Evolutionary Finance
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Citations
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Cited by:
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2013.
"An evolutionary CAPM under heterogeneous beliefs,"
Annals of Finance,
Springer, vol. 9(2), pages 185-215, May.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2012. "An Evolutionary CAPM Under Heterogeneous Beliefs," Research Paper Series 315, Quantitative Finance Research Centre, University of Technology, Sydney.
- Anufriev, Mikhail & Bottazzi, Giulio, 2010.
"Market equilibria under procedural rationality,"
Journal of Mathematical Economics,
Elsevier, vol. 46(6), pages 1140-1172, November.
- Anufriev, M. & Bottazzi, G., 2009. "Market Equilibria under Procedural Rationality," CeNDEF Working Papers 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010.
"From discrete to continuous time evolutionary finance models,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(5), pages 913-931, May.
- Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, "undated". "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
- Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012.
"Excess covariance and dynamic instability in a multi-asset model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(8), pages 1142-1161.
- Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010.
"Market selection of constant proportions investment strategies in continuous time,"
Journal of Mathematical Economics,
Elsevier, vol. 46(2), pages 248-266, March.
- Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "Market Selection of Constant Proportions Investment Strategies in Continuous Time," Swiss Finance Institute Research Paper Series 08-29, Swiss Finance Institute.
- Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006.
"Evolutionary stable stock markets,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 449-468, January.
- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Evolutionary Stable Stock Markets," IEW - Working Papers 170, Institute for Empirical Research in Economics - University of Zurich.
- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics.
More about this item
Keywords
Evolutionary Finance; Wealth Dynamics; Market Interaction;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-07-30 (All new papers)
- NEP-CMP-2008-07-30 (Computational Economics)
- NEP-EVO-2008-07-30 (Evolutionary Economics)
- NEP-FMK-2008-07-30 (Financial Markets)
- NEP-ORE-2008-07-30 (Operations Research)
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