Strategies of Survival in Dynamic Asset Market Games

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 assets, depending onthe exogenous states of the world and the observed history ofthe game.[...]

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Year of publication:	2008-11-01
Authors:	Evstigneev, Igor’ V. ; Amir, Rabah ; Xu, Le
Institutions:	Swiss National Centre of Competence in Research North South <Bern>
Subject:	Finanzierung \| finance \| Stochastisches Spiel \| Dynamisches Spiel \| advice

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1. INTRODUCTION
2. THE MODEL
3. THE MAIN RESULT
4. PROOFS
APPENDIX
REFERENCES

Persistent link: https://www.econbiz.de/10005868839