Investment behavior under Knightian uncertainty - An evolutionary approach
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 23 (1999)
Issue (Month): 9-10 (September)
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Web page: http://www.elsevier.com/locate/jedc
Other versions of this item:
- Terje Lensberg & Business Administration, . "Investment Behaviour Under Knightian Uncertainty - an Evolutionary Approach," Computing in Economics and Finance 1997 144, Society for Computational Economics.
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- Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006.
"On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach,"
Swiss Finance Institute Research Paper Series
06-38, Swiss Finance Institute.
- Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Department of Business and Management Science, Norwegian School of Economics.
- Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy.
- Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
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