Klaus Reiner Schenk-Hoppé
Names
first: |
Klaus |
middle: |
Reiner |
last: |
Schenk-Hoppé |
Identifer
Contact
Affiliations
-
University of Manchester
/ School of Social Sciences
/ Department of Economics
Research profile
author of:
- On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op (RePEc:ags:hwwadp:26320)
by Hens, Thorsten & Schenk-Hoppe, Klaus Reiner & Vogt, Bodo - Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading (RePEc:bla:irvfin:v:18:y:2018:i:4:p:727-741)
by Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk‐Hoppé - Patience Is a Virtue: In Value Investing (RePEc:bla:irvfin:v:20:y:2020:i:4:p:1019-1031)
by Thorsten Hens & Klaus R. Schenk‐Hoppé - Market Selection Of Financial Trading Strategies: Global Stability (RePEc:bla:mathfi:v:12:y:2002:i:4:p:329-339)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk‐Hoppé - Financial Markets and Stochastic Growth (RePEc:bla:reviec:v:11:y:2003:i:2:p:219-236)
by Leonard J. Mirman & Klaus Reiner Schenk‐Hoppé - (Un)anticipated Technological Change in an Endogenous Growth Model (RePEc:bpj:sndecm:v:13:y:2009:i:1:n:3)
by Conway Bruce A & Rosenblatt-Wisch Rina & Schenk-Hoppé Klaus Reiner - Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (RePEc:bpj:sndecm:v:5:y:2001:i:1:n:6)
by Schenk-Hoppé Klaus Reiner - On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach (RePEc:chf:rpseri:rp0638)
by Terje Lensberg & Klaus Reiner Schenk-Hoppe - Stochastic Volatility: Risk Minimization and Model Risk (RePEc:chf:rpseri:rp0710)
by Christian-Olivier Ewald & Rolf Poulsen & Klaus Reiner Schenk-Hoppe - Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges (RePEc:chf:rpseri:rp0711)
by Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang - Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets (RePEc:chf:rpseri:rp0718)
by Alena Audzeyeva & Klaus Reiner Schenk-Hoppe - Do Stylised Facts of Order Book Markets Need Strategic Behaviour? (RePEc:chf:rpseri:rp0720)
by Dan Ladley & Klaus Reiner Schenk-Hoppe - Evolutionary Finance (RePEc:chf:rpseri:rp0814)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Market Selection of Constant Proportions Investment Strategies in Continuous Time (RePEc:chf:rpseri:rp0829)
by Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE - From Discrete to Continuous Time Evolutionary Finance Models (RePEc:chf:rpseri:rp0830)
by Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE - Asset Market Games of Survival (RePEc:chf:rpseri:rp0831)
by Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE - Survival and Evolutionary Stability of the Kelly Rule (RePEc:chf:rpseri:rp0932)
by Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE - Growing wealth with fixed-mix strategies (RePEc:chf:rpseri:rp0937)
by Michael A.H. DEMPSTER & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE - An evolutionary financial market model with a risk-free asset (RePEc:chf:rpseri:rp1036)
by Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE - Consumption Paths under Prospect Utility in an Optimal Growth Model (RePEc:chf:rpseri:rp1038)
by Reto FOELLMI & Rina ROSENBLATT-WISCH & Klaus REINER SCHENK-HOPPE - A Simple Model of the Firm Life Cycle (RePEc:chf:rpseri:rp1039)
by Klaus REINER SCHENK-HOPPE & Urs SCHWERI - Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes (RePEc:chf:rpseri:rp1227)
by Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley - Evolutionary Behavioural Finance (RePEc:chf:rpseri:rp1516)
by Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPÉ - Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading (RePEc:chf:rpseri:rp1710)
by Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk-Hoppé - Margin Requirements and Evolutionary Asset Pricing (RePEc:chf:rpseri:rp1720)
by Anastasiia Sokko & Klaus Reiner Schenk-Hoppé - Patience is a Virtue - In Value Investing (RePEc:chf:rpseri:rp1826)
by Thorsten Hens & Klaus Reiner Schenk-Hoppé - Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets (RePEc:chf:rpseri:rp2019)
by Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé - Evolution in Pecunia (RePEc:chf:rpseri:rp2044)
by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé - Strategic complementarity and substitutability of investment strategies (RePEc:chf:rpseri:rp2204)
by Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Market selection and survival of investment strategies (RePEc:cor:louvco:2003099)
by AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner - Is There A Golden Rule For The Stochastic Solow Growth Model? (RePEc:cup:macdyn:v:6:y:2002:i:04:p:457-475_01)
by Schenk–Hoppé, Klaus Reiner - Markets do not select for a liquidity preference as behavior towards risk (RePEc:eee:dyncon:v:30:y:2006:i:2:p:279-292)
by Hens, Thorsten & Schenk-Hoppe, Klaus Reiner - Do stylised facts of order book markets need strategic behaviour? (RePEc:eee:dyncon:v:33:y:2009:i:4:p:817-831)
by Ladley, Dan & Schenk-Hoppé, Klaus Reiner - From discrete to continuous time evolutionary finance models (RePEc:eee:dyncon:v:34:y:2010:i:5:p:913-931)
by Palczewski, Jan & Schenk-Hoppé, Klaus Reiner - Consumption paths under prospect utility in an optimal growth model (RePEc:eee:dyncon:v:35:y:2011:i:3:p:273-281)
by Foellmi, Reto & Rosenblatt-Wisch, Rina & Schenk-Hoppé, Klaus Reiner - Itchy feet vs cool heads: Flow of funds in an agent-based financial market (RePEc:eee:dyncon:v:63:y:2016:i:c:p:53-68)
by Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya - Dynamic portfolio optimization with transaction costs and state-dependent drift (RePEc:eee:ejores:v:243:y:2015:i:3:p:921-931)
by Palczewski, Jan & Poulsen, Rolf & Schenk-Hoppé, Klaus Reiner & Wang, Huamao - An Evolutionary Model of Bertrand Oligopoly (RePEc:eee:gamebe:v:33:y:2000:i:1:p:1-19)
by Alos-Ferrer, Carlos & Ania, Ana B. & Schenk-Hoppe, Klaus Reiner - The role of country, regional and global market risks in the dynamics of Latin American yield spreads (RePEc:eee:intfin:v:20:y:2010:i:4:p:404-422)
by Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner - Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective (RePEc:eee:intfor:v:28:y:2012:i:2:p:507-518)
by Audzeyeva, Alena & Summers, Barbara & Schenk-Hoppé, Klaus Reiner - Costs and benefits of financial regulation: Short-selling bans and transaction taxes (RePEc:eee:jbfina:v:51:y:2015:i:c:p:103-118)
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan - Fragmentation and stability of markets (RePEc:eee:jeborg:v:119:y:2015:i:c:p:466-481)
by Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner - Cold play: Learning across bimatrix games (RePEc:eee:jeborg:v:185:y:2021:i:c:p:419-441)
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner - Globally evolutionarily stable portfolio rules (RePEc:eee:jetheo:v:140:y:2008:i:1:p:197-228)
by Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner - Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion (RePEc:eee:jmacro:v:27:y:2005:i:2:p:275-288)
by Schenk-Hoppe, Klaus Reiner - The evolution of Walrasian behavior in oligopolies (RePEc:eee:mateco:v:33:y:2000:i:1:p:35-55)
by Schenk-Hoppe, Klaus Reiner - Random fixed points in a stochastic Solow growth model (RePEc:eee:mateco:v:36:y:2001:i:1:p:19-30)
by Schenk-Hoppe, Klaus Reiner & Schmalfu[ss], Bjorn - Evolutionary finance: introduction to the special issue (RePEc:eee:mateco:v:41:y:2005:i:1-2:p:1-5)
by Hens, Thorsten & Schenk-Hoppe, Klaus Reiner - Market selection and survival of investment strategies (RePEc:eee:mateco:v:41:y:2005:i:1-2:p:105-122)
by Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner - Evolutionary stability of portfolio rules in incomplete markets (RePEc:eee:mateco:v:41:y:2005:i:1-2:p:43-66)
by Hens, Thorsten & Schenk-Hoppe, Klaus Reiner - Pure and randomized equilibria in the stochastic von Neumann-Gale model (RePEc:eee:mateco:v:43:y:2007:i:7-8:p:871-887)
by Evstigneev, Igor V. & Schenk-Hoppe, Klaus Reiner - Market selection of constant proportions investment strategies in continuous time (RePEc:eee:mateco:v:46:y:2010:i:2:p:248-266)
by Palczewski, Jan & Schenk-Hoppé, Klaus Reiner - Behavioral equilibrium and evolutionary dynamics in asset markets (RePEc:eee:mateco:v:91:y:2020:i:c:p:121-135)
by Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R. - Handbook of Financial Markets: Dynamics and Evolution (RePEc:eee:monogr:9780123742582)
by None - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Herding in Smart-Beta Investment Products (RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980)
