Evolutionary stable stock markets
From MaRDI portal
Publication:2580974
DOI10.1007/s00199-005-0607-8zbMath1086.91027MaRDI QIDQ2580974
Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev
Publication date: 10 January 2006
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/95113/1/ZORA_NL_95113.pdf
91B26: Auctions, bargaining, bidding and selling, and other market models
Related Items
Performance of investment strategies in the absence of correct beliefs, Almost sure Nash equilibrium strategies in evolutionary models of asset markets, Market equilibria under procedural rationality, Phenomenological and ratio bifurcations of a class of discrete time stochastic processes, Evolutionary portfolio selection with liquidity shocks, Globally evolutionarily stable portfolio rules, From discrete to continuous time evolutionary finance models, Evolutionary finance and dynamic games, Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset, Market selection of constant proportions investment strategies in continuous time, Linearization and local stability of random dynamical systems, FIXED-MIX RULES IN AN EVOLUTIONARY MARKET USING A FACTOR MODEL FOR DIVIDENDS, QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS