Ausgabe 2/2013
Special Issue: Behavioral and Evolutionary Finance
Inhalt (9 Artikel)
Editorial
Introduction: behavioral and evolutionary finance
Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, William T. Ziemba
Symposium
Asset market games of survival: a synthesis of evolutionary and dynamic games
Rabah Amir, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé
Research Article
Taming animal spirits: risk management with behavioural factors
Grzegorz Andruszkiewicz, Mark H. A. Davis, Sébastien Lleo
Symposium
Risk classes for structured products: mathematical aspects and their implications on behavioral investors
Ji Cao, Marc Oliver Rieger
Symposium
An evolutionary CAPM under heterogeneous beliefs
Carl Chiarella, Roberto Dieci, Xue-Zhong He, Kai Li
Symposium
Currency returns, market regimes and behavioral biases
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
Symposium
Optimal portfolio choice for a behavioural investor in continuous-time markets
Miklós Rásonyi, Andrea M. Rodrigues