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Asset return dynamics and learning

Branch, William A. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003432584

Asset return dynamics and learning

Branch, William A.; Evans, George W. - In: The review of financial studies 23 (2010) 4, pp. 1651-1680

Persistent link: https://www.econbiz.de/10003959897

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

A class of nonzero-sum investment and reinsurance games subject to systematic risks

Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707

Persistent link: https://www.econbiz.de/10011848596

Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets

Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten; Xu, Le - 2017

We consider a stochastic model of a financial market with one-period assets and endogenous asset prices. The model was initially developed and analyzed in the context of Evolutionary Finance with the main focus on questions of "survival and extinction" of investment strategies (portfolio rules)....

Persistent link: https://www.econbiz.de/10011761279