A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL (Q3498244): Difference between revisions

@@ Property / cites work @@
+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
+Normal rank
@@ Property / cites work @@
+Q4836474
@@ Property / cites work: Q4836474 / rank @@
+Normal rank
@@ Property / cites work @@
+Evolution and market behavior
@@ Property / cites work: Evolution and market behavior / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio choice and the Bayesian Kelly criterion
@@ Property / cites work: Portfolio choice and the Bayesian Kelly criterion / rank @@
+Normal rank
@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
+Normal rank
@@ Property / cites work @@
+Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
+Normal rank
@@ Property / cites work @@
+Evolutionary stability of portfolio rules in incomplete markets
+Normal rank
@@ Property / cites work @@
+Q3410215
@@ Property / cites work: Q3410215 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024907004627
+Normal rank
@@ Property / OpenAlex ID @@
+W3121354697
@@ Property / OpenAlex ID: W3121354697 / rank @@
+Normal rank