The asset market game

DOI10.1016/j.jmateco.2004.02.005zbMath1118.91032OpenAlexW2105530523MaRDI QIDQ556402

Ana B. Ania, Carlos Alós-Ferrer

Publication date: 13 June 2005

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2004.02.005

zbMATH Keywords

Evolutionary stabilityMarket efficiencyPortfolio choice

Mathematics Subject Classification ID

Related Items (5)

A continuous-time asset market game with short-lived assets ⋮ Evolutionary game theory: a renaissance ⋮ Globally evolutionarily stable portfolio rules ⋮ The reality game ⋮ Competing in several areas simultaneously: the case of strategic asset markets

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