Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets

DOI10.1007/S11579-019-00254-WzbMath1437.91046OpenAlexW2751742693WikidataQ126419645 ScholiaQ126419645MaRDI QIDQ2175461

Sergei Belkov, Thorsten Hens, L. Xu, Igor V. Evstigneev

Publication date: 29 April 2020

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

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/nash-equilibrium-strategies-and-survival-portfolio-rules-in-evolutionary-models-of-asset-markets(b124bc30-ec43-4b53-957a-8601e2c60227).html

zbMATH Keywords

random dynamical systemsstochastic gamesevolutionary financecapital growth theory

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10) Financial markets (91G15)

Related Items (1)

Social contagion and the survival of diverse investment styles

Cites Work

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• Asset market games of survival: a synthesis of evolutionary and dynamic games
• Almost sure Nash equilibrium strategies in evolutionary models of asset markets
• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Mathematical financial economics. A basic introduction
• Evolutionary stable stock markets
• Game-Theoretic Optimal Portfolios
• Competitive Optimality of Logarithmic Investment
• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
• Analysis of the rebalancing frequency in log-optimal portfolio selection
• Elements of Information Theory

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