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On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach
16 references·2 citing·41 second hop
On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach (2007)On the Evolution of Investment Strategies…The Price Impact and Survival of Irrational Traders (2006)The Price Impact and Survival…If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets (2006)If You're so Smart, why Aren'…Financial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…Do Markets Favor Agents able to Make Accurate Predictions? (2000)Do Markets Favor Agents able …Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…The Tacit Dimension (1997)The Tacit DimensionIs Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies (1996)The Behavior of the Exchange …Evolution and market behavior (1992)Evolution and market behaviorThe Survival of Noise Traders in Financial Markets (1991)The Survival of Noise Traders…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Survival of Noise Traders in Financial Markets (1988)The Survival of Noise Traders…Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)Asymptotic Optimality and Asy…Trade Using One Commodity as a Means of Payment (1977)Trade Using One Commodity as …Essays in Positive Economics. (1954)Essays in Positive Economics.Essays in Positive Economics (1954)Essays in Positive EconomicsAsset market games of survival: a synthesis of evolutionary and dynamic games (2012)Asset market games of surviva…Evolutionary Finance (2009)Evolutionary FinanceJudgment under Uncertainty: Heuristics and Biases (1975)Continuous Auctions and Insider Trading (1985)Evolution and the Theory of Games (1988)Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? (1997)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Agent-based computational finance: Suggested readings and early research (2000)Foundations of Economic Analysis. (1948)General competitive analysis (1971)The optimal bankruptcy rule in a trading economy using fiat money (1977)The new financial order: risk in the 21st century (2003)Large Robust Games (2004)Existence of an equilibrium for a competitive economy (2008)Risk, Uncertainty and Profit (1921)On economic applications of evolutionary game theory (1998)The Theory of Economic Development (2003)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The use of technical analysis in the foreign exchange market (1992)Market Statistics and Technical Analysis: The Role of Volume (1994)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Currency momentum strategies (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)The New Institutionalism: Organizational Factors in Political Life (1983)Economic Reform and the Process of Global Integration (1995)The Nature of Theory in Information Systems1 (2006)A Dynamic Theory of Organizational Knowledge Creation (1994)Toward a knowledge‐based theory of the firm (1996)Evolving to a New Dominant Logic for Marketing (2003)A Competency-Based Model of Sustainable Competitive Advantage: Toward a Conceptual Integration (1992)The Resource-Advantage Theory of Competition: Dynamics, Path Dependencies, and Evolutionary Dimensions (1996)Drivers of Environmental Behaviour in Manufacturing SMEs and the Implications for CSR (2006)Efficient Capital Markets and Martingales (1989)
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References

  • 1997The Tacit Dimension12,515 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 1954Essays in Positive Economics1,215 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 1977Trade Using One Commodity as a Means of Payment593 cited
  • 1991The Survival of Noise Traders in Financial Markets572 cited
  • 1992Evolution and market behavior553 cited
  • 1988The Survival of Noise Traders in Financial Markets529 cited
  • 2000Do Markets Favor Agents able to Make Accurate Predictions?412 cited
  • 2006If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets386 cited
  • 2006The Price Impact and Survival of Irrational Traders349 cited
  • 1988Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment343 cited
  • 1996The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies337 cited
  • 2001

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Financial markets as nonlinear adaptive evolutionary systems
324 cited

Cited by

  • 2009Evolutionary Finance56 cited
  • 2012Asset market games of survival: a synthesis of evolutionary and dynamic games52 cited