12
H index
14
i10 index
479
Citations
University of Manchester | 12 H index 14 i10 index 479 Citations RESEARCH PRODUCTION: 46 Articles 73 Papers 1 Books 25 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Klaus Reiner Schenk-Hoppé. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Mathematical Economics | 8 |
Journal of Economic Dynamics and Control | 5 |
Quantitative Finance | 3 |
International Review of Finance | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
JRFM | 2 |
Annals of Finance | 2 |
Journal of Economic Behavior & Organization | 2 |
Year | Title of citing document |
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2020 | Asymptotic minimization of expected time to reach a large wealth level in an asset market game. (2020). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2007.04909. Full description at Econpapers || Download paper |
2020 | A continuous-time asset market game with short-lived assets. (2020). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2008.13230. Full description at Econpapers || Download paper |
2021 | Capital growth and survival strategies in a market with endogenous prices. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2101.09777. Full description at Econpapers || Download paper |
2021 | Asymptotically optimal strategies in a diffusion approximation of a repeated betting game. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2108.11998. Full description at Econpapers || Download paper |
2020 | Does the “uptick rule†stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625. Full description at Econpapers || Download paper |
2020 | The high frequency trade off between speed and sophistication. (2020). Ladley, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300804. Full description at Econpapers || Download paper |
2020 | High frequency traders and the price process. (2020). Ait-Sahalia, Yacine ; Brunetti, Celso. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:20-45. Full description at Econpapers || Download paper |
2022 | Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345. Full description at Econpapers || Download paper |
2020 | Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets. (2020). Zhou, Shengjie ; Ye, Qing ; Zhang, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301939. Full description at Econpapers || Download paper |
2021 | Finance and European regional economy. (2021). Inekwe, John Nkwoma. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002477. Full description at Econpapers || Download paper |
2022 | Patience and financial development. (2022). Gur, Nurullah. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001264. Full description at Econpapers || Download paper |
2020 | Losing money on the margin. (2020). Rockey, James ; Ladley, Daniel ; Liu, Guanqing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:107-136. Full description at Econpapers || Download paper |
2021 | Multiple behavioral rules in Cournot oligopolies. (2021). Ritschel, Alexander ; Alos-Ferrer, Carlos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:250-267. Full description at Econpapers || Download paper |
2021 | Games with coupled populations: An experiment in continuous time. (2021). Martinez-Martinez, Ismael ; Benndorf, Volker ; Normann, Hans-Theo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000983. Full description at Econpapers || Download paper |
2021 | Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship. (2021). Hunnes, John A ; Zakamulin, Valeriy. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:182-197. Full description at Econpapers || Download paper |
2021 | Modeling of Bank Credit Risk Management Using the Cost Risk Model. (2021). Yanenkova, Iryna ; Berezovska, Lyudmyla ; Zavhorodnii, Andrii ; Drobyazko, Svetlana ; Nehoda, Yuliia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:211-:d:549906. Full description at Econpapers || Download paper |
2022 | Housing Real Estate Economics and Finance. (2022). Yi, Rita. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:121-:d:764123. Full description at Econpapers || Download paper |
2021 | Hybrid Convolutional Neural Networks Based Framework for Skimmed Milk Powder Price Forecasting. (2021). Czubak, Wawrzyniec ; Malczewski, Jarosaw. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3699-:d:524648. Full description at Econpapers || Download paper |
2021 | Playing the field in all-pay auctions. (2021). Brown, Alexander L ; Stephenson, Daniel G. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:2:d:10.1007_s10683-020-09669-5. Full description at Econpapers || Download paper |
2021 | Unbeatable strategies. (2021). Evstigneev, Igor V ; Amir, Rabah ; Potapova, Valeriya. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2101. Full description at Econpapers || Download paper |
2021 | Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317. Full description at Econpapers || Download paper |
2021 | Hedging Cryptocurrency Options. (2021). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: MPRA Paper. RePEc:pra:mprapa:110774. Full description at Econpapers || Download paper |
2021 | Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xue-Zhong ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5. Full description at Econpapers || Download paper |
2021 | Corruption in Organizations: Some General Formulations and (In-)Corruptibility Results. (2021). Xu, Yongsheng ; Tang, Fang-Fang . In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics. RePEc:spr:homoec:v:38:y:2021:i:1:d:10.1007_s41412-021-00112-5. Full description at Econpapers || Download paper |
2021 | Rationality and asset prices under belief heterogeneity. (2021). Giachini, Daniele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00708-1. Full description at Econpapers || Download paper |
2021 | Discrete beliefs space and equilibrium: a cautionary note. (2021). Berardi, Michele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:2:d:10.1007_s00191-020-00689-1. Full description at Econpapers || Download paper |
2021 | Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3. Full description at Econpapers || Download paper |
2020 | Selection in incomplete markets and the CAPM portfolio rule. (2020). Giachini, Daniele ; Bottazzi, Giulio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/29. Full description at Econpapers || Download paper |
2022 | On the evolutionary stability of the sentiment investor. (2022). Giachini, Daniele ; Bottazzi, Giulio ; Antico, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2022/09. Full description at Econpapers || Download paper |
2021 | The reliability of geometric Brownian motion forecasts of S&P500 index values. (2021). Sinha, Amit K. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1444-1462. Full description at Econpapers || Download paper |
