Market selection and survival of investment strategies

Journal of Mathematical Economics

Volumn 41, Issue 1-2, 2005, Pages 105-122

  Amir, Rabah ^a   Evstigneev, Igor V ^b   Hens, Thorsten ^c   Schenk Hoppé, Klaus Reiner ^c,d  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c UNIVERSITY OF ZURICH   (Switzerland)

^d UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

CAPM; Evolutionary finance; Incomplete markets; Investment strategies; Market selection; Portfolio theory

Indexed keywords

EID: 13844264359     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2003.10.006     Document Type: Article

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