Evolutionary stability of portfolio rules in incomplete markets

By Thorsten Hens, Klaus Reiner Schenk-Hoppé. 2005

92 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1c80fd585e28617cb646b23c34c9aadb5df795c9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Florian Wagener
2. Cars H. Hommes
3. Frank H. Westerhoff
4. Roberto Dieci
5. Xue-zhong He
6. Carl Chiarella
7. Mikhail Anufriev
8. Gabriele Galati

In Finance

1. Florian Wagener
2. Cars H. Hommes
3. Frank H. Westerhoff
4. Xue-zhong He
5. Carl Chiarella
6. Roberto Dieci

Citations in the corpus

• Complex Evolutionary Systems in Behavioral Finance (2008, methodology): “[31] Brock, W.A., Hommes, C.H., and Wagener, F.O.O. (2005), Evolutionary BIBLIOGRAPHY 61 dynamics in markets with many trader types, Journal of Mathematical Economics, 41, 7-42.”
• Evolutionary stable stock markets (2006, unknown): “The derivation of these conditions uses an approach that is motivated by the technique first applied for short-lived asset in Hens and Schenk-Hoppé (2005) – though the model in that paper is considerably simpler.”
• Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186 (2005, background): “All traders are thus able to derive the fundamental price pt in (100) that would prevail in a perfectly rational world.”