I was wondering if there are any experiments of financial games (laboratory games under controlled circumstances like Plott and Sunder's Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets in 1988) with just one player? I'm not really interested in the outcomes of such an experiment, but rather on how should it be designed. How many assets should there be? Is it fine for the price to distribute just like a normal distribution (with mean on price*(1+expected return)). How many periods are fine? And so on.


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