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Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018
This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business …, they could then conduct simulations to examine whether the estimators or statistics in the new theories on estimation and …
Persistent link: https://www.econbiz.de/10011819539
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Big data, computational science, economics, finance, marketing, management, and psychology: Connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of Risk and Financial Management 11 (2018) 1, pp. 1-29
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10012611003
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Review papers for journal of risk and financial management (JRFM)
McAleer, Michael - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-18
, finance, marketing, management and psychology, factors, outcome, and the solutions of supply chain finance, with a review and …
Persistent link: https://www.econbiz.de/10012611387
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Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations
Chang, Chia-Lin; McAleer, Michael - 2014
The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely … journals in the ISI category of "Business - Finance" using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in Finance makes it clear that there are three leading journals in Finance, namely Journal of Finance …
Persistent link: https://www.econbiz.de/10010377232
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Management Science, Economics and Finance: A Connection
Chang, Chia-Lin; McAleer, Michael; Wong, Wing-Keung - 2016
This paper provides a brief review of the connecting literature in management science, economics and finance, and …
Persistent link: https://www.econbiz.de/10011526117
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Evolutionary Finance and Dynamic Games
Amir, Rabah; Evstigneev, Igor’ V.; Hens, Thorsten; Xu, Le - Swiss Finance Institute <Zürich> - 2009
The paper examines a game-theoretic evolutionary model of anasset market with endogenous equilibrium asset prices. Assetspay dividends that are partially consumed and partially rein-vested. The investors use general, adaptive strategies (portfo-lio rules), distributing their wealth between...
Persistent link: https://www.econbiz.de/10009022139
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Survival and Evolutionary Stability of the Kelly Rule
Evstigneev, Igor’ V.; Hens, Thorsten; Schenk-Hoppé, … - Finrisk - 2009
This chapter gives an overview of current research in evolutionary -nance. We mainly focus on the survival and stability properties ofinvestment strategies associated with the Kelly rule. Our approach tothe study of the wealth dynamics of investment strategies is inspired byDarwinian ideas on...
Persistent link: https://www.econbiz.de/10005868576
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Strategies of Survival in Dynamic Asset Market Games
Evstigneev, Igor’ V.; Amir, Rabah; Xu, Le - Swiss National Centre of Competence in Research North … - 2008
The paper examines a game-theoretic evolutionary model of a …-nancial market with endogenous equilibrium asset prices. Assetspay dividends that are partially consumed and partially rein-vested. The traders use general, adaptive strategies (portfoliorules), distributing their wealth between...
Persistent link: https://www.econbiz.de/10005868839
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Asset Market Games of Survival
Amir, Rabah; Evstigneev, Igor’ V.; Schenk-Hoppé, Klaus R. - 2009
The paper examines a game-theoretic model of a …nancial market inwhich asset prices are determined endogenously in terms of short-runequilibrium. Investors use general, adaptive strategies depending onthe exogenous states of the world and the observed history of thegame. The main goal is to...
Persistent link: https://www.econbiz.de/10005868841
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Evolutionary Finance
Evstigneev, Igor’ V.; Hens, Thorsten; Schenk-Hoppé, … - Institut für Schweizerisches Bankwesen <Zürich> - 2008
Evolutionary nance studies the dynamic interaction of investment strategies in nancialmarkets. This market interaction generates a stochastic wealth dynamics on aheterogenous population of traders through the uctuation of asset prices and theirrandom payos. Asset prices are endogenously...
Persistent link: https://www.econbiz.de/10005869072