Evolutionary stable stock markets

From MaRDI portal
Revision as of 07:44, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2580974

DOI10.1007/s00199-005-0607-8zbMath1086.91027OpenAlexW3122922892MaRDI QIDQ2580974

Thorsten Hens, Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev

Publication date: 10 January 2006

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/95113/1/ZORA_NL_95113.pdf




Related Items (23)

Evolutionary portfolio selection with liquidity shocksAn evolutionary finance model with short selling and endogenous asset supplyA continuous-time asset market game with short-lived assetsEvolutionary game theory: a renaissanceItchy feet vs cool heads: flow of funds in an agent-based financial marketPerformance of investment strategies in the absence of correct beliefsNash equilibrium strategies and survival portfolio rules in evolutionary models of asset marketsFIXED-MIX RULES IN AN EVOLUTIONARY MARKET USING A FACTOR MODEL FOR DIVIDENDSMarket equilibria under procedural rationalitySocial contagion and the survival of diverse investment stylesQUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETSEvolutionary finance and dynamic gamesLocal stability analysis of a stochastic evolutionary financial market model with a risk-free assetCapital Growth and Survival Strategies in a Market with Endogenous PricesPhenomenological and ratio bifurcations of a class of discrete time stochastic processesAsset market games of survival: a synthesis of evolutionary and dynamic gamesGlobally evolutionarily stable portfolio rulesAlmost sure Nash equilibrium strategies in evolutionary models of asset marketsFrom discrete to continuous time evolutionary finance modelsMarket selection of constant proportions investment strategies in continuous timeLong-run heterogeneity in an exchange economy with fixed-mix tradersMomentum and reversal in financial markets with persistent heterogeneityLinearization and local stability of random dynamical systems






This page was built for publication: Evolutionary stable stock markets