Investment Behaviour Under Knightian Uncertainty - an Evolutionary Approach
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- Lensberg, Terje, 1999. "Investment behavior under Knightian uncertainty - An evolutionary approach," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1587-1604, September.
- Terje Lensberg, 1997. "Investment Behaviour under Knightian Uncertainty - An Evolutionary Approach," CESifo Working Paper Series 126, CESifo Group Munich.
References listed on IDEAS
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- Armen A. Alchian, 1950. "Uncertainty, Evolution, and Economic Theory," Journal of Political Economy, University of Chicago Press, vol. 58, pages 211-211.
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- Yu, Zuwei, 2003. "A spatial mean-variance MIP model for energy market risk analysis," Energy Economics, Elsevier, vol. 25(3), pages 255-268, May.
- Hans-Werner Sinn, 1999. "Inflation and Welfare: Comment on Robert Lucas," NBER Working Papers 6979, National Bureau of Economic Research, Inc.
- 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).
- 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.
- Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006.
"On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach,"
2006/23, Norwegian School of Economics, Department of Business and Management Science.
- 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.
- repec:eee:tefoso:v:127:y:2018:i:c:p:38-56 is not listed on IDEAS
- 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.
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