Evolutionary portfolio selection with liquidity shocks

Author:

De Giorgi Enrico

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference38 articles.

1. Random Dynamical Systems;Arnold,1998

2. Evolution and market behavior;Blume;Journal of Economic Theory,1992

3. If you’re so smart, why aren‘t you rich? Belief selection in complete and incomplete markets;Blume;Eonometrica,2006

4. Mean variance preferences expectation formation and the dynamics to random asset prices;Böhm;Mathematical Finance,2005

5. Optimal gambling systems for favorable games;Breiman,1961

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