We consider a stochastic model of a financial market with one-period assets and endogenous asset prices. The model was initially developed and analyzed in the context of Evolutionary Finance with the main focus on questions of “survival and extinction” of investment strategies (portfolio rules). In this paper we view the model from a different, game-theoretic, perspective and analyze Nash equilibrium properties of survival portfolio rules.

中文翻译：

---

资产市场演化模型中的纳什均衡策略和生存投资组合规则

我们考虑具有一期资产和内生资产价格的金融市场的随机模型。该模型最初是在演化金融的背景下开发和分析的，主要侧重于投资策略（投资组合规则）的“生存与消亡”问题。在本文中，我们从不同的博弈论角度对模型进行了研究，并分析了生存组合规则的纳什均衡性质。