DRIVING FORCE IN INVESTMENT

DOI10.1142/S0219024900000498MaRDI QIDQ4522653zbMATH OpenOpenAlexFDO

Authors Andrea Capocci, Yi-Cheng Zhang

Publication date 2 January 2001

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9912330

zbMATH Keywords

diversificationfinancial marketsinvestment strategy

Mathematics Subject Classification ID

Abstract: We study investment strategy in different models of financial markets, where the investors cannot reach a perfect knowledge about available assets. The investor spends a certain effort to get information; this allows him to better choose the investment strategy, and puts a selective pressure upon assets. The best strategy is then a compromise between diversification and effort to get information.

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(6)

• Influence of Marketing of Territories on Increase of Investment Activity
• Market ecology of active and passive investors
• Adaptive investment strategies for different scenarios.
• Market collective wisdom discovery for portfolio investments
• Information driving force and its application in agent-based modeling
• Who consults investment analysts?

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