc-ph2026
Wealth Inequality and Planetary Boundaries in a Stylized Agent-Based Model
Thomas Valade, Michael Benzaquen, Matthieu Cristelli +2
At the intersection of rising wealth inequality and intensifying environmental pressures, we investigate a reverse causal relationship that has received comparatively little attent…
econ.GN2020
V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model
Dhruv Sharma, Jean-Philippe Bouchaud, Stanislao Gualdi +2
We discuss the impact of a Covid-19--like shock on a simple model economy, described by the previously developed Mark-0 Agent-Based Model. We consider a mixed supply and demand sho…
q-fin.PM2018
Portfolio Construction Matters
Stefano Ciliberti, Stanislao Gualdi
The role of portfolio construction in the implementation of equity market neutral factors is often underestimated. Taking the classical momentum strategy as an example, we show tha…