The following pages link to Game-Theoretic Optimal Portfolios (Q3795445):
Displaying 15 items.
- Performance of investment strategies in the absence of correct beliefs (Q354664) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets (Q532532) (← links)
- An approach to simple bargaining games and related problems (Q1408730) (← links)
- Lose oneself in comparison: an investment and consumption game between two agents (Q2060544) (← links)
- Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
- Adaptive bet-hedging revisited: considerations of risk and time horizon (Q2173381) (← links)
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets (Q2175461) (← links)
- Game-theoretic optimal portfolios for jump diffusions (Q2183976) (← links)
- Some Aspects of Information Theory in Gambling and Economics (Q2950558) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
- (Q5288318) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Online Portfolio Optimization with Risk Control (Q6084585) (← links)
