DRIVING FORCE IN INVESTMENT

Andrea Capocci () and Yi-Cheng Zhang ()
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Andrea Capocci: Institut de Physique Théorique, Université de Fribourg, CH-1700, Switzerland
Yi-Cheng Zhang: Institut de Physique Théorique, Université de Fribourg, CH-1700, Switzerland

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 511-522

Abstract: We study investment strategy in different models of financial markets, where the investors cannot attain 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: 2000
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DOI: 10.1142/S0219024900000498

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