Recommendations
- Evolutionary finance and dynamic games
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- Globally evolutionarily stable portfolio rules
- Asset market games of survival: a synthesis of evolutionary and dynamic games
Cites work
- scientific article; zbMATH DE number 3835792 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- A finite population ESS and a long run equilibrium in an n players coordination game
- A theory of money and financial institutions: fiat money and noncooperative equilibrium in a closed economy
- An evolutionary interpretation of Van Huyck, Battalio, and Beil's experimental results on coordination
- Competitive Optimality of Logarithmic Investment
- Evolution and market behavior
- Evolutionary stability of portfolio rules in incomplete markets
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Learning, Mutation, and Long Run Equilibria in Games
- Nash competitive equilibria and two-period fund separation
- Pollination and reward: A game-theoretic approach
- Portfolio Analysis in a Stable Paretian Market
- The Evolution of Conventions
- The evolutionary stability of perfectly competitive behavior
- Why imitate, and if so, how? A boundedly rational approach to multi-armed bandits
Cited in
(12)- Evolutionary stable stock markets
- Competing in several areas simultaneously: the case of strategic asset markets
- The reality game
- Relative growth optimal strategies in an asset market game
- Behavioral equilibrium and evolutionary dynamics in asset markets
- Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model
- A continuous-time asset market game with short-lived assets
- scientific article; zbMATH DE number 5589330 (Why is no real title available?)
- Simple games of market manipulation
- Evolutionary stability of portfolio rules in incomplete markets
- Globally evolutionarily stable portfolio rules
- Evolutionary game theory: a renaissance
This page was built for publication: The asset market game
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q556402)
