Evolutionary stable stock markets
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Publication:2580974
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(37)- Optimal growth strategies in a stochastic market model with endogenous prices
- Evolutionary stability of portfolio rules in incomplete markets
- Escaping the Brownian stalkers
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
- Linearization and local stability of random dynamical systems
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- Is more memory in evolutionary selection (de)stabilizing?
- Construction of different types of dynamics in an evolutionary model of trades in the stock market
- The stock market sentiment as a dynamical system
- Simulations of evolutionary models of a stock market
- An evolutionary alternative to rational expectations models of stock markets
- A continuous-time asset market game with short-lived assets
- Evolution and anti-evolution in a minimal stock market model
- Performance of investment strategies in the absence of correct beliefs
- Globally evolutionarily stable portfolio rules
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
- Evolutionary game theory: a renaissance
- Numerical simulation of a diffusion type evolutionary stock market model
- Evolutionary portfolio selection with liquidity shocks
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- Evolution and market behavior
- An evolutionary finance model with short selling and endogenous asset supply
- Evolutionary finance and dynamic games
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Market equilibria under procedural rationality
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
- Phenomenological and ratio bifurcations of a class of discrete time stochastic processes
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- Evolutionary model of stock markets
- From discrete to continuous time evolutionary finance models
- Momentum and reversal in financial markets with persistent heterogeneity
- Social contagion and the survival of diverse investment styles
- The evolution of portfolio rules and the capital asset pricing model
- Fixed-mix rules in an evolutionary market using a factor model for dividends
- Market selection of constant proportions investment strategies in continuous time
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
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