Almost sure Nash equilibrium strategies in evolutionary models of asset markets
DOI10.1007/S00186-010-0344-ZzbMATH Open1217.91013OpenAlexW2007452950MaRDI QIDQ532532FDOQ532532
Authors: L. Xu, Igor V. Evstigneev, Wael Bahsoun 
Publication date: 5 May 2011
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0344-z
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Cites Work
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- Title not available (Why is that?)
- Competitive Optimality of Logarithmic Investment
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Evolutionary stable stock markets
- Game-Theoretic Optimal Portfolios
- The return on investment from proportional portfolio strategies
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Globally evolutionarily stable portfolio rules
- Products of trees for investment analysis
- Analysis of the rebalancing frequency in log-optimal portfolio selection
Cited In (11)
- Nash Equilibrium in a Game of Calibration
- The asset market game
- Market selection of constant proportions investment strategies in continuous time
- Nash equilibria for relative investors via no-arbitrage arguments
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
- Behavioral equilibrium and evolutionary dynamics in asset markets
- Numerical simulation of a diffusion type evolutionary stock market model
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- A new approach on studying the stability of evolutionary game dynamics for financial systems
- Performance of investment strategies in the absence of correct beliefs
- Towards evolutionary game models of financial markets
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