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Evolutionary stability of portfolio rules in incomplete markets Author info | Abstract | Publisher info | Download info | Related research | Statistics Hens, Thorsten
Schenk-Hoppe, Klaus Reiner
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Article provided by Elsevier in its journal Journal of Mathematical Economics .
Volume (Year): 41 (2005)
Issue (Month): 1-2 (February)
Pages: 43-66
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Handle: RePEc:eee:mateco:v:41:y:2005:i:1-2:p:43-66Contact details of provider: Web page: http://www.elsevier.com/locate/jmateco
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Hakansson, Nils H, 1970.
"Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions ,"
Econometrica ,
Econometric Society, vol. 38(5), pages 587-607, September.
[Downloadable!] (restricted)
Sciubba, E., 1999.
"The Evolution of Portfolio Rules and the Capital Asset Pricing Model ,"
Cambridge Working Papers in Economics
9909, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Blume, Lawrence & Easley, David, 1992.
"Evolution and market behavior ,"
Journal of Economic Theory ,
Elsevier, vol. 58(1), pages 9-40, October.
[Downloadable!] (restricted)
Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
"Market Selection of Financial Trading Strategies: Global Stability ,"
IEW - Working Papers
iewwp083, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Mikhail Anufriev & Giulio Bottazzi, 2006.
"Behavioral Consistent Market Equilibria under Procedural Rationality ,"
Computing in Economics and Finance 2006
225, Society for Computational Economics.
[Downloadable!]
Dmitriy Cherkashin & J. Doyne Farmer & Seth Lloyd, 2009.
"The Reality Game ,"
Quantitative Finance Papers
0902.0100, arXiv.org, revised Feb 2009.
[Downloadable!]
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 Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
Other versions: William Brock & Cars Hommes & Florian Wagener, 2006.
"More Hedging Instruments may destablize Markets ,"
Tinbergen Institute Discussion Papers
06-080/1, Tinbergen Institute, revised 30 Apr 2008.
[Downloadable!]
Other versions:
Florian Wagener & Cars Hommes & William Brock, 2006.
"More hedging instruments may destabilize markets ,"
Working Papers
wp06-11, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006.
"More hedging instruments may destabilize markets ,"
CeNDEF Working Papers
06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
[Downloadable!] Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
"More hedging instruments may destabilize markets ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 33(11), pages 1912-1928, November.
[Downloadable!] (restricted) Carl Chiarella & Xue-Zhong He & Min Zheng, 2007.
"The Stochastic Dynamics of Speculative Prices ,"
Research Paper Series
208, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Mikhail Anufriev & Giulio Bottazzi, 2005.
"Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders ,"
LEM Papers Series
2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
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