References for Journalarticle 2012-24

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 46

Allais, M. (1953). Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine. Econometrica, 21(4):503-546. http://www.jstor.org/stable/1907921

Amir, R., Evstigneev, I.V., Hens, T., and Schenk-Hoppe, K.-R. (2005). Market Selection and Survival of Investment Strategies. Journal of Mathematical Economics, 41(1-2):105-122. http://ideas.repec.org/a/eee/mateco/v41y2005i1-2p105-122.html

Arrow, K.J. (1971). Essays In the Theory of Risk-Bearing. Markham, Chicago.

Blume, Lawrence, and Easley, David (1992). Evolution and Market Behavior. Journal of Economic Theory, 58(1):9-40. http://ideas.repec.org/a/eee/jetheo/v58y1992i1p9-40.html

Blume, L., and Easley, D. (2006). If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets. Econometrica, 74(4):929-966. http://ideas.repec.org/a/ecm/emetrp/v74y2006i4p929-966.html

Brealey, R.A.,, and Myers, S.C. (2003). Capital investment and valuation. McGraw-Hill, New York.

Brock, W.A., and Hommes, C.H. (1998). Heterogeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model. Journal of Economic Dynamics and Control, 22(8-9):1235-1274. http://ideas.repec.org/a/eee/dyncon/v22y1998i8-9p1235-1274.html

Chevalier, J., and Ellison, G. (1999). Are Some Mutual Fund Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance. Journal of Finance, 54(3):875-899. http://ideas.repec.org/a/bla/jfinan/v54y1999i3p875-899.html

Chevalier, J., and Ellison, G. (1999). Career Concerns Of Mutual Fund Managers. The Quarterly Journal of Economics, 114(2):389-432. http://ideas.repec.org/a/tpr/qjecon/v114y1999i2p389-432.html

De Long, J.B.,, and Waldmann, R.J. (1990). Positive Feedback Investment Strategies and Destabilizing Rational Speculation. Journal of Finance, 45(2):379-95. http://ideas.repec.org/a/bla/jfinan/v45y1990i2p379-95.html

De Long, J.B.,, and Waldmann, R.J. (1991). The Survival of Noise Traders in Financial Markets. The Journal of Business, 64(1):1-19. http://ideas.repec.org/a/ucp/jnlbus/v64y1991i1p1-19.html

Dekel, E., and Scotchmer, S. (1992). On the Evolution of Optimizing behavior. Journal of Economic Theory, 57(2):392-406. http://ideas.repec.org/a/eee/jetheo/v57y1992i2p392-406.html

Diamond, D.W., and Dybvig, P.H. (1986). Banking Theory, Deposit Insurance, and Bank Regulation. The Journal of Business, 59(1):55-68. http://ideas.repec.org/a/ucp/jnlbus/v59y1986i1p55-68.html

Evstigneev, I.V., Hens, T., and Schenk-Hoppé, K.R. (2002). Market Selection Of Financial Trading Strategies: Global Stability. Mathematical Finance, 12(4):329-339. http://ideas.repec.org/a/bla/mathfi/v12y2002i4p329-339.html

Farrell, M.J. (1970). Some Elementary Selection Processes in Economics. Review of Economic Studies, 37(3):305-19. http://ideas.repec.org/a/bla/restud/v37y1970i3p305-19.html

Friedman, M., and Savage, L.J. (1948). The Utility Analysis of Choices Involving Risk. Journal of Political Economy, 56(4):pp. 279-304. http://www.jstor.org/stable/1826045

Friedman, M. (1953). The Methodology of Positive Economics. Cambridge University Press, vol. 2.

Gabaix, X. (2009). Power Laws in Economics and Finance. Annual Review of Economics, 1(1):255-294. http://ideas.repec.org/a/anr/reveco/v1y2009p255-294.html

Golec, J.H. (1996). The Effects of Mutual Fund Managers' Characteristics on Their Portfolio Performance, Risk and Fees. Financial Services Review, 5(2):133-147. http://ideas.repec.org/a/eee/finser/v5y1996i2p133-147.html

Hauser, F., and Kaempff, B. (2011). Evolution of Trading Strategies in a Market with Heterogeneously Informed Agents. Journal of Evolutionary Economics, :1-33. http://dx.doi.org/10.1007/s00191-011-0232-6

Holland, J.H. (1975). Adaptation in Natural and Artificial Systems. University of Michigan press.

