Klaus Reiner Schenk-Hoppé : Citation Profile


Are you Klaus Reiner Schenk-Hoppé?

University of Manchester

10

H index

11

i10 index

339

Citations

RESEARCH PRODUCTION:

39

Articles

61

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 16
   Journals where Klaus Reiner Schenk-Hoppé has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 35 (9.36 %)

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   Permalink: http://citec.repec.org/psc14
   Updated: 2019-05-25    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Lensberg, Terje (4)

Ladley, Daniel (2)

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:

Bottazzi, Giulio (26)

Hommes, Cars (22)

Anufriev, Mikhail (20)

Wagener, Florian (18)

Dindo, Pietro (16)

Chiarella, Carl (15)

Berentsen, Aleksander (13)

He, Xuezhong (11)

Rocheteau, Guillaume (10)

Farmer, J. (9)

Alós-Ferrer, Carlos (9)

Cites to:

Evstigneev, Igor (28)

Easley, David (15)

Blume, Lawrence (13)

Hommes, Cars (11)

Shleifer, Andrei (10)

Chiarella, Carl (9)

He, Xuezhong (8)

Brock, William (8)

Summers, Lawrence (7)

Campbell, John (7)

Lebaron, Blake (7)

Main data


Where Klaus Reiner Schenk-Hoppé has published?


Journals with more than one article published# docs
Journal of Mathematical Economics7
Journal of Economic Dynamics and Control5
Quantitative Finance3
Annals of Finance2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute19
Discussion Papers / University of Copenhagen. Department of Economics9

Recent works citing Klaus Reiner Schenk-Hoppé (2019 and 2018)


YearTitle of citing document
2018Asymptotic distribution of capital in a model of an investment market with competition. (2018). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:1811.12491.

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2017Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish. (2017). Massari, Filippo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:190-205.

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2017Imitation and price competition in a differentiated market. (2017). Peeters, Ronald ; Khan, Abhimanyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:177-194.

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2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

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2018Neurofinance versus the efficient markets hypothesis. (2018). Ardalan, Kavous. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:170-176.

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2018Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates. (2018). Kang, Boda ; Ziveyi, Jonathan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:43-56.

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2017Optimal portfolio choice with loss aversion over consumption. (2017). Curatola, Giuliano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:345-358.

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2018Collingridge and the dilemma of control: Towards responsible and accountable innovation. (2018). Genus, Audley ; Stirling, Andy. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:1:p:61-69.

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2018Volatility Is Log-Normal—But Not for the Reason You Think. (2018). Tegner, Martin ; Poulsen, Rolf. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:46-:d:143022.

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2017Is the Extension of Trading Hours Always Beneficial? An Artificial Agent-Based Analysis. (2017). Miwa, Kotaro ; Ueda, Kazuhiro. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9613-0.

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2018Dynamics Evolution of Trading Strategies of Investors in Financial Market. (2018). Wu, Bing Hui ; He, Jianmin ; Duan, Tingting. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9639-3.

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2018The growth of relative wealth and the Kelly criterion. (2018). Lo, Andrew W ; Zhang, Ruixun ; Orr, Allen H. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:20:y:2018:i:1:d:10.1007_s10818-017-9253-z.

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2018Evolution, finance, and the population genetics of relative wealth. (2018). Orr, Allen H. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:20:y:2018:i:1:d:10.1007_s10818-017-9254-y.

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2018Discrete beliefs space and equilibrium: a cautionary note. (2018). Berardi, Michele. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:242.

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2018Behavioral attitudes toward current economic events: a lesson from neuroeconomics. (2018). Ardalan, Kavous. In: Business Economics. RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0089-x.

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2018Loss Aversion at the Aggregate Level Across Countries and its Relation to Economic Fundamentals. (2018). Rosenblatt-Wisch, Rina ; Foellmi, Reto ; Jaeggi, Adrian. In: Working Papers. RePEc:snb:snbwpa:2018-01.

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2019Optimal incentive contracts under loss aversion and inequity aversion. (2019). Dong, Binwei ; Liu, Zhibing ; Peng, Jin ; Zhou, Chi . In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:18:y:2019:i:1:d:10.1007_s10700-018-9288-1.

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2018Long-run heterogeneity in an exchange economy with fixed-mix traders. (2018). Dindo, Pietro ; Giachini, Daniele ; Bottazzi, Giulio. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:2:d:10.1007_s00199-017-1066-8.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/04.

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2018New Results on Betting Strategies, Market Selection, and the Role of Luck. (2018). Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/08.

