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Strategies of Survival in Dynamic Asset Market Games
Evstigneev, Igor’ V.; Amir, Rabah; Xu, Le - Swiss National Centre of Competence in Research North … - 2008
The paper examines a game-theoretic evolutionary model of a …-nancial market with endogenous equilibrium asset prices. Assetspay dividends that are partially consumed and partially rein-vested. The traders use general, adaptive strategies (portfoliorules), distributing their wealth between...
Persistent link: https://www.econbiz.de/10005868839
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Evolutionary Finance and Dynamic Games
Amir, Rabah; Evstigneev, Igor’ V.; Hens, Thorsten; Xu, Le - Swiss Finance Institute <Zürich> - 2009
The paper examines a game-theoretic evolutionary model of anasset market with endogenous equilibrium asset prices. Assetspay dividends that are partially consumed and partially rein-vested. The investors use general, adaptive strategies (portfo-lio rules), distributing their wealth between...
Persistent link: https://www.econbiz.de/10009022139
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Asset market games of survival
Amir, Rabah; Evstigneev, Igor V.; Schenk-Hoppé, Klaus … - 2008
The paper examines a game-theoretic model of a financial market in which asset prices are determined endogenously in terms of a short-run equilibrium. Investors use general, adaptive strategies (portfolio rules) depending on the exogenous states of the world and the observed history of the game....
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
evolutionary finance with the classical topic of non-cooperative market games …
Persistent link: https://www.econbiz.de/10003966195
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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 - 2017
initially developed and analyzed in the context of Evolutionary Finance with the main focus on questions of "survival and …
Persistent link: https://www.econbiz.de/10011761279
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An evolutionary finance model with a risk-free asset
Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten - 2017
Evolutionary Finance focuses on questions of "survival and extinction" of investment strategies (portfolio rules) in …
Persistent link: https://www.econbiz.de/10011865449
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Evolutionary finance and dynamic games
Amir, Rabah; Evstigneev, Igor V.; Hens, Thorsten; Xu, Le - 2009
on evolutionary finance with the classical topic of non-cooperative market games …
Persistent link: https://www.econbiz.de/10003971348
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Do investors optimize, follow heuristics, or listen toexperts?
Gehring, Thomas; Güth, Werner; Levinsky, Rene; Popova, Vera - Max-Planck-Institut für Ökonomik <Jena> / Abteilung … - 2008
investments in all assets? Further, will agentswith probability information be asked and paid for advice on how to invest … agents do notinvest according to the 1=n-heuristic. Advice is demanded and readily paidfor. Surprisingly, clients do not …
Persistent link: https://www.econbiz.de/10005866439
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Do investors optimize, follow heuristics, or listen to experts?
Gehrig, Thomas P.; Güth, Werner; Levínský, René; … - 2008
equal investments in all assets? Further, will agents with probability information be asked and paid for advice on how to …, and even uninformed agents do not invest according to the 1=n-heuristic. Advice is demanded and readily paid for …
Persistent link: https://www.econbiz.de/10010274010
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Do investors optimize, follow heuristics, or listen to experts?
Gehrig, Thomas; Güth, Werner; Levinsky, Rene; Popova, Vera - Wirtschaftswissenschaftliche Fakultät, … - 2008
equal investments in all assets? Further, will agents with probability information be asked and paid for advice on how to …, and even uninformed agents do not invest according to the 1/n-heuristic. Advice is demanded and readily paid for …
Persistent link: https://www.econbiz.de/10005090482