MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
By Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé. 2002
127 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/aca803483a3fa2ce43405643532430da4515ca2e
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
- Cars H. Hommes
- Florian Wagener
- William A. Brock
- Igor V. Evstigneev
- Thorsten Hens
- Klaus Reiner Schenk-Hoppé
- Jean-Philippe Bouchaud
- Frank H. Westerhoff
In Finance
- Florian Wagener
- Cars H. Hommes
- William A. Brock
- Thorsten Hens
- Klaus Reiner Schenk-Hoppé
- Igor V. Evstigneev
- Frank H. Westerhoff
- Xue-zhong He
Citations in the corpus
- 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): “emphasized by Fama (1965). If markets were not efficient, then there would be unexploited profit opportunities, that would be exploited by rational arbitrage traders.”
- Complex Evolutionary Systems in Behavioral Finance (2008, background): “To 1Some other recent references are Amir et al. (2005) and Evstigneev et al. (2002, 2008).”
- Market Selection and Survival of Investment Strategies (2005, unknown): “This idea gave rise to a large body of research—see, e.g., Breiman (1961), Thorp (1971), Algoet and Cover (1988), and Hakansson and Ziemba (1995).”
- Evolutionary stable stock markets (2006, background): “Indeed, global stability of the λ∗ rule has recently been proved for the case of short-lived assets (Evstigneev, Hens, and Schenk-Hoppé 2002).”
- Evolutionary stability of portfolio rules in incomplete markets (2005, background): “In the Markov case, Assumption 4corresponds to the notion of the absence of conditionally redundant assets, see Evstigneev et al. (2002) .”
- Evolutionary dynamics in markets with many trader types (2005, methodology): “On the other hand, in real markets realized net profits or accumulated wealth may be what investors care about most, and the non-risk adjusted fitness measure (28) may thus be practically important.”