Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Sergei Belkov, Igor V. Evstigneev, Thorsten Hens, Le Xu
| Year of publication: |
2020
|
|---|---|
| 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 | Stochastisches Spiel | Stochastic game | Stochastischer Prozess | Stochastic process | Nash-Gleichgewicht | Nash equilibrium | Finanzmarkt | Financial market | Evolutionsökonomik | Evolutionary economics | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-019-00254-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240204