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

DOI10.1007/S11579-019-00254-WMaRDI QIDQ2175461zbMATH OpenOpenAlexWikidataFDO

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

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

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)

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Cites work

• scientific article; zbMATH DE number 3179081 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1006369 (Why is no real title available?)
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets
• Analysis of the rebalancing frequency in log-optimal portfolio selection
• Asset market games of survival: a synthesis of evolutionary and dynamic games
• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Competitive Optimality of Logarithmic Investment
• Elements of Information Theory
• Evolutionary stable stock markets
• Game-Theoretic Optimal Portfolios
• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
• Mathematical financial economics. A basic introduction

Cited in

(9)

• Asset market games of survival: a synthesis of evolutionary and dynamic games
• The asset market game
• Evolution and market behavior with endogenous investment rules
• An evolutionary finance model with a risk-free asset
• Globally evolutionarily stable portfolio rules
• Evolutionary portfolio selection with liquidity shocks
• An evolutionary finance model with short selling and endogenous asset supply
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets
• Social contagion and the survival of diverse investment styles

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