A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
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Publication:3498244
DOI10.1142/S0219024907004627zbMath1152.91488OpenAlexW3121354697MaRDI QIDQ3498244
Publication date: 28 May 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024907004627
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Cites Work
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- Evolutionary stability of portfolio rules in incomplete markets
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Evolution and market behavior
- Portfolio choice and the Bayesian Kelly criterion
- Universal Portfolios
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
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