Relative growth optimal strategies in an asset market game

DOI10.1007/s10436-020-00360-6zbMath1461.91297arXiv1908.01171OpenAlexW3009338186MaRDI QIDQ2022934

Yaroslav Drokin, Mikhail Zhitlukhin

Publication date: 3 May 2021

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.01171

zbMATH Keywords

martingale convergenceevolutionary financeasset market gamerelative growth optimal strategy

Mathematics Subject Classification ID

Applications of game theory (91A80) Evolutionary games (91A22) Financial markets (91G15)

Related Items (4)

A continuous-time asset market game with short-lived assets ⋮ Asymptotic minimization of expected time to reach a large wealth level in an asset market game ⋮ Capital Growth and Survival Strategies in a Market with Endogenous Prices ⋮ SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION

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