Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Martin - In: Swiss Journal of Economics and Statistics (SJES) 138 (2002) IV, pp. 465-487
This paper presents an application of evolutionary portfolio theory to stocks listed in the Swiss Market Index (SMI). We study numerically the long-run outcome of the competition of rebalancing rules for market shares in a stock market with actual dividends taken from firms listed in the SMI....