Hommes, C.H. (2001). Financial Markets as Nonlinear Adaptive Evolutionary Systems. Quantitative Finance, 1(1):149-167. http://ideas.repec.org/a/taf/quantf/v1y2001i1p149-167.html

Jones, O.D. (2001). The Evolution of Irrationality. Jurimetrics, 41:289–318. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=611947

Kahneman, D., and Tversky, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, 47(2):263-91. http://ideas.repec.org/a/ecm/emetrp/v47y1979i2p263-91.html

Kareken, J.H., and Wallace, N. (1978). Deposit Insurance and Bank Regulation: A Partial-Equilibrium Exposition. The Journal of Business, 51(3):pp. 413-438. http://www.jstor.org/stable/2352275

Khorana, A. (1996). Top Management Turnover An Empirical Investigation of Mutual Fund Managers. Journal of Financial Economics, 40(3):403-427. http://ideas.repec.org/a/eee/jfinec/v40y1996i3p403-427.html

LeBaron, B., Arthur, W.B., and Palmer, R. (1999). Time Series Properties of an Artificial Stock Market. Journal of Economic Dynamics and Control, 23(9-10):1487-1516. http://ideas.repec.org/a/eee/dyncon/v23y1999i9-10p1487-1516.html

Lensberg, T. (1999). Investment Behavior under Knightian Uncertainty - An Evolutionary Approach. Journal of Economic Dynamics and Control, 23(9-10):1587-1604. http://ideas.repec.org/a/eee/dyncon/v23y1999i9-10p1587-1604.html

Lensberg, T., and Schenk-Hoppe, K.R. (2007). On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach. Review of Finance, 11:25-50. http://rof.oxfordjournals.org/content/11/1/25.short

Lettau, M. (1997). Explaining the Facts with Adaptive agents: The Case of Mutual Fund Flows. Journal of Economic Dynamics and Control, 21(7):1117-1147. http://ideas.repec.org/a/eee/dyncon/v21y1997i7p1117-1147.html

Mallone, S.W. (2011). Sovereign Indebtedness, Default, and Gambling for Redemption. Oxford Economic Papers, 63:331–354. http://oep.oxfordjournals.org/content/63/2/331.full.pdf

Markowitz, H. (1952). Portfolio Selection. Journal of Finance, 7:77–91. http://links.jstor.org/sici?sici=0022-1082%28195203%297%3A1%3C77%3APS%3E2.0.CO%3B2-1

Markowitz, H.M. (1959). Portfolio Selection: Efficient Diversification of Investments. John Wiley, New York.

Neely, Christopher, Weller, Paul, and Dittmar, Rob (1997). Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. Journal of Financial and Quantitative Analysis, 32(04):405-426. http://ideas.repec.org/a/cup/jfinqa/v32y1997i04p405-426_00.html

Potvin, J.Y., Soriano, P., and Vallee, M. (2004). Generating Trading Rules on the Stock Markets with Genetic Programming. Computers & Operations Research, 31(7):1033–1047. http://sci2s.ugr.es/keel/pdf/specific/articulo/science1_2.pdf

Robson, A.J. (1992). Status, the Distribution of Wealth, Private and Social Attitudes to Risk. Econometrica, 60(4):837-57. http://ideas.repec.org/a/ecm/emetrp/v60y1992i4p837-57.html

Robson, A.J. (1996). The Evolution of Attitudes to Risk: Lottery Tickets and Relative Wealth. Games and Economic Behavior, 14(2):190-207. http://ideas.repec.org/a/eee/gamebe/v14y1996i2p190-207.html

Rosser, J.B.Jr. (2009). Handbook of research on complexity. Edward Elgar, Cheltenham.

Rubin, P.H., and Paul, C.W. (1979). An Evolutionary Model of Taste for Risk. Economic Inquiry, 17(4):585-96. http://ideas.repec.org/a/oup/ecinqu/v17y1979i4p585-96.html

Safarzyńska, K., and Bergh, J. (2010). Evolutionary Models in Economics: A Survey of Methods and Building Blocks. Journal of Evolutionary Economics, 20(3):329-373. http://ideas.repec.org/a/spr/joevec/v20y2010i3p329-373.html

Sandroni, A. (2000). Do Markets Favor Agents Able to Make Accurate Predictions? Econometrica, 68(6):pp. 1303-1341. http://www.jstor.org/stable/3003991

Schaffer, M.E. (1989). Are Profit-Maximisers the Best Survivors? : A Darwinian Model of Economic Natural Selection. Journal of Economic Behavior & Organization, 12(1):29-45. http://ideas.repec.org/a/eee/jeborg/v12y1989i1p29-45.html

Szpiro, G. (1997). The Emergence of Risk Aversion. Complexity, 2:31–39. http://onlinelibrary.wiley.com/doi/10.1002/(SICI)1099-0526(199703/04)2:4%3C31::AID-CPLX8%3E3.0.CO;2-3/abstract

Taleb, N.N. (2001). Fooled by Randomness. Random House, Munich.

Tesfatsion, L., and Judd, K.L. (2006). Handbook of Computational Economics: Agent-Based Computational economics. North Holland, vol. 2.

Weibull, J.W. (1997). Evolutionary Game Theory. The MIT press.