Distribution of investments in the stock market, information types, and algorithmic complexity

DOI10.1134/S0032946006030082zbMATH Open1237.91209OpenAlexW1969636381MaRDI QIDQ415678FDOQ415678

Authors: V. P. Maslov, Vladimir V. V'yugin 

Publication date: 9 May 2012

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946006030082

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Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

Cites Work

• Title not available (Why is that?)
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• Combinatorial foundations of information theory and the calculus of probabilities
• Probability and finance. It's only a game!
• Papers on probability, statistics and statistical physics. Ed. by R. D. Rosenkrantz.

Cited In (4)

• A sufficient condition for a riskless distribution of investments
• On the principle of increasing complexity in portfolio formation on the stock exchange
• Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits*
• The complexity of an investment competition dynamical model with imperfect information in a security market

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