Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Year of publication: |
2020
|
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Authors: | Belkov, Sergei ; Evstigneev, Igor V. ; Hens, Thorsten ; Xu, Le |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 2, p. 249-262
|
Subject: | Stochastic games | Evolutionary finance | Capital growth theory | Random dynamical systems | Portfolio-Management | Portfolio selection | Evolutionäre Spieltheorie | Evolutionary game theory | Evolutionsökonomik | Evolutionary economics | Finanzmarkt | Financial market | Stochastisches Spiel | Stochastic game | CAPM | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics | Nash-Gleichgewicht | Nash equilibrium |
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