The following pages link to (Q3847797):
Displaying 50 items.
- Performance of investment strategies in the absence of correct beliefs (Q354664) (← links)
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- The regime switching portfolios (Q538326) (← links)
- The value of information for populations in varying environments (Q540576) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- Market selection and survival of investment strategies (Q556404) (← links)
- A note on constant proportion trading strategies (Q635503) (← links)
- On the rate of convergence of the St. Petersburg game (Q653797) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- Limits to rational learning (Q893386) (← links)
- Jarzynski-type equalities in gambling: role of information in capital growth (Q895500) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- Capital growth with security (Q951507) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Identifying winners of competitive events: a SVM-based classification model for horserace prediction (Q1027543) (← links)
- Empirical Bayes stock market portfolios (Q1083349) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Growth-security profiles in capital accumulation under risk (Q1176863) (← links)
- Evolution and market behavior (Q1196190) (← links)
- Decision policies minimizing risk in a multistage betting game (Q1213836) (← links)
- How one gambles if one must: Effects of differing return rates on multistage betting decisions (Q1243262) (← links)
- On the survival of branching processes in random environments (Q1254035) (← links)
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting (Q1313146) (← links)
- A conversation with Leo Breiman. (Q1431203) (← links)
- Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
- Simulated annealing algorithm for optimal capital growth (Q1782909) (← links)
- High-risk and competitive investment models (Q1854797) (← links)
- Evolutionary finance and dynamic games (Q1938965) (← links)
- Investment behavior under Knightian uncertainty -- an evolutionary approach (Q1960562) (← links)
- Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements (Q1991144) (← links)
- Relative growth optimal strategies in an asset market game (Q2022934) (← links)
- An evolutionary finance model with a risk-free asset (Q2022939) (← links)
- A continuous-time asset market game with short-lived assets (Q2153526) (← links)
- Adaptive bet-hedging revisited: considerations of risk and time horizon (Q2173381) (← links)
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets (Q2175461) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- Behavioral equilibrium and evolutionary dynamics in asset markets (Q2222217) (← links)
- The market organism: Long-run survival in markets with heterogeneous traders (Q2270558) (← links)
- The reality game (Q2270564) (← links)
- A kernel-based trend pattern tracking system for portfolio optimization (Q2287718) (← links)
- Momentum and reversal in financial markets with persistent heterogeneity (Q2292037) (← links)
- A counterexample to the \textit{Fortune's formula} investing method (Q2314626) (← links)
- Economic Darwinism: Who has the best probabilities? (Q2370084) (← links)
- Pure and randomized equilibria in the stochastic von Neumann-Gale model (Q2384446) (← links)
- Subtle price discrimination and surplus extraction under uncertainty (Q2452227) (← links)
