References

This folder holds the following references to publications, sorted by year and author.

There are 51 references in this bibliography folder.

Hauser, F and Kaempff, B (2011).
Evolution of Trading Strategies in a Market with Heterogeneously Informed Agents
Journal of Evolutionary Economics:1-33.

Mallone, S (2011).
Sovereign Indebtedness, Default, and Gambling for Redemption
Oxford Economic Papers, 63:331–354.

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.

Gabaix, X (2009).
Power Laws in Economics and Finance
Annual Review of Economics, 1(1):255-294.

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

Lensberg, T and Schenk-Hoppe, K (2007).
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
Review of Finance, 11:25-50.

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.

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

Amir, R, Evstigneev, I, Hens, T, and Schenk-Hoppe, K (2005).
Market Selection and Survival of Investment Strategies
Journal of Mathematical Economics, 41(1-2):105-122.

Potvin, J, Soriano, P, and Vallee, M (2004).
Generating Trading Rules on the Stock Markets with Genetic Programming
Computers & Operations Research, 31(7):1033–1047.

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

Evstigneev, I, Hens, T, and Schenk-Hoppé, K (2002).
Market Selection Of Financial Trading Strategies: Global Stability
Mathematical Finance, 12(4):329-339.

Hommes, C (2001).
Financial Markets as Nonlinear Adaptive Evolutionary Systems
Quantitative Finance, 1(1):149-167.

Jones, O (2001).
The Evolution of Irrationality
Jurimetrics, 41:289–318.

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

Sandroni, A (2000).
Do Markets Favor Agents Able to Make Accurate Predictions?
Econometrica, 68(6):pp. 1303-1341.

Chevalier, J and Ellison, G (1999).
Career Concerns Of Mutual Fund Managers
The Quarterly Journal of Economics, 114(2):389-432.

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.

LeBaron, B, Arthur, W, and Palmer, R (1999).
Time Series Properties of an Artificial Stock Market
Journal of Economic Dynamics and Control, 23(9-10):1487-1516.

Lensberg, T (1999).
Investment Behavior under Knightian Uncertainty - An Evolutionary Approach
Journal of Economic Dynamics and Control, 23(9-10):1587-1604.

Brock, W and Hommes, C (1998).
Heterogeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model
Journal of Economic Dynamics and Control, 22(8-9):1235-1274.

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.

Neely, C, Weller, P, and Dittmar, R (1997).
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
Journal of Financial and Quantitative Analysis, 32(04):405-426.

Szpiro, G (1997).
The Emergence of Risk Aversion
Complexity, 2:31–39.

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