Browsing Discussion papers (FOR) by Author "Evstigneev, Igor V."

Now showing items 1-2 of 2

    • Evolutionary stable investment in stock markets 

      Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (Discussion paper, Working paper, 2003-10)
      This paper studies the performance of portfolio rules in incomplete markets for long-lived assets with endogenous prices. The dynamics of wealth shares in the process of repeated reinvestment of wealth is modelled as a ...

    • Globally evolutionarily stable portfolio rules 

      Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (Discussion paper, Working paper, 2005-09)
      The paper examines a dynamic model of a financial market with endogenous asset prices determined by short run equilibrium of supply and demand. Assets pay dividends, that are partially consumed and partially reinvested. ...