Evolution and Market Behavior in Economics and Finance
speaker: Klaus Schenk-Hoppé (University of Leeds)
timetable:
Fri 2 Oct, 10:00 - 11:00, Aula 3
documents:
<< Go back
Evolutionary Finance and Dynamic Games
speaker: Igor Evstigneev (University of Manchester)speaker: Klaus Schenk-Hoppé (University of Leeds)
abstract: This talk presents our current work on game-theoretic models of a financial market in which asset prices are determined endogenously in terms of short-run equilibrium. The main goal is to identify strategies that allow an investor to `survive,' i.e. to possess a positive, bounded away from zero, share of market wealth over the infinite time horizon. This line of research combines our research in evolutionary finance with the classical topic of games of survival pioneered by Milnor and Shapley in the 1950s.
timetable:
Fri 2 Oct, 10:00 - 11:00, Aula 3
documents:
evstigneev
<< Go back