Driving Force in Investment

Andrea Capocci and Yi-Cheng Zhang

Papers from arXiv.org

Abstract: 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.

Date: 1999-12
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/9912330

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