Optimal growth strategies in a stochastic market model with endogenous prices
From MaRDI portal
Publication:6589443
DOI10.1137/s0040585x97t991866zbMATH Open1542.91143MaRDI QIDQ6589443
Publication date: 19 August 2024
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
Stochastic models in economics (91B70) Economic growth models (91B62) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Balance, growth and diversity of financial markets
- Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
- Diversity and relative arbitrage in equity markets
- Evolutionary finance and dynamic games
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
- Relative growth optimal strategies in an asset market game
- A continuous-time asset market game with short-lived assets
- Behavioral equilibrium and evolutionary dynamics in asset markets
- Market selection of constant proportions investment strategies in continuous time
- The numéraire portfolio in semimartingale financial models
- A benchmark approach to quantitative finance
- Evolutionary stable stock markets
- 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?
- SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION
- Portfolio Theory and Arbitrage
- Backward Stochastic Differential Equations
- The Logic of Animal Conflict
- Elements of Information Theory
This page was built for publication: Optimal growth strategies in a stochastic market model with endogenous prices