MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
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Publication:4419298
DOI10.1111/j.1467-9965.2002.tb00127.xzbMath1047.91030OpenAlexW3122920415MaRDI QIDQ4419298
Publication date: 13 August 2003
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://www.econ.uzh.ch/static/wp_iew/iewwp083.pdf
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Cites Work
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- Evolution and market behavior
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Portfolio choice and the Bayesian Kelly criterion
- Universal Portfolios
- Do Markets Favor Agents able to Make Accurate Predictions?
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
- An extension of Mantel (1976) to incomplete markets
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