Evolutionary stable stock markets
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Publication:2580974
DOI10.1007/S00199-005-0607-8zbMATH Open1086.91027OpenAlexW3122922892MaRDI QIDQ2580974FDOQ2580974
Igor V. Evstigneev, Thorsten Hens, Klaus R. Schenk-Hoppé
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
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- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
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- Long-run heterogeneity in an exchange economy with fixed-mix traders
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- Optimal growth strategies in a stochastic market model with endogenous prices
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
- Evolution and anti-evolution in a minimal stock market model
- Social contagion and the survival of diverse investment styles
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Market selection of constant proportions investment strategies in continuous time
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
- Momentum and reversal in financial markets with persistent heterogeneity
- A continuous-time asset market game with short-lived assets
- Market equilibria under procedural rationality
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
- Evolution and market behavior
- Performance of investment strategies in the absence of correct beliefs
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- Evolutionary stability of portfolio rules in incomplete markets
- Phenomenological and ratio bifurcations of a class of discrete time stochastic processes
- Globally evolutionarily stable portfolio rules
- Evolutionary game theory: a renaissance
- Evolutionary finance and dynamic games
- An evolutionary finance model with short selling and endogenous asset supply
- Linearization and local stability of random dynamical systems
- An evolutionary alternative to rational expectations models of stock markets
- FIXED-MIX RULES IN AN EVOLUTIONARY MARKET USING A FACTOR MODEL FOR DIVIDENDS
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