Evolutionary finance and dynamic games

DOI10.1007/S11579-011-0053-2zbMath1275.91027OpenAlexW3124548184MaRDI QIDQ1938965

Thorsten Hens, Rabah Amir, L. Xu, Igor V. Evstigneev

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/95108/1/SSRN-id1536724.pdf

zbMATH Keywords

dynamic gamesstochastic gamesevolutionary financesurvival strategies

Mathematics Subject Classification ID

Noncooperative games (91A10) Other game-theoretic models (91A40) Dynamic games (91A25) Portfolio theory (91G10)

Related Items (10)

An evolutionary finance model with short selling and endogenous asset supply ⋮ A continuous-time asset market game with short-lived assets ⋮ Introduction to the special issue: Stochastic financial economics, Volume 1 ⋮ Capital Growth and Survival Strategies in a Market with Endogenous Prices ⋮ Behavioral equilibrium and evolutionary dynamics in asset markets ⋮ Asset market games of survival: a synthesis of evolutionary and dynamic games ⋮ An evolutionary finance model with a risk-free asset ⋮ Unbeatable strategies ⋮ Optimal growth strategies in a stochastic market model with endogenous prices ⋮ SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION

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