Globally Evolutionarily Stable Portfolio Rules
Year of publication: |
2005-12-22
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Authors: | Evstigneev, Igor V. ; Hens, Thorsten ; Schenk-Hoppé, Klaus Reiner |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Evolutionary Finance | Wealth Dynamics | Survival and Extinction of Portfolio Rules | Evolutionary Stability | Kelly Rule |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion Papers Number 2005/17 33 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; G11 - Portfolio Choice |
Source: |
-
Survival and Evolutionary Stability of the Kelly Rule
EVSTIGNEEV, Igor V.,
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Evstigneev, Igor V., (2008)
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Evstigneev, Igor V., (2008)
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MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
Evstigneev, Igor V., (2002)
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Globally Evolutionarily Stable Portfolio Rules
Evstigneev, Igor V., (2007)
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Market Selection of Financial Trading Strategies : Global Stability
Hens, Thorsten, (2002)
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