On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
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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.
References listed on IDEAS
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Citations
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Cited by:
- Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
- Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015.
"Costs and benefits of financial regulation: Short-selling bans and transaction taxes,"
Journal of Banking & Finance, Elsevier, vol. 51(C), pages 103-118.
- Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley, 2012. "Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes," Swiss Finance Institute Research Paper Series 12-27, Swiss Finance Institute.
- 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 (IfW).
- Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012. "Costs and Benefits of Speculation," Discussion Papers 2012/12, Norwegian School of Economics, Department of Business and Management Science.
- Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
- Dan Ladley & Seth Bullock, 2008. "The Strategic Exploitation of Limited Information and Opportunity in Networked Markets," Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 295-315, October.
- H. Allen Orr, 2018. "Evolution, finance, and the population genetics of relative wealth," Journal of Bioeconomics, Springer, vol. 20(1), pages 29-48, April.
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More about this item
Keywords
Evolutionary finance; portfolio choice; asset pricing; genetic programming;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBE-2007-01-02 (Cognitive & Behavioural Economics)
- NEP-CMP-2007-01-02 (Computational Economics)
- NEP-EVO-2007-01-02 (Evolutionary Economics)
- NEP-KNM-2007-01-02 (Knowledge Management & Knowledge Economy)
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