Evolutionary stability of portfolio rules in incomplete markets
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Publication:556401
DOI10.1016/J.JMATECO.2003.01.001zbMATH Open1118.91050OpenAlexW2133254737MaRDI QIDQ556401FDOQ556401
Authors: Thorsten Hens, Klaus R. Schenk-Hoppé 
Publication date: 13 June 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://curis.ku.dk/ws/files/32255581/0303.pdf
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Cited In (36)
- From discrete to continuous time evolutionary finance models
- On different aspects of portfolio optimization
- Evolutionary portfolio selection with liquidity shocks
- The asset market game
- Evolutionary stable stock markets
- On the principle of increasing complexity in portfolio formation on the stock exchange
- Competing in several areas simultaneously: the case of strategic asset markets
- The evolution of portfolio rules and the capital asset pricing model
- Evolution and market behavior with endogenous investment rules
- The reality game
- Social contagion and the survival of diverse investment styles
- Capital Growth and Survival Strategies in a Market with Endogenous Prices
- Market selection of constant proportions investment strategies in continuous time
- On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*
- Prices are macro-observables! stylized facts from evolutionary finance
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- A continuous-time asset market game with short-lived assets
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- An analysis of the effect of noise in a heterogeneous agent financial market model
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
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- On non-ergodic asset prices
- Evolution and market behavior
- Fixed-mix rules in an evolutionary market using a factor model for dividends
- Complex dynamics of an adnascent-type game model
- Performance of investment strategies in the absence of correct beliefs
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- Market selection and survival of investment strategies
- Mean-variance versus expected utility in dynamic investment analysis
- Phenomenological and ratio bifurcations of a class of discrete time stochastic processes
- An evolutionary approach to financial innovation
- Globally evolutionarily stable portfolio rules
- Procedural rationality, asset heterogeneity and market selection
- Evolutionary game theory: a renaissance
- Portfolio management without probabilities or statistics
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