12
H index
13
i10 index
453
Citations
Klaus Reiner Schenk-Hoppé : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 42 Articles 67 Papers 1 Books 24 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1998 - 2020). Relations with other researchers
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:
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Main data
Where Klaus Reiner Schenk-Hoppé has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 8 |
| Journal of Economic Dynamics and Control | 5 |
| Quantitative Finance | 3 |
| Annals of Finance | 2 |
| Journal of Risk and Financial Management | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 21 |
| Discussion Papers / University of Copenhagen. Department of Economics | 9 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Klaus Reiner Schenk-Hoppé (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Relatively growth optimal investment strategies in a market model with competition. (2019). Zhitlukhin, Mikhail ; Drokin, Yaroslav. In: Papers. RePEc:arx:papers:1908.01171. Full description at Econpapers || Download paper |
| 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 |
| 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 |
| 2020 | Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties. (2020). Pflug, Georg C ; Maier, Sebastian ; Polak, John W. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:133-147. Full description at Econpapers || Download paper |
| 2020 | Algorithmic trading for online portfolio selection under limited market liquidity. (2020). Zhang, Hai. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1033-1051. 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 |
| 2020 | On the existence of positive equilibrium profits in competitive screening markets. (2020). Veiga, Andre ; Levy, Yehuda John. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:140-168. Full description at Econpapers || Download paper |
| 2020 | Incorporating textual information in customer churn prediction models based on a convolutional neural network. (2020). Lessmann, Stefan ; de Bock, Koen W ; Coussement, Kristof ; de Caigny, Arno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1563-1578. 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 | 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). Berezovska, Lyudmyla ; Zavhorodnii, Andrii ; Drobyazko, Svetlana ; Nehoda, Yuliia ; Yanenkova, Iryna . 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 |
| 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 |
| 2020 | Relative growth optimal strategies in an asset market game. (2020). Zhitlukhin, Mikhail ; Drokin, Yaroslav. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00360-6. 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 |
| 2020 | Evolution of a Collusive Price in a Networked Market. (2020). Shirata, Yasuhiro. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:10:y:2020:i:2:d:10.1007_s13235-019-00322-2. Full description at Econpapers || Download paper |
| 2020 | Evolution of Behavior When Duopolists Choose Prices and Quantities. (2020). Peeters, Ronald ; Khan, Abhimanyu. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:10:y:2020:i:2:d:10.1007_s13235-019-00325-z. 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 |
| 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 |
| 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 |
| 2020 | Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:160. Full description at Econpapers || Download paper |
Klaus Reiner Schenk-Hoppé has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Klaus Reiner Schenk-Hoppé:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | Frontâ€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 | |
| 2002 | MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance. [Full Text][Citation analysis] | article | 28 |
| Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | ||
| 2003 | Financial Markets and Stochastic Growth In: Review of International Economics. [Full Text][Citation analysis] | article | 4 |
| Financial Markets and Stochastic Growth.() In: IEW - Working Papers. [Full Text][Citation analysis] 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. [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 | 4 |
| 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: 4 | 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 | 4 |
| 2011 | Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 15 |
| 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: 15 | 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: 15 | 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 |
| 2018 | Patience is a Virtue - In Value Investing 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 |
| 2003 | Market selection and survival of investment strategies In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | article | |
| 2002 | Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | 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: 31 | paper | |
| Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | 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 | 4 |
| 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: 4 | 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 | 56 |
| 1998 | - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | 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 | 4 |
| 2008 | Globally evolutionarily stable portfolio rules In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 17 |
| 2005 | Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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 | 6 |
| 2005 | Evolutionary stability of portfolio rules in incomplete markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 41 |
| 2003 | Evolutionary Stability of Portfolio Rules in Incomplete Markets.(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2020 | Pricing Defaulted Italian Mortgages In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 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 | 8 |
| 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, 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 |
| 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 Coâ€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 | |
| 2020 | Cold play: Learning across bimatrix games In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 |
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| 2015 | Mathematical Financial Economics In: Springer Texts in Business and Economics. [Citation analysis] | book | 1 |
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| 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 | 26 |
| 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 | ||
| Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 | |
| Is There a Golden Rule for the Stochastic Solow Growth Model ? 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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