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. (2022). Evolutionary finance: a model with endogenous asset payoffs (No. 22–96; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4308736
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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 payoffs are exogenous and depend only on the underlying stochastic pro
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Evstigneev, I. V., Hens, T., & Javad Vanaei, M. (2022). Evolutionary finance: a model with endogenous asset payoffs (No. 22–96; Swiss Finance Institute Research Paper). https://doi.org/10.2139/ssrn.4308736
