Publication: Evolutionary Finance: A model with endogenous asset payoffs
Evolutionary Finance: A model with endogenous asset payoffs
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Evstigneev, I. V., Hens, T., & Javad Vanaei, M. (2023). Evolutionary Finance: A model with endogenous asset payoffs. Journal of Bioeconomics, 25, 117–143. https://doi.org/10.1007/s10818-023-09335-9
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Evolutionary Finance (EF) explores financial markets as evolving biological systems. Investors pursuing diverse investment strategies compete for the market capital. Some "survive" and some "become extinct". A central goal is to identify evolutionary stable (in one sense or another) investment strategies. The problem is analyzed in a framework combining stochastic dynamics and evolutionary game theory. Most of the models currently considered in EF assume that asset payo¤s are exogenous and depend only on the underlying stochastic proc
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- Evstigneev, Igor V
- Javad Vanaei, Mohammad
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Evstigneev, I. V., Hens, T., & Javad Vanaei, M. (2023). Evolutionary Finance: A model with endogenous asset payoffs. Journal of Bioeconomics, 25, 117–143. https://doi.org/10.1007/s10818-023-09335-9
