Market selection: hungry misers and bloated bankrupts

DOI10.1007/S11579-011-0046-1zbMath1275.91062OpenAlexW2095735431MaRDI QIDQ1938962

Katsumasa Nishide, L. C. G. Rogers

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-011-0046-1

zbMATH Keywords

asset pricingheterogeneous beliefsmarket selection

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Market selection with learning and catching up with the Joneses

Cites Work

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• The Skorokhod embedding problem and its offspring
• Evolution and market behavior
• The market organism: Long-run survival in markets with heterogeneous traders
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• Natural Selection in Financial Markets: Does It Work?
• If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
• Do Markets Favor Agents able to Make Accurate Predictions?
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

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