Evolution and market behavior with endogenous investment rules

DOI10.1016/j.jedc.2014.08.012zbMath1402.91938OpenAlexW2169930336MaRDI QIDQ1991938

Giulio Bottazzi, Pietro Dindo

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/89485

zbMATH Keywords

asset pricingevolutionary financeKelly rulemarket selectionprice feedbacks

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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Cites Work

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• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Globally evolutionarily stable portfolio rules
• Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
• Evolution and market behavior
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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• Agent-based computational finance: Suggested readings and early research
• The market organism: Long-run survival in markets with heterogeneous traders
• IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?
• If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
• Do Markets Favor Agents able to Make Accurate Predictions?
• Asset price and wealth dynamics under heterogeneous expectations
• STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS
• Complex Analysis

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