by Eduard Krkoska & Klaus Reiner Schenk-Hoppé - Pricing Defaulted Italian Mortgages (RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:31-:d:318795)
by Michela Pelizza & Klaus R. Schenk-Hoppé - BeVIXed: Trading Fear in the Volatility Complex (RePEc:gam:jrisks:v:11:y:2023:i:5:p:86-:d:1139170)
by Chakravarthy Varadarajan & Klaus R. Schenk-Hoppé - Perspectives on the Future of Growth (RePEc:gam:jworld:v:3:y:2022:i:2:p:16-312:d:808635)
by Julia Wardley-Kershaw & Klaus R. Schenk-Hoppé - Economic Growth in the UK: The Inception (RePEc:gam:jworld:v:3:y:2022:i:2:p:9-174:d:778199)
by Julia Wardley-Kershaw & Klaus R. Schenk-Hoppé - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Evolution in pecunia (RePEc:hal:journl:hal-03589215)
by Rabah Amir & Igor Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Schenk-Hoppé - Nonstandard Errors (RePEc:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Globally Evolutionarily Stable Portfolio Rules (RePEc:hhs:nhhfms:2005_017)
by Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner - On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach (RePEc:hhs:nhhfms:2006_023)
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner - Costs and Benefits of Speculation (RePEc:hhs:nhhfms:2012_012)
by Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - - An Evolutionary Model Of Bertrand Oligopoly (RePEc:ivi:wpasad:1998-14)
by Ana B. Ania & Carlos Alós-Ferrer & Klaus R. Schenk-Hoppé - Resuscitating the cobweb cycle (RePEc:jof:jforec:v:23:y:2004:i:8:p:621-624)
by Klaus Reiner Schenk-Hoppé - Introduction: behavioral and evolutionary finance (RePEc:kap:annfin:v:9:y:2013:i:2:p:115-119)
by Igor Evstigneev & Klaus Schenk-Hoppé & William Ziemba - Asset market games of survival: a synthesis of evolutionary and dynamic games (RePEc:kap:annfin:v:9:y:2013:i:2:p:121-144)
by Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé - Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion (RePEc:kud:kuiedp:0213)
by Klaus Reiner Schenk-Hoppé - Market Selection and Survival of Investment Strategies (RePEc:kud:kuiedp:0216)
by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk (RePEc:kud:kuiedp:0218)
by Thorsten Hens & Klaus Reiner Schenk-Hoppé - Evolutionary Stability of Portfolio Rules in Incomplete Markets (RePEc:kud:kuiedp:0303)
by Thorsten Hens & Klaus Reiner Schenk-Hoppé - On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op (RePEc:kud:kuiedp:0335)
by Thorsten Hens & Klaus Reiner Schenk-Hoppé & Bodo Vogt - Evolutionary Stable Stock Markets (RePEc:kud:kuiedp:0339)
by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Volatility-induced Growth in Financial Markets (RePEc:kud:kuiedp:0340)
by Igor Evstigneev & Klaus Reiner Schenk-Hoppé - Survival of the Fittest on Wall Street (RePEc:kud:kuiedp:0403)
by Thorsten Hens & Klaus Reiner Schenk-Hoppé - (Un)anticipated Technological Change in an Endogenous Growth Model (RePEc:kud:kuiedp:0408)
by Bruce A. Conway & Klaus Reiner Schenk-Hoppé - Market Selection and Survival of Investment Strategies (RePEc:man:sespap:0215)
by R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé - VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model (RePEc:man:sespap:0603)
by I. V. Evstigneev & K. R. Schenk-Hoppé - Stochastic equilibria in von Neumann–Gale dynamical systems (RePEc:man:sespap:0620)
by Igor Evstigneev & Klaus Reiner Schenk-Hoppé - Volatility-Induced Financial Growth (RePEc:man:sespap:0626)
by Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé - Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market (RePEc:man:sespap:1507)
by Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang - Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions (RePEc:man:sespap:1815)
by E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin - Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth (RePEc:man:sespap:1816)
by E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin - Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems (RePEc:man:sespap:1902)
by E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé - The Resolution of Long-Run Risk (RePEc:man:sespap:1908)
by Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé - Evolutionary Stable Solution Concepts for the Initial Play (RePEc:man:sespap:1916)
