Asset market games of survival: a synthesis of evolutionary and dynamic games
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Cited in
(25)- Wealth share analysis with ``fundamentalist/chartist heterogeneous agents
- On a Diffusion Approximation of a Prediction Game
- The asset market game
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- Unbeatable strategies
- Relative growth optimal strategies in an asset market game
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
- Asymptotic minimization of expected time to reach a large wealth level in an asset market game
- Behavioral equilibrium and evolutionary dynamics in asset markets
- Survival investment strategies in a continuous-time market model with competition
- Momentum and reversal in financial markets with persistent heterogeneity
- A continuous-time asset market game with short-lived assets
- Differential game with discrete stopping time
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions
- A new approach on studying the stability of evolutionary game dynamics for financial systems
- An evolutionary finance model with a risk-free asset
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- A differential game with the possibility of early termination
- The market organism: Long-run survival in markets with heterogeneous traders
- Procedural rationality, asset heterogeneity and market selection
- Evolutionary finance and dynamic games
- An evolutionary finance model with short selling and endogenous asset supply
- Towards evolutionary game models of financial markets
- Differential game with discrete stopping time
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