On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*

DOI10.1093/ROF/RFM003zbMath1183.91199OpenAlexW2073349359MaRDI QIDQ5439979

Terje Lensberg, Klaus Reiner Schenk-Hoppé

Publication date: 30 January 2008

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/163853

zbMATH Keywords

genetic programmingevolutionary financeKelly ruleDarwinian model

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10) Mathematical sociology (including anthropology) (91D99) Actuarial science and mathematical finance (91G99)

Related Items (3)

Social contagion and the survival of diverse investment styles ⋮ Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset ⋮ The strategic exploitation of limited information and opportunity in networked markets

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