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2018Announcements credibility and government securities: evidence from Colombia. (2018). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo . In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:4:p:278-282.

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2018Learning minimum variance discrete hedging directly from the market. (2018). Nian, KE ; Li, Yuying ; Coleman, Thomas F. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:7:p:1115-1128.

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2018Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto. In: Research Paper Series. RePEc:uts:rpaper:389.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: Working Papers. RePEc:ven:wpaper:2018:03.

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Klaus Reiner Schenk-Hoppé has edited the books:


YearTitleTypeCited

Works by Klaus Reiner Schenk-Hoppé:


YearTitleTypeCited
2003On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op In: Discussion Paper Series.
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2003On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op..(2003) In: Discussion Papers.
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2003On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op.(2003) In: HWWA Discussion Papers.
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paper
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op.() In: IEW - Working Papers.
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paper
2018Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading In: International Review of Finance.
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2017Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading.(2017) In: Swiss Finance Institute Research Paper Series.
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paper
2002MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance.
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article24
Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers.
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paper
2003Financial Markets and Stochastic Growth In: Review of International Economics.
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article4
Financial Markets and Stochastic Growth.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 4
paper
2009(Un)anticipated Technological Change in an Endogenous Growth Model In: Studies in Nonlinear Dynamics & Econometrics.
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2004(Un)anticipated Technological Change in an Endogenous Growth Model.(2004) In: Discussion Papers.
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paper
2001Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2006On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach In: Swiss Finance Institute Research Paper Series.
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paper5
2006On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach.(2006) In: Discussion Papers.
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2007Stochastic Volatility: Risk Minimization and Model Risk In: Swiss Finance Institute Research Paper Series.
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2007Closed-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.
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2007Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets In: Swiss Finance Institute Research Paper Series.
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paper1
2007Do Stylised Facts of Order Book Markets Need Strategic Behaviour? In: Swiss Finance Institute Research Paper Series.
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paper10
2009Do stylised facts of order book markets need strategic behaviour?.(2009) In: Journal of Economic Dynamics and Control.
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article
2008Evolutionary Finance In: Swiss Finance Institute Research Paper Series.
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paper4
2008Market Selection of Constant Proportions Investment Strategies in Continuous Time In: Swiss Finance Institute Research Paper Series.
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paper1
2010Market selection of constant proportions investment strategies in continuous time.(2010) In: Journal of Mathematical Economics.
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article
2008From Discrete to Continuous Time Evolutionary Finance Models In: Swiss Finance Institute Research Paper Series.
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paper1
2010From discrete to continuous time evolutionary finance models.(2010) In: Journal of Economic Dynamics and Control.
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2008Asset Market Games of Survival In: Swiss Finance Institute Research Paper Series.
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2009Survival and Evolutionary Stability of the Kelly Rule In: Swiss Finance Institute Research Paper Series.
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2011Survival and Evolutionary Stability of the Kelly Rule.(2011) In: World Scientific Book Chapters.
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chapter
2009Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series.
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2011Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters.
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chapter
2010An evolutionary financial market model with a risk-free asset In: Swiss Finance Institute Research Paper Series.
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2010Consumption Paths under Prospect Utility in an Optimal Growth Model In: Swiss Finance Institute Research Paper Series.
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2010Consumption Paths under Prospect Utility in an Optimal Growth Model.(2010) In: Diskussionsschriften.
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2011Consumption paths under prospect utility in an optimal growth model.(2011) In: Journal of Economic Dynamics and Control.
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article
2010A Simple Model of the Firm Life Cycle In: Swiss Finance Institute Research Paper Series.
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2012Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes In: Swiss Finance Institute Research Paper Series.
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paper3
2015Costs and benefits of financial regulation: Short-selling bans and transaction taxes.(2015) In: Journal of Banking & Finance.
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2015Evolutionary Behavioural Finance In: Swiss Finance Institute Research Paper Series.
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2017Margin Requirements and Evolutionary Asset Pricing In: Swiss Finance Institute Research Paper Series.
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2018Patience is a Virtue - In Value Investing In: Swiss Finance Institute Research Paper Series.
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2003Market selection and survival of investment strategies In: CORE Discussion Papers.
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paper26
2005Market selection and survival of investment strategies.(2005) In: Journal of Mathematical Economics.
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2002Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers.
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2002Market Selection and Survival of Investment Strategies.(2002) In: The School of Economics Discussion Paper Series.
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Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers.
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2006Markets do not select for a liquidity preference as behavior towards risk In: Journal of Economic Dynamics and Control.
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2002Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk.(2002) In: Discussion Papers.
