Performance of investment strategies in the absence of correct beliefs
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Publication:354664
DOI10.1007/S10203-012-0133-7zbMATH Open1273.91416OpenAlexW2026729790MaRDI QIDQ354664FDOQ354664
Authors: 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
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Cites Work
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- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- SRB measures for certain Markov processes
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- Market selection and survival of investment strategies
- Globally evolutionarily stable portfolio rules
Cited In (7)
- Characterizing the Strategic Impact of Misspecified Beliefs
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*
- DRIVING FORCE IN INVESTMENT
- Firms can benefit from inaccurate market beliefs
- Fooled by Randomness: Investor Perception of Fund Manager Skill*
- Market selection and survival of investment strategies
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