An evolutionary alternative to rational expectations models of stock markets

DOI10.1007/BF02925058zbMath0721.90025OpenAlexW2067151581MaRDI QIDQ5753719

Carol E. van der Ploeg

Publication date: 1987

Published in: Rendiconti del Seminario Matematico e Fisico di Milano (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925058

zbMATH Keywords

asset pricingevolutionary gamesstock marketspersistent, mean-reverting stochastic trendsrational expections

Mathematics Subject Classification ID

Problems related to evolution (92D15) Economic time series analysis (91B84) Differential games (aspects of game theory) (91A23) Economic growth models (91B62) Other game-theoretic models (91A40) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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• Evolutionarily stable strategies and game dynamics
• The Logic of Animal Conflict

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