Driving Force in Investment

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We study investment strategy in different models of financial markets, where the investors cannot reach a perfect knowledge about available assets. The investor spends a certain effort to get information; this allows him to better choose the investment strategy, and puts a selective pressure upon assets. The best strategy is then a compromise between diversification and effort to get information.
10 pages, 5 figures

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Disordered Systems and Neural Networks, Portfolio Management

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http://salesiana.dossiersoluciones.com/handle/123456789/208885

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/9912330
 http://arxiv.org/abs/cond-mat/9912330

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arXiv