Investments in random environments
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Publication:1672930
DOI10.1016/j.physa.2007.11.029zbMath1402.91961arXiv0709.3630OpenAlexW2097009977WikidataQ62516543 ScholiaQ62516543MaRDI QIDQ1672930
Frank Schweitzer, Rubén Cantero-Álvarez, Jesús Emeterio Navarro-Barrientos, João F. Matias Rodrigues
Publication date: 11 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.3630
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Processes in random environments (60K37) Economic dynamics (91B55)
Related Items (2)
RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS ⋮ ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS
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