Performance of investment strategies in the absence of correct beliefs

DOI10.1007/s10203-012-0133-7zbMath1273.91416OpenAlexW2026729790MaRDI QIDQ354664

Çisem Bektur

Publication date: 19 July 2013

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-012-0133-7

zbMATH Keywords

random dynamical systemsevolutionary financeKelly rule

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Portfolio theory (91G10)

Related Items (1)

Long-run heterogeneity in an exchange economy with fixed-mix traders

Cites Work

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• Almost sure Nash equilibrium strategies in evolutionary models of asset markets
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• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Evolution and market behavior
• Evolutionary stable stock markets
• Game-Theoretic Optimal Portfolios
• Competitive Optimality of Logarithmic Investment
• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY

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