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- W2087112915 abstract "This paper studies the wealth dynamics of investors holding self-financing portfolios in a continuous-time model of a financial market. Asset prices are endogenously determined by market clearing. We derive results on the asymptotic dynamics of the wealth distribution and asset prices for constant proportions investment strategies. This study is the first step towards a theory of continuous-time asset pricing that combines concepts from mathematical finance and economics by drawing on evolutionary ideas." @default.
- W2087112915 created "2016-06-24" @default.
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- W2087112915 date "2008-01-01" @default.
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- W2087112915 title "Market Selection of Constant Proportions Investment Strategies in Continuous Time" @default.
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- W2087112915 doi "https://doi.org/10.2139/ssrn.1288524" @default.
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