2021 | On the computation of hedging strategies in affine GARCH models. (2021). Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:710-735. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2003 | On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2003 | On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op..(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2003 | On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op.(2003) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
2018 | Front?Running and Market Quality: An Evolutionary Perspective on High Frequency Trading In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading.(2017) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Patience Is a Virtue: In Value Investing In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
2018 | Patience is a Virtue - In Value Investing.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2002 | MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance. [Full Text][Citation analysis] | article | 30 |
Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | ||
2003 | Financial Markets and Stochastic Growth In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
Financial Markets and Stochastic Growth.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | ||
2009 | (Un)anticipated Technological Change in an Endogenous Growth Model In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | (Un)anticipated Technological Change in an Endogenous Growth Model.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2001 | Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
2006 | On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2006 | On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2007 | Stochastic Volatility: Risk Minimization and Model Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | 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 In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2007 | Do Stylised Facts of Order Book Markets Need Strategic Behaviour? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 14 |
2009 | Do stylised facts of order book markets need strategic behaviour?.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2008 | Evolutionary Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 15 |
2008 | Market Selection of Constant Proportions Investment Strategies in Continuous Time In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2010 | Market selection of constant proportions investment strategies in continuous time.(2010) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2008 | From Discrete to Continuous Time Evolutionary Finance Models In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | From discrete to continuous time evolutionary finance models.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | Asset Market Games of Survival In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Survival and Evolutionary Stability of the Kelly Rule In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2011 | Survival and Evolutionary Stability of the Kelly Rule.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | chapter | |
2009 | Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
2011 | Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
2010 | An evolutionary financial market model with a risk-free asset In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Consumption Paths under Prospect Utility in an Optimal Growth Model In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 16 |
2011 | Consumption paths under prospect utility in an optimal growth model.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2010 | Consumption Paths under Prospect Utility in an Optimal Growth Model.(2010) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2010 | A Simple Model of the Firm Life Cycle In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
2015 | Costs and benefits of financial regulation: Short-selling bans and transaction taxes.(2015) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2015 | Evolutionary Behavioural Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Margin Requirements and Evolutionary Asset Pricing In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Behavioral equilibrium and evolutionary dynamics in asset markets.(2020) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | Evolution in Pecunia In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Evolution in pecunia.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Evolution in pecunia.(2021) In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2022 | Strategic complementarity and substitutability of investment strategies In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2003 | Market selection and survival of investment strategies In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 32 |
2005 | Market selection and survival of investment strategies.(2005) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2002 | Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2002 | Market Selection and Survival of Investment Strategies.(2002) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | ||
2002 | IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
Is There a Golden Rule for the Stochastic Solow Growth Model ?.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | ||
2006 | Markets do not select for a liquidity preference as behavior towards risk In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2002 | Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk.(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | ||
2016 | Itchy feet vs cool heads: Flow of funds in an agent-based financial market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2015 | Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market.(2015) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | Dynamic portfolio optimization with transaction costs and state-dependent drift In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
2000 | An Evolutionary Model of Bertrand Oligopoly In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 57 |
1998 | - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2010 | The role of country, regional and global market risks in the dynamics of Latin American yield spreads In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2012 | Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2015 | Fragmentation and stability of markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
2021 | Cold play: Learning across bimatrix games In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2020 | Cold play: Learning across bimatrix games.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Globally evolutionarily stable portfolio rules In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 19 |
2005 | Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2005 | Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2002 | Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2000 | The evolution of Walrasian behavior in oligopolies In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 15 |
