Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets

DOI10.1007/S11579-019-00254-WzbMATH Open1437.91046OpenAlexW2751742693WikidataQ126419645 ScholiaQ126419645MaRDI QIDQ2175461FDOQ2175461

Sergei Belkov, L. Xu, Igor V. Evstigneev, Thorsten Hens

Publication date: 29 April 2020

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

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/nash-equilibrium-strategies-and-survival-portfolio-rules-in-evolutionary-models-of-asset-markets(b124bc30-ec43-4b53-957a-8601e2c60227).html

Recommendations

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zbMATH Keywords

random dynamical systemsstochastic gamesevolutionary financecapital growth theory

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10) Financial markets (91G15) Stochastic games, stochastic differential games (91A15)

Cites Work

• Elements of Information Theory
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• Competitive Optimality of Logarithmic Investment
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• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Evolutionary stable stock markets
• Game-Theoretic Optimal Portfolios
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• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets
• Asset market games of survival: a synthesis of evolutionary and dynamic games
• Analysis of the rebalancing frequency in log-optimal portfolio selection
• Mathematical financial economics. A basic introduction

Cited In (5)

• The asset market game
• Evolution and market behavior with endogenous investment rules
• Social contagion and the survival of diverse investment styles
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets
• Globally evolutionarily stable portfolio rules

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