Bet-hedging strategies in expanding populations
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pcbi.1006529
Download full text from publisher
References listed on IDEAS
- Hallatschek, Oskar & Nelson, David R., 2008. "Gene surfing in expanding populations," Theoretical Population Biology, Elsevier, vol. 73(1), pages 158-170.
- Yann S Dufour & Sébastien Gillet & Nicholas W Frankel & Douglas B Weibel & Thierry Emonet, 2016. "Direct Correlation between Motile Behavior and Protein Abundance in Single Cells," PLOS Computational Biology, Public Library of Science, vol. 12(9), pages 1-25, September.
- Anders Pape Møller & László Zsolt Garamszegi, 2012. "Between individual variation in risk-taking behavior and its life history consequences," Behavioral Ecology, International Society for Behavioral Ecology, vol. 23(4), pages 843-853.
- J. L. Kelly Jr., 2011. "A New Interpretation of Information Rate," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 3, pages 25-34, World Scientific Publishing Co. Pte. Ltd..
- Fernholz, Robert & Shay, Brian, 1982. "Stochastic Portfolio Theory and Stock Market Equilibrium," Journal of Finance, American Finance Association, vol. 37(2), pages 615-624, May.
- Casimir Emako & Charlène Gayrard & Axel Buguin & Luís Neves de Almeida & Nicolas Vauchelet, 2016. "Traveling Pulses for a Two-Species Chemotaxis Model," PLOS Computational Biology, Public Library of Science, vol. 12(4), pages 1-22, April.
- X. Fu & S. Kato & J. Long & H. H. Mattingly & C. He & D. C. Vural & S. W. Zucker & T. Emonet, 2018. "Spatial self-organization resolves conflicts between individuality and collective migration," Nature Communications, Nature, vol. 9(1), pages 1-12, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Christa Cuchiero, 2017. "Polynomial processes in stochastic portfolio theory," Papers 1705.03647, arXiv.org.
- Foutel-Rodier, Félix & Etheridge, Alison M., 2020. "The spatial Muller’s ratchet: Surfing of deleterious mutations during range expansion," Theoretical Population Biology, Elsevier, vol. 135(C), pages 19-31.
- Ali Al-Aradi & Sebastian Jaimungal, 2018. "Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management," Papers 1803.05819, arXiv.org, revised Jul 2018.
- Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007.
"Volatility-induced financial growth,"
Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 151-160.
- Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "Volatility-Induced Financial Growth," Economics Discussion Paper Series 0626, Economics, The University of Manchester.
- Jaehyung Choi & Hyangju Kim & Young Shin Kim, 2021. "Diversified reward-risk parity in portfolio construction," Papers 2106.09055, arXiv.org, revised Sep 2022.
- Gilles Boevi Koumou, 2016. "Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit," Papers 1608.05024, arXiv.org, revised Aug 2016.
- Louvet, Apolline, 2022. "Extinction threshold and large population limit of a plant metapopulation model with recurrent extinction events and a seed bank component," Theoretical Population Biology, Elsevier, vol. 145(C), pages 22-37.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2023.
"Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 769-802, December.
- Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1508, CIRPEE.
- Gilles Boevi Koumou & Kevin Moran, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," Cahiers de recherche 1502, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Kevin Moran & Benoît Carmichael & Gilles Boevi Koumou, 2015. "Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy," CIRANO Working Papers 2015s-16, CIRANO.
- Wakano, Joe Y. & Kawasaki, Kohkichi & Shigesada, Nanako & Aoki, Kenichi, 2011. "Coexistence of individual and social learners during range expansion," Theoretical Population Biology, Elsevier, vol. 80(2), pages 132-140.
- Dilip B. Madan & King Wang, 2023. "Measuring Dependence in a Set of Asset Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 363-385, June.
- Diane Wilcox & Tim Gebbie, 2013. "Factorising equity returns in an emerging market through exogenous shocks and capital flows," Papers 1306.5302, arXiv.org, revised Jul 2013.
- Jan Hendrik Witte, 2015. "Volatility Harvesting: Extracting Return from Randomness," Papers 1508.05241, arXiv.org, revised Nov 2015.
- da Costa, Igor Barbosa & Marinho, Leandro Balby & Pires, Carlos Eduardo Santos, 2022. "Forecasting football results and exploiting betting markets: The case of “both teams to score”," International Journal of Forecasting, Elsevier, vol. 38(3), pages 895-909.
- Ali Al-Aradi & Sebastian Jaimungal, 2018. "Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management," Applied Mathematical Finance, Taylor & Francis Journals, vol. 25(3), pages 268-294, May.
- Imke Spöring & Vincent A Martinez & Christian Hotz & Jana Schwarz-Linek & Keara L Grady & Josué M Nava-Sedeño & Teun Vissers & Hanna M Singer & Manfred Rohde & Carole Bourquin & Haralampos Hatzikirou , 2018. "Hook length of the bacterial flagellum is optimized for maximal stability of the flagellar bundle," PLOS Biology, Public Library of Science, vol. 16(9), pages 1-19, September.
- Mantilla-Garcia, Daniel & Malagon, Juliana & Aldana-Galindo, Julian R., 2022. "Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?," Finance Research Letters, Elsevier, vol. 47(PA).
- Liu Ziyin & Kentaro Minami & Kentaro Imajo, 2021. "Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction," Papers 2106.04114, arXiv.org, revised Dec 2022.
- Mimouni, Karim & Charfeddine, Lanouar & Al-Azzam, Moh'd, 2016. "Do oil producing countries offer international diversification benefits? Evidence from GCC countries," Economic Modelling, Elsevier, vol. 57(C), pages 263-280.
- Cuchiero, Christa, 2019. "Polynomial processes in stochastic portfolio theory," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1829-1872.
- Muteba Mwamba, John & Suteni, Mwambi, 2010. "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper 50240, University Library of Munich, Germany.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pcbi00:1006529. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ploscompbiol (email available below). General contact details of provider: https://journals.plos.org/ploscompbiol/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.