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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil; Evstigneev, Igor V.; Schenk-Hoppé, … - In: Mathematics and financial economics 14 (2020) 2, pp. 283-305
Persistent link: https://www.econbiz.de/10012240281
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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2018
Persistent link: https://www.econbiz.de/10011938726
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Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michael A. H. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736256
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On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825768
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Market selection of financial trading strategies : global stability
Evstigneev, Igor V. - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 329-339
Persistent link: https://www.econbiz.de/10001741939
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Evolutionary finance
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - 2008
authors in the theory and applications of evolutionary finance models. An introduction to and the motivation of the modeling … strategies, discusses the relation to the Kelly rule and implications for asset pricing theory, and introduces a continuous …
Persistent link: https://www.econbiz.de/10003961707
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Asset market games of survival
Amir, Rabah; Evstigneev, Igor V.; Schenk-Hoppé, Klaus … - 2008
evolutionary solution concept (survival strategies), thereby linking two fundamental paradigms of game theory …
Persistent link: https://www.econbiz.de/10003966080
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Strategies of survival in dynamic asset market games
Amir, Rabah; Evstigneev, Igor V.; Xu, Le - 2008
The paper examines a game-theoretic evolutionary model of a financial market with endogenous equilibrium asset prices. Assets pay dividends that are partially consumed and partially reinvested. The traders use general, adaptive strategies (portfolio rules), distributing their wealth between...
Persistent link: https://www.econbiz.de/10003966195
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Introduction: behavioral and evolutionary finance
Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner; … - In: Annals of finance 9 (2013) 2, pp. 115-119
Persistent link: https://www.econbiz.de/10009741201