Similar Search Results

Prospect theory and the CAPM : a contradiction or coexistence?

Levy, Haim; Giorgi, Enrico De; Hens, Thorsten - 2003

Persistent link: https://www.econbiz.de/10001772691

Decision theory matters for financial advice

Hens, Thorsten; Mayer, János - In: Computational economics 52 (2018) 1, pp. 195-226

Persistent link: https://www.econbiz.de/10012052929

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

Handbook of financial markets : dynamics and evolution

Hens, Thorsten (ed.); … - 2009

Persistent link: https://www.econbiz.de/10003778106

Prospect theory and mean-variance analysis : does it make a difference in wealth management?

De Giorgi, Enrico; Hens, Thorsten - In: Investment management and financial innovations 6 (2009) 1, pp. 122-129

Persistent link: https://www.econbiz.de/10003917731

Survival and evolutionary stability of the Kelly rule

Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - 2009

This chapter gives an overview of current research in evolutionary finance. We mainly focus on the survival and stability properties of investment strategies associated with the Kelly rule. Our approach to the study of the wealth dynamics of investment strategies is inspired by Darwinian ideas...