2001 | Random fixed points in a stochastic Solow growth model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 14 |
Random Fixed Points in a Stochastic Solow Growth Model.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | ||
2005 | Evolutionary finance: introduction to the special issue In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
2005 | Evolutionary stability of portfolio rules in incomplete markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 45 |
2003 | Evolutionary Stability of Portfolio Rules in Incomplete Markets.(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2007 | Pure and randomized equilibria in the stochastic von Neumann-Gale model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 3 |
2006 | VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2019 | Herding in Smart-Beta Investment Products In: JRFM. [Full Text][Citation analysis] | article | 4 |
2020 | Pricing Defaulted Italian Mortgages In: JRFM. [Full Text][Citation analysis] | article | 2 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Costs and Benefits of Speculation In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Resuscitating the cobweb cycle In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
Resuscitating the Cobweb Cycle.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
2013 | Introduction: behavioral and evolutionary finance In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance. [Full Text][Citation analysis] | article | 10 |
2003 | Evolutionary Stable Stock Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2006 | Evolutionary stable stock markets.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
Evolutionary Stable Stock Markets.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | ||
2003 | Volatility-induced Growth in Financial Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Survival of the Fittest on Wall Street In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Stochastic equilibria in von Neumann–Gale dynamical systems In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2006 | Volatility-Induced Financial Growth In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
2007 | Volatility-induced financial growth.(2007) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2018 | Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | The Resolution of Long-Run Risk In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Evolutionary Stable Solution Concepts for the Initial Play In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Economic Growth in the UK: Rolling with the Punches In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 3 |
2007 | The Great Capitol Hill Baby Sitting Co?op: Anecdote or Evidence for the Optimum Quantity of Money?.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2019 | International Trade: Smarten up to talk the talk In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | The effect of supply and demand in a dynamic limit order based financial market In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2002 | An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 4 |
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | ||
2002 | Sample-Path Stability of Non-Stationary Dynamic Economic Systems In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
Sample-Path Stability of Non-Stationary Dynamic Economic Systems.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
2002 | Exponential growth of fixed-mix strategies in stationary asset markets In: Finance and Stochastics. [Full Text][Citation analysis] | article | 7 |
2011 | An evolutionary explanation of the value premium puzzle In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 3 |
2006 | The von Neumann-Gale Growth Model and Its Stochastic Generalization In: Springer Books. [Citation analysis] | chapter | 0 |
2015 | Mathematical Financial Economics In: Springer Texts in Business and Economics. [Citation analysis] | book | 1 |
2015 | Portfolio Selection: Introductory Comments In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Problems and Exercises I In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Problems and Exercises II.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2015 | Problems and Exercises III.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2015 | Dynamic Securities Market Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Risk-Neutral Pricing In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | The Cox–Ross–Rubinstein Binomial Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | American Derivative Securities In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | From Binomial Model to Black–Scholes Formula In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Capital Growth Theory In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Capital Growth Theory: Continued In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | General Equilibrium Analysis of Financial Markets In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Mean-Variance Portfolio Analysis: The Markowitz Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Behavioral Equilibrium and Evolutionary Dynamics In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Solution to the Markowitz Optimization Problem In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Properties of Efficient Portfolios In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | The Markowitz Model with a Risk-Free Asset In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Efficient Portfolios in a Market with a Risk-Free Asset In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Capital Asset Pricing Model (CAPM) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | CAPM Continued In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Factor Models and the Ross-Huberman APT In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2008 | Financial markets. The joy of volatility In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
2009 | Risk minimization in stochastic volatility models: model risk and empirical performance In: Quantitative Finance. [Full Text][Citation analysis] | article | 27 |
2002 | FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 8 |
From Rags to Riches: On Constant Proportions Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | ||
2021 | Cryptocurrencies: Concept and Current Market Structure In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 | |
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 | |
Random Dynamical Systems in Economics In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 4 | |
Evolution of Portfolio Rules in Incomplete Markets In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 | |
Stochastic Tastes and Money in a Neo-Keynesian Economy In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 |
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