Evolutionary finance: introduction to the special issue

Abstract This paper introduces the special issue of the Journal of Mathematical Economics on Evolutionary Finance.

[1]  J. Campbell Asset Pricing at the Millennium , 2000, The Journal of Finance.

[2]  L. Blume,et al.  If You're so Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets , 2001 .

[3]  Hans Föllmer,et al.  Equilibria in financial markets with heterogeneous agents: a probabilistic perspective , 2005 .

[4]  William A. Brock,et al.  Evolutionary dynamics in markets with many trader types , 2005 .

[5]  Klaus Reiner Schenk-Hoppé,et al.  Evolutionary stability of portfolio rules in incomplete markets , 2005 .

[6]  Rabah Amir,et al.  Market Selection and Survival of Investment Strategies , 2001 .

[7]  Kent Daniel,et al.  Investor psychology and capital asset pricing , 1998 .

[8]  Moshe Levy Is risk-aversion hereditary? , 2005 .

[9]  Giovanni Dosi,et al.  Institutional architectures and behavioral ecologies in the dynamics of financial markets , 2005 .

[10]  W. Brock,et al.  Heterogeneous beliefs and routes to chaos in a simple asset pricing model , 1998 .

[11]  Thomas Lux,et al.  Genetic learning as an explanation of stylized facts of foreign exchange markets , 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings..

[12]  Alvaro Sandroni Do markets favor agents able to make accurate predictions , 2000 .

[13]  William A. Brock,et al.  A rational route to randomness , 1997 .

[14]  Ana B. Ania,et al.  The asset market game , 2005 .

[15]  Alvaro Sandroni,et al.  Market selection when markets are incomplete , 2005 .

[16]  L. Blume,et al.  Evolution and market behavior , 1992 .