An evolutionary finance model with a risk-free asset
- Authors
- A Cabrales
- A Haurie
- A Shleifer
- A Tversky
- AW Brock
- AW Lo
- AW Lo
- AW Lo
- AW Lo
- AW Lo
- D Foster
- D Fudenberg
- D Gale
- D Kuhn
- D Luenberger
- E Karni
- E Sciubba
- E Sciubba
- EB Dynkin
- F Germano
- F Kojima
- F Vega-Redondo
- G Bottazzi
- G Bottazzi
- G Bottazzi
- G Bottazzi
- H Geman
- H Gintis
- H Latané
- H Nikaido
- HM Markowitz
- IV Evstigneev
- IV Evstigneev
- IV Evstigneev
- IV Evstigneev
- J Harrison
- J Hofbauer
- J Lintner
- J Milnor
- J Mossin
- J Tobin
- J Weibull
- JD Farmer
- JD Farmer
- JL Kelly
- K Borch
- KK Bachmann
- L Samuelson
- LS Shapley
- LW McKenzie
- M Shubik
- MAH Dempster
- N Vieille
- N Vieille
- N Vieille
- NH Hakansson
- PH Algoet
- R Amir
- R Amir
- R Zhang
- RJ Shiller
- S Benninga
- T Björk
- T Coury
- VI Arkin
- WF Sharpe
- WT Ziemba
- Y Kifer
- Publication date
- Publisher
- 'Springer Science and Business Media LLC'
- Doi
Abstract
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Last time updated on 26/04/2021