If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
From MaRDI portal
Publication:3418478
Recommendations
- Belief heterogeneity and survival in incomplete markets
- Market selection when markets are incomplete
- Market selection in large economies: a matter of luck
- Market selection with learning and catching up with the Joneses
- Comment on If you're so smart, why aren't you rich? Belief selection in complete and incomplete markets
Cited in
(64)- Optimal growth strategies in a stochastic market model with endogenous prices
- Recursive equilibrium with price perfect foresight and a minimal state space
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors
- Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Irrationality-proofness: markets versus games
- Social contagion and the survival of diverse investment styles
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
- Evolutionary stability of portfolio rules in incomplete markets
- Market selection and survival of investment strategies
- Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Market selection with an endogenous state
- Survival in Cournot games
- Survival with ambiguity
- The wisdom of the crowd in dynamic economies
- Belief heterogeneity and survival in incomplete markets
- Are inefficient entrepreneurs driven out of the market?
- The market organism: Long-run survival in markets with heterogeneous traders
- Self-enforcement, heterogeneous agents, and long-run survival
- Market selection when markets are incomplete
- Evolution and market behavior with endogenous investment rules
- Are biased beliefs fit to survive? An experimental test of the market selection hypothesis
- Rational expectations and monopolistic trades
- Wealth share analysis with ``fundamentalist/chartist heterogeneous agents
- Market selection in large economies: a matter of luck
- Internal rationality, imperfect market knowledge and asset prices
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- A continuous-time asset market game with short-lived assets
- A case for incomplete markets
- Relative growth optimal strategies in an asset market game
- The ecological rationality of decision criteria
- Market selection with idiosyncratic uncertainty
- More hedging instruments may destabilize markets
- Comment on If you're so smart, why aren't you rich? Belief selection in complete and incomplete markets
- Markets do not select for a liquidity preference as behavior towards risk
- Survival in speculative markets
- Globally evolutionarily stable portfolio rules
- Ambiguity attitudes and self-confirming equilibrium in sequential games
- Market selection with learning and catching up with the Joneses
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- Market selection and learning under model misspecification
- Ambiguity aversion in the long run: ``to disagree, we must also agree
- Evolutionary game theory: a renaissance
- Survival investment strategies in a continuous-time market model with competition
- Economic Darwinism: Who has the best probabilities?
- Market selection: hungry misers and bloated bankrupts
- Evolutionary portfolio selection with liquidity shocks
- Evolution of heterogeneous beliefs and asset overvaluation
- Heterogeneity and learning with complete markets
- Price probabilities: a class of Bayesian and non-Bayesian prediction rules
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- Market selection
- Existence of an equilibrium for infinite horizon economies with and without complete information
- Loss aversion, survival and asset prices
- The dynamics of efficient asset trading with heterogeneous beliefs
- Momentum and reversal in financial markets with persistent heterogeneity
- Market power, survival and accuracy of predictions in financial markets
- Drift criteria for persistence of discrete stochastic processes on the line
- The evolution of portfolio rules and the capital asset pricing model
- Market selection of constant proportions investment strategies in continuous time
This page was built for publication: If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3418478)
