MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
- 1 October 2002
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 12 (4) , 329-339
- https://doi.org/10.1111/j.1467-9965.2002.tb00127.x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 10 references indexed in Scilit:
- Evolution of Portfolio Rules in Incomplete MarketsSSRN Electronic Journal, 2001
- Do Markets Favor Agents able to Make Accurate Predictions?Econometrica, 2000
- Growth optimal investment and pricing of derivativesPhysica A: Statistical Mechanics and its Applications, 2000
- Methods of Mathematical FinancePublished by Springer Nature ,1998
- Portfolio choice and the Bayesian Kelly criterionAdvances in Applied Probability, 1996
- Evolution and market behaviorJournal of Economic Theory, 1992
- Universal PortfoliosMathematical Finance, 1991
- Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum InvestmentThe Annals of Probability, 1988
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility FunctionsEconometrica, 1970
- A New Interpretation of Information RateBell System Technical Journal, 1956