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Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten; Xu, Le - In: Mathematics and financial economics 14 (2020) 2, pp. 249-262
Persistent link: https://www.econbiz.de/10012240204
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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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Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Mathematics and financial economics 5 (2011) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10009521742
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Globally evolutionarily stable portfolio rules
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Journal of economic theory 140 (2008) 1, pp. 197-228
Persistent link: https://www.econbiz.de/10003725543
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Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - In: Journal of mathematical economics 91 (2020), pp. 121-135
Persistent link: https://www.econbiz.de/10012801334
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An evolutionary finance model with short selling and endogenous asset supply
Amir, Rabah; Belkov, Sergei; Evstigneev, Igor V.; Hens, … - In: Economic theory 73 (2022) 2/3, pp. 655-677
Persistent link: https://www.econbiz.de/10013277340