Market selection of constant proportions investment strategies in continuous time
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Publication:2267531
DOI10.1016/j.jmateco.2009.11.011zbMath1202.91303OpenAlexW3022987717WikidataQ57949667 ScholiaQ57949667MaRDI QIDQ2267531
Klaus Reiner Schenk-Hoppé, Jan Palczewski
Publication date: 1 March 2010
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/79164/1/cts.pdf
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Related Items (4)
A continuous-time asset market game with short-lived assets ⋮ Procedural rationality, asset heterogeneity and market selection ⋮ From discrete to continuous time evolutionary finance models ⋮ SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION
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