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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Cites Work
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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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