by Terje Lensberg & Klaus Reiner Schenk-Hoppe - Economic Growth in the UK: Rolling with the Punches (RePEc:man:sespap:2108)
by Julia Wardley-Kershaw & Klaus R. Schenk-Hoppé - The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? (RePEc:mcb:jmoncb:v:39:y:2007:i:6:p:1305-1333)
by Thorsten Hens & Klaus Reiner Schenk-Hopp… & Bodo Vogt - Evolution in pecunia (RePEc:nas:journl:v:118:y:2021:p:e2016514118)
by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus R. Schenk-Hoppé - Cold play: Learning across bimatrix games (RePEc:pra:mprapa:99095)
by Lensberg, Terje & Schenk-Hoppé, Klaus R. - International Trade: Smarten up to talk the talk (RePEc:pra:mprapa:99096)
by Haas, Levi & Schenk-Hoppé, Klaus R. - The effect of supply and demand in a dynamic limit order based financial market (RePEc:sce:scecfa:427)
by Dan Ladley & Klaus Reiner & Schenk-Hoppé - An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index (RePEc:ses:arsjes:2002-iv-9)
by Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder - Sample-Path Stability of Non-Stationary Dynamic Economic Systems (RePEc:spr:annopr:v:114:y:2002:i:1:p:263-280:10.1023/a:1021074506105)
by Klaus Schenk-Hoppé - Exponential growth of fixed-mix strategies in stationary asset markets (RePEc:spr:finsto:v:7:y:2003:i:2:p:263-276)
by Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé - Evolutionary stable stock markets (RePEc:spr:joecth:v:27:y:2006:i:2:p:449-468)
by Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé - An evolutionary explanation of the value premium puzzle (RePEc:spr:joevec:v:21:y:2011:i:5:p:803-815)
by Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann - The von Neumann-Gale Growth Model and Its Stochastic Generalization (RePEc:spr:sprchp:978-3-540-32310-5_12)
by Igor V. Evstigneev & Klaus R. Schenk-Hoppé - Mathematical Financial Economics (RePEc:spr:sptbec:978-3-319-16571-4)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Portfolio Selection: Introductory Comments (RePEc:spr:sptchp:978-3-319-16571-4_1)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Problems and Exercises I (RePEc:spr:sptchp:978-3-319-16571-4_10)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Dynamic Securities Market Model (RePEc:spr:sptchp:978-3-319-16571-4_11)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Risk-Neutral Pricing (RePEc:spr:sptchp:978-3-319-16571-4_12)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - The Cox–Ross–Rubinstein Binomial Model (RePEc:spr:sptchp:978-3-319-16571-4_13)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - American Derivative Securities (RePEc:spr:sptchp:978-3-319-16571-4_14)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - From Binomial Model to Black–Scholes Formula (RePEc:spr:sptchp:978-3-319-16571-4_15)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Problems and Exercises II (RePEc:spr:sptchp:978-3-319-16571-4_16)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Capital Growth Theory (RePEc:spr:sptchp:978-3-319-16571-4_17)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Capital Growth Theory: Continued (RePEc:spr:sptchp:978-3-319-16571-4_18)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - General Equilibrium Analysis of Financial Markets (RePEc:spr:sptchp:978-3-319-16571-4_19)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Mean-Variance Portfolio Analysis: The Markowitz Model (RePEc:spr:sptchp:978-3-319-16571-4_2)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Behavioral Equilibrium and Evolutionary Dynamics (RePEc:spr:sptchp:978-3-319-16571-4_20)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Problems and Exercises III (RePEc:spr:sptchp:978-3-319-16571-4_21)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Solution to the Markowitz Optimization Problem (RePEc:spr:sptchp:978-3-319-16571-4_3)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Properties of Efficient Portfolios (RePEc:spr:sptchp:978-3-319-16571-4_4)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - The Markowitz Model with a Risk-Free Asset (RePEc:spr:sptchp:978-3-319-16571-4_5)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Efficient Portfolios in a Market with a Risk-Free Asset (RePEc:spr:sptchp:978-3-319-16571-4_6)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Capital Asset Pricing Model (CAPM) (RePEc:spr:sptchp:978-3-319-16571-4_7)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - CAPM Continued (RePEc:spr:sptchp:978-3-319-16571-4_8)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Factor Models and the Ross-Huberman APT (RePEc:spr:sptchp:978-3-319-16571-4_9)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Volatility-induced financial growth (RePEc:taf:quantf:v:7:y:2007:i:2:p:151-160)
by Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe - Financial markets. The joy of volatility (RePEc:taf:quantf:v:8:y:2008:i:1:p:1-3)
by M. A. H. Dempster & Igor Evstigneev & Klaus Reiner Schenk-Hoppe - Risk minimization in stochastic volatility models: model risk and empirical performance (RePEc:taf:quantf:v:9:y:2009:i:6:p:693-704)
by Rolf Poulsen & Klaus Reiner Schenk-Hoppe & Christian-Oliver Ewald - Consumption Paths under Prospect Utility in an Optimal Growth Model (RePEc:ube:dpvwib:dp1010)
by Reto Foellmi & Rina Rosenblatt-Wisch & Klaus Reiner Schenk-Hopp - The Great Capitol Hill Baby Sitting Co‐op: Anecdote or Evidence for the Optimum Quantity of Money? (RePEc:wly:jmoncb:v:39:y:2007:i:6:p:1305-1333)
by Thorsten Hens & Klaus Reiner Schenk‐Hoppé & Bodo Vogt - From Rags To Riches: On Constant Proportions Investment Strategies (RePEc:wsi:ijtafx:v:05:y:2002:i:06:n:s0219024902001547)
by Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé - Cryptocurrencies: Concept and Current Market Structure (RePEc:wsi:wschap:9789811239670_0001)
by Octavian Nica & Karolina Piotrowska & Klaus Reiner Schenk-Hoppé - Survival and Evolutionary Stability of the Kelly Rule (RePEc:wsi:wschap:9789814293501_0020)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé - Growing Wealth with Fixed-Mix Strategies (RePEc:wsi:wschap:9789814293501_0029)
by Michael A. H. Dempster & Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé - On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op (RePEc:zbw:hwwadp:26320)
by Hens, Thorsten & Schenk-Hoppe, Klaus Reiner & Vogt, Bodo - Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production (RePEc:zur:iewwpx:030)
by Jens-Ulrich Peter & Klaus Reiner Schenk-Hopp� - Is There a Golden Rule for the Stochastic Solow Growth Model ? (RePEc:zur:iewwpx:033)
by Klaus Reiner Schenk-Hopp� - Sample-Path Stability of Non-Stationary Dynamic Economic Systems (RePEc:zur:iewwpx:046)
by Klaus Reiner Schenk-Hopp� - Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) (RePEc:zur:iewwpx:054)
by Klaus Reiner Schenk-Hopp� - Random Fixed Points in a Stochastic Solow Growth Model (RePEc:zur:iewwpx:065)
by Klaus Reiner Schenk-Hopp� & Bj�rn Schmalfuss - Financial Markets and Stochastic Growth (RePEc:zur:iewwpx:066)
by Leonard J. Mirman & Klaus Reiner Schenk-Hopp� - Random Dynamical Systems in Economics (RePEc:zur:iewwpx:067)
by Klaus Reiner Schenk-Hopp� - Evolution of Portfolio Rules in Incomplete Markets (RePEc:zur:iewwpx:074)
by Thorsten Hens & Klaus Schenk-Hopp� - Market Selection of Financial Trading Strategies: Global Stability (RePEc:zur:iewwpx:083)
by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp� - Stochastic Tastes and Money in a Neo-Keynesian Economy (RePEc:zur:iewwpx:088)
by Klaus Rainer Schenk-Hopp� - From Rags to Riches: On Constant Proportions Investment Strategies (RePEc:zur:iewwpx:089)
by Igor V. Evstigneev & Klaus Rainer Schenk-Hopp� - Market Selection and Survival of Investment Strategies (RePEc:zur:iewwpx:091)
by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp� - On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op (RePEc:zur:iewwpx:108)
by Thorsten Hens & Klaus Reiner Schenk-Hopp� & Bodo Vogt - Resuscitating the Cobweb Cycle (RePEc:zur:iewwpx:123)
by Klaus Reiner Schenk�Hopp� - An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index (RePEc:zur:iewwpx:128)
by Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder - Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk (RePEc:zur:iewwpx:139)
by Thorsten Hens & Klaus Reiner Schenk-Hopp� - Evolutionary Stable Stock Markets (RePEc:zur:iewwpx:170)
by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