Evolutionary portfolio selection with liquidity shocks
From MaRDI portal
Publication:844633
DOI10.1016/j.jedc.2007.05.001zbMath1181.91307OpenAlexW3122574021MaRDI QIDQ844633
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://www.econ.uzh.ch/static/wp_iew/iewwp185.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Evolutionary stability of portfolio rules in incomplete markets
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Learning to predict rationally when beliefs are heterogeneous
- Markets do not select for a liquidity preference as behavior towards risk
- Equilibrium impact of value-at-risk regulation
- Evolution and market behavior
- Evolutionary stable stock markets
- Formulation of the Russell-Yasuda Kasai Financial Planning Model
- Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Matrix Analysis
- Continuous-Time Red and Black: How to Control a Diffusion to a Goal
- Asset Prices in an Exchange Economy
- Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- Do Markets Favor Agents able to Make Accurate Predictions?
- Minimizing or Maximizing the Expected Time to Reach Zero
- MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
This page was built for publication: Evolutionary portfolio selection with liquidity shocks
