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Volumn 12, Issue 4, 2002, Pages 329-339

Market selection of financial trading strategies: Global stability

Author keywords

Evolutionary finance; Incomplete markets; Portfolio theory

Indexed keywords


EID: 0036787599     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2002.tb00127.x     Document Type: Article
Times cited : (59)

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  • 6
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    • Portfolio choice and the Bayesian Kelly criterion
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    • Browne, S.1    Whitt, W.2
  • 7
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    • Universal portfolios
    • Cover, T. (1991): Universal Portfolios, Math. Finance 1, 1-29.
    • (1991) Math. Finance , vol.1 , pp. 1-29
    • Cover, T.1
  • 8
    • 0000592568 scopus 로고
    • Optimal investment and consumption strategies under risk for a class of utility functions
    • Hakansson, N.H. (1970): Optimal Investment and Consumption Strategies under Risk for a Class of Utility Functions, Econometrica 38, 587-607.
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    • Hakansson, N.H.1
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    • Working paper no. 74, Institute for Empirical Research in Economics, University of Zurich, revised version
    • Hens, T., and K.R. Schenk-Hoppé (2001): Evolution of Portfolio Rules in Incomplete Markets. Working paper no. 74, Institute for Empirical Research in Economics, University of Zurich, revised version.
    • (2001) Evolution of Portfolio Rules in Incomplete Markets
    • Hens, T.1    Schenk-Hoppé, K.R.2
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    • A new interpretation of information rate
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    • Do markets favor agents able to make accurate predictions?
    • Sandroni, A. (2000): Do Markets Favor Agents Able to Make Accurate Predictions?, Econometrica 68(6), 1303-1341.
    • (2000) Econometrica , vol.68 , Issue.6 , pp. 1303-1341
    • Sandroni, A.1
  • 15
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    • Portfolio choice and the kelly criterion
    • eds. W.T. Ziemba, and R.G. Vickson. New York: Academic Press
    • Thorp, E. (1971): Portfolio Choice and the Kelly Criterion; in Stochastic Models in Finance, eds. W.T. Ziemba, and R.G. Vickson. New York: Academic Press, 599-619.
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    • Thorp, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.