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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2330/1537
|
| Title: | On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach |
| Authors: | Lensberg, Terje
Schenk-Hoppé, Klaus Reiner |
| Keywords: | VDP::Samfunnsvitenskap: 200::Økonomi: 210
Evolutionary finance
portfolio choice
asset pricing
genetic programming |
| Issue Date: | Dec-2006 |
| Publisher: | Norwegian School of Economics and Business Administration. Department of Finance and Management Science |
| Series/Report no.: | Discussion paper
2006:23 |
| URI: | http://hdl.handle.net/2330/1537 |
| ISSN: | 1500-4066 |
| Appears in Collections: | Discussion papers
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Files in This Item:
| File |
Description |
Size | Format |
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| 2306.pdf | | 772Kb | Adobe PDF | View/Open |
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