Market selection and survival of investment strategies
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Publication:556404
DOI10.1016/j.jmateco.2003.10.006zbMath1118.91046OpenAlexW3125087379MaRDI QIDQ556404
Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Thorsten Hens, Rabah Amir
Publication date: 13 June 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.econ.uzh.ch/static/wp_iew/iewwp091.pdf
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- 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
- Do Markets Favor Agents able to Make Accurate Predictions?
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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