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Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk.() In: IEW - Working Papers.
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2016Itchy feet vs cool heads: Flow of funds in an agent-based financial market In: Journal of Economic Dynamics and Control.
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article3
2015Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market.(2015) In: The School of Economics Discussion Paper Series.
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2015Dynamic portfolio optimization with transaction costs and state-dependent drift In: European Journal of Operational Research.
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article1
2000An Evolutionary Model of Bertrand Oligopoly In: Games and Economic Behavior.
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article44
1998- AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY.(1998) In: Working Papers. Serie AD.
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2010The 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.
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article5
2012Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective In: International Journal of Forecasting.
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article1
2015Fragmentation and stability of markets In: Journal of Economic Behavior & Organization.
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2008Globally evolutionarily stable portfolio rules In: Journal of Economic Theory.
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2005Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers.
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2005Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion In: Journal of Macroeconomics.
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2002Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion..(2002) In: Discussion Papers.
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2000The evolution of Walrasian behavior in oligopolies In: Journal of Mathematical Economics.
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article14
2001Random fixed points in a stochastic Solow growth model In: Journal of Mathematical Economics.
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article12
Random Fixed Points in a Stochastic Solow Growth Model.() In: IEW - Working Papers.
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2005Evolutionary finance: introduction to the special issue In: Journal of Mathematical Economics.
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article5
2005Evolutionary stability of portfolio rules in incomplete markets In: Journal of Mathematical Economics.
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2003Evolutionary Stability of Portfolio Rules in Incomplete Markets.(2003) In: Discussion Papers.
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2007Pure and randomized equilibria in the stochastic von Neumann-Gale model In: Journal of Mathematical Economics.
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2006VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model.(2006) In: The School of Economics Discussion Paper Series.
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2019Herding in Smart-Beta Investment Products In: Journal of Risk and Financial Management.
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2012Costs and Benefits of Speculation In: Discussion Papers.
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2004Resuscitating the cobweb cycle In: Journal of Forecasting.
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Resuscitating the Cobweb Cycle.() In: IEW - Working Papers.
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2013Introduction: behavioral and evolutionary finance In: Annals of Finance.
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2013Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance.
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2003Evolutionary Stable Stock Markets. In: Discussion Papers.
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2006Evolutionary stable stock markets.(2006) In: Economic Theory.
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article
Evolutionary Stable Stock Markets.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 14
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2003Volatility-induced Growth in Financial Markets. In: Discussion Papers.
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2004Survival of the Fittest on Wall Street In: Discussion Papers.
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2006Stochastic equilibria in von Neumann–Gale dynamical systems In: The School of Economics Discussion Paper Series.
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2006Volatility-Induced Financial Growth In: The School of Economics Discussion Paper Series.
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2007Volatility-induced financial growth.(2007) In: Quantitative Finance.
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2018Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth In: The School of Economics Discussion Paper Series.
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2019Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems In: The School of Economics Discussion Paper Series.
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2007The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? In: Journal of Money, Credit and Banking.
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2006The effect of supply and demand in a dynamic limit order based financial market In: Computing in Economics and Finance 2006.
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2002An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index In: Swiss Journal of Economics and Statistics (SJES).
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An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index.() In: IEW - Working Papers.
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2002Sample-Path Stability of Non-Stationary Dynamic Economic Systems In: Annals of Operations Research.
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Sample-Path Stability of Non-Stationary Dynamic Economic Systems.() In: IEW - Working Papers.
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2002Exponential growth of fixed-mix strategies in stationary asset markets In: Finance and Stochastics.
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2011An evolutionary explanation of the value premium puzzle In: Journal of Evolutionary Economics.
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2015Mathematical Financial Economics In: Springer Texts in Business and Economics.
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2008Financial markets. The joy of volatility In: Quantitative Finance.
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2009Risk minimization in stochastic volatility models: model risk and empirical performance In: Quantitative Finance.
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2002FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF).
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From Rags to Riches: On Constant Proportions Investment Strategies.() In: IEW - Working Papers.
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Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production In: IEW - Working Papers.
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Is There a Golden Rule for the Stochastic Solow Growth Model ? In: IEW - Working Papers.
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Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) In: IEW - Working Papers.
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Random Dynamical Systems in Economics In: IEW - Working Papers.
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Evolution of Portfolio Rules in Incomplete Markets In: IEW - Working Papers.
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Stochastic Tastes and Money in a Neo-Keynesian Economy In: IEW - Working Papers.
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