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Market Selection of Financial Trading Strategies: Global Stability · Study

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PreprintMarket Selection of Financial Trading Strategies: Global Stability

Igor V. Evstigneev2001

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Preprintgreen2001

Market Selection of Financial Trading Strategies: Global Stability

Igor V. Evstigneev · Klaus Reiner Schenk–Hoppé · Thorsten Hens

67 citations·0/0 files stored·SSRN Electronic Journal

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Economic theories and models Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1998Methods of Mathematical Finance 1991Universal Portfolios 1992Evolution and market behavior 2000Do Markets Favor Agents able to Make Accurate Predictions?2006If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets 1975OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.1970Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions 1988Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment

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2007On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach 2002Do workers enjoy procedural utility?

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Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations67

Files0 public / 0

ShelfEconomic theories and models

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doi10.2139/ssrn.279316

openalex_workW2171930617

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