Evolutionary stability of portfolio rules in incomplete markets
From MaRDI portal
Publication:556401
Recommendations
Cites work
- scientific article; zbMATH DE number 3179081 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- scientific article; zbMATH DE number 744037 (Why is no real title available?)
- An algorithm for maximizing expected log investment return
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Do Markets Favor Agents able to Make Accurate Predictions?
- Evolution and market behavior
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
- RANDOM DYNAMICAL SYSTEMS IN ECONOMICS
- Sample-path stability of non-stationary dynamic economic systems
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The logic of animal conflict
- Universal Portfolios
Cited in
(36)- Market selection and survival of investment strategies
- The asset market game
- Evolution and market behavior with endogenous investment rules
- Evolutionary stable stock markets
- Competing in several areas simultaneously: the case of strategic asset markets
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
- A continuous-time asset market game with short-lived assets
- Prices are macro-observables! stylized facts from evolutionary finance
- Performance of investment strategies in the absence of correct beliefs
- Mean-variance versus expected utility in dynamic investment analysis
- Portfolio management without probabilities or statistics
- An evolutionary approach to financial innovation
- Updating wealth in an asset pricing model with heterogeneous agents
- Globally evolutionarily stable portfolio rules
- On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL
- The reality game
- Procedural rationality, asset heterogeneity and market selection
- Evolutionary game theory: a renaissance
- On non-ergodic asset prices
- Evolutionary portfolio selection with liquidity shocks
- Evolution and market behavior
- Asymptotic minimization of expected time to reach a large wealth level in an asset market game
- On the principle of increasing complexity in portfolio formation on the stock exchange
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Market equilibria under procedural rationality
- Phenomenological and ratio bifurcations of a class of discrete time stochastic processes
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- From discrete to continuous time evolutionary finance models
- On different aspects of portfolio optimization
- Complex dynamics of an adnascent-type game model
- An analysis of the effect of noise in a heterogeneous agent financial market model
- Social contagion and the survival of diverse investment styles
- The evolution of portfolio rules and the capital asset pricing model
- Fixed-mix rules in an evolutionary market using a factor model for dividends
- Market selection of constant proportions investment strategies in continuous time
This page was built for publication: Evolutionary stability of portfolio rules in incomplete markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q556401)
