Past Event

INET Visiting Speaker Seminar: Thorsten Hens "Financial Markets: Behavioral Equilibrium and Evolutionary Dynamics"

Thorsten Hens - University of Zurich 

Financial Markets: Behavioral Equilibrium and Evolutionary Dynamics

Abstract
We develop a financial market model founded in the rigor of general equilibrium theory that allows for any type of investment behavior.
Analyzing the long term evolution of wealth we find that a simple fundamental investment strategy has the best survival properties.

Details:

17 April 2015 15:30 -


Location

INET Oxford

Eagle House, Walton Well Road, Oxford, OX2 6ED


Complexity Economics