Technique of Generation of Scenario for Simulation within the Area Evolutionary Models (Szenariogenerierungstechnik Fur Simulationen Im Bereich Evolutionare Modelle)

In this paper there's a simulation study on evolutionary finance models from Evstigneev/Hens/Schenk-Hoppe and applies the scenario generation algorithm from Hoyland/Kaut/Wallace with moment matching. Further it shows with different dividend models which investment strategies perform best under which assumptions. It shows that only diversified strategies are good

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Year of publication:	2005
Authors:	Signer, Martin
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Simulation \| Evolutionsökonomik \| Evolutionary economics

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Extent:	1 Online-Ressource (72 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2003 erstellt
Other identifiers:	10.2139/ssrn.608242 [DOI]
Classification:	C1 - Econometric and Statistical Methods: General ; C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C4 - Econometric and Statistical Methods: Special Topics ; C5 - Econometric Modeling ; C6 - Mathematical Methods and Programming ; D1 - Household Behavior and Family Economics
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014069001