Narrow search
Showing 1 - 10 of 20
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
From Discrete to Continuous Time EvolutionaryFinance Models
Palczewski, Jan; Schenk-Hoppé, Klaus R. - Finrisk - 2008
This paper aims to open a new avenue for research in continuoustimenancial market models with endogenous prices and heterogenousinvestors. The main result is the derivation of the limit of a discretetimeevolutionary stock market model as the length of the time periodtends to zero.[...]
Persistent link: https://www.econbiz.de/10005868842
Cover Image
Market Selection of Constant Proportions InvestmentStrategies in Continuous Time
Palczewski, Jan; Schenk-Hoppé, Klaus R. - Finrisk - 2008
This paper studies the wealth dynamics of investors holding self-nancing portfolios in a continuous-time model of a nancial market.Asset prices are endogenously determined by market clearing. Wederive results on the asymptotic dynamics of the wealth distributionand asset prices for constant...
Persistent link: https://www.econbiz.de/10005868915
Cover Image
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