Market selection when markets are incomplete
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- Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers 1079, Society for Economic Dynamics.
- Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2013. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Working Papers 2013-23, Economic Research Institute, Bank of Korea.
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- Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Selection in asset markets: the good, the bad, and the unknown,"
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- Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luo, Guo Ying, 2012. "Conservative traders, natural selection and market efficiency," Journal of Economic Theory, Elsevier, vol. 147(1), pages 310-335.
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"Market selection and learning under model misspecification,"
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- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023. "Market selection and learning under model misspecification," LEM Papers Series 2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Evolutionary finance: introduction to the special issue," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 1-5, February.
- Hongjun Yan, 2008.
"Natural Selection in Financial Markets: Does It Work?,"
Management Science, INFORMS, vol. 54(11), pages 1935-1950, November.
- Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does it Work?," Yale School of Management Working Papers amz2648, Yale School of Management, revised 01 May 2008.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
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- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Beker, Pablo & Chattopadhyay, Subir, 2010.
"Consumption dynamics in general equilibrium: A characterisation when markets are incomplete,"
Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.
- Beker, Pablo & Chattopadhyay, Subir, 2009. "Consumption Dynamics in General Equilibrium: A Characterisation when Markets are Incomplete," Economic Research Papers 271187, University of Warwick - Department of Economics.
- Beker, Pablo & Subir Chattopadhyay, 2009. "Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.
- Ani Guerdjikova & John Quiggin, 2019.
"Market Selection With Differential Financial Constraints,"
Econometrica, Econometric Society, vol. 87(5), pages 1693-1762, September.
- Ani Guerdjikova & John Quiggin, 2019. "Market Selection With Differential Financial Constraints," Post-Print hal-02324713, HAL.
- Ani Guerdjikova & John Quiggin, 2019. "Market Selection with Differential Financial Constraints," Working Papers hal-02005501, HAL.
- Guerdjikova, A. & Quiggin, J., 2019. "Market selection with differential financial constraints," Working Papers 2019-01, Grenoble Applied Economics Laboratory (GAEL).
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
"More hedging instruments may destabilize markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
- Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006.
"On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach,"
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- Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Norwegian School of Economics, Department of Business and Management Science.
- Cvitanic Jaksa & Malamud Semyon, 2010. "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-23, February.
- Pablo F. Beker & Subir Chattopadhyay, 2005.
"Economic Survival when Markets are Incomplete,"
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- Pablo F. Beker & Subir Chattopadhyay, 2006. "Economic Survival When Markets Are Incomplete," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018. "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, vol. 20(1), pages 49-67, April.
- Guerdjikova, A. & Quiggin, J., 2020.
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- Ani Guerdjikova & John Quiggin, 2023. "Financial Market Equilibrium with Bounded Awareness 1," Working Papers hal-03962427, HAL.
- Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.
- Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019. "Optimists and pessimists in (in)complete markets," SAFE Working Paper Series 252, Leibniz Institute for Financial Research SAFE.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
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