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

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+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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+Evolution and market behavior
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+Portfolio choice and the Bayesian Kelly criterion
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+Universal Portfolios
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+MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
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+Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
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+Evolutionary stability of portfolio rules in incomplete markets
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+https://doi.org/10.1142/s0219024907004627
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