Klaus Reiner Schenk-Hoppé : Citation Profile


Are you Klaus Reiner Schenk-Hoppé?

University of Manchester

12

H index

14

i10 index

479

Citations

RESEARCH PRODUCTION:

46

Articles

73

Papers

1

Books

25

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 20
   Journals where Klaus Reiner Schenk-Hoppé has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 41 (7.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc14
   Updated: 2022-05-14    RAS profile: 2022-04-05    
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Relations with other researchers


Works with:

Lensberg, Terje (5)

Stefanova, Denitsa (2)

Pasquariello, Paolo (2)

Ranaldo, Angelo (2)

Nielsson, Ulf (2)

Holzmeister, Felix (2)

Moinas, Sophie (2)

Menkveld, Albert (2)

Foucault, Thierry (2)

Davies, Ryan (2)

Lof, Matthijs (2)

Dumitrescu, Ariadna (2)

Pelizzon, Loriana (2)

Wilhelmsson, Anders (2)

Sarno, Lucio (2)

Jalkh, Naji (2)

Ferrara, Gerardo (2)

Smales, Lee (2)

Putnins, Talis (2)

Abudy, Menachem (2)

AMIR, Rabah (2)

CAPELLE-BLANCARD, Gunther (2)

Palan, Stefan (2)

Schwarz, Marco (2)

Kassner, Bernhard (2)

Caporin, Massimiliano (2)

Adrian, Tobias (2)

Ait-Sahalia, Yacine (2)

Dreber, Anna (2)

Jurkatis, Simon (2)

Deev, Oleg (2)

Liew, Chee (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Bouri, Elie (2)

Reitz, Stefan (2)

PASCUAL, ROBERTO (2)

Patton, Andrew (2)

Vilkov, Grigory (2)

Gehrig, Thomas (2)

Xia, Shuo (2)

Rakowski, David (2)

Pastor, Lubos (2)

Rinne, Kalle (2)

Bos, Charles (2)

Gorbenko, Arseny (2)

Verousis, Thanos (2)

Bohorquez Correa, Santiago (2)

Harris, Jeffrey (2)

Horenstein, Alex (2)

FERROUHI, EL MEHDI (2)

Park, Andreas (2)

Johannesson, Magnus (2)

Xiu, Dacheng (2)

Talavera, Oleksandr (2)

Lopez-Lira, Alejandro (2)

Walther, Thomas (2)

Alexeev, Vitali (2)

Wolff, Christian (2)

Zhou, Chen (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

van Kervel, Vincent (2)

Gerritsen, Dirk (2)

Dimpfl, Thomas (2)

Theissen, Erik (2)

Colliard, Jean-Edouard (2)

Regis, Luca (2)

Scaillet, Olivier (2)

Hautsch, Nikolaus (2)

Frijns, Bart (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 (34)

Anufriev, Mikhail (22)

Hommes, Cars (22)

Dindo, Pietro (17)

Wagener, Florian (17)

Chiarella, Carl (15)

Berentsen, Aleksander (13)

Ladley, Daniel (11)

He, Xuezhong (Tony) (11)

Farmer, J. (10)

Rocheteau, Guillaume (10)

Cites to:

Evstigneev, Igor (35)

Easley, David (15)

Blume, Lawrence (13)

Chiarella, Carl (11)

Hommes, Cars (11)

Shleifer, Andrei (10)

He, Xuezhong (Tony) (10)

Lensberg, Terje (9)

Brock, William (8)

Summers, Lawrence (7)

Stahl, Dale (7)

Main data


Where Klaus Reiner Schenk-Hoppé has published?


Journals with more than one article published# docs
Journal of Mathematical Economics8
Journal of Economic Dynamics and Control5
Quantitative Finance3
International Review of Finance2
Studies in Nonlinear Dynamics & Econometrics2
JRFM2
Annals of Finance2
Journal of Economic Behavior & Organization2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute22
Discussion Papers / University of Copenhagen. Department of Economics9
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Klaus Reiner Schenk-Hoppé (2022 and 2021)


YearTitle of citing document
2020Asymptotic 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.

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2020A continuous-time asset market game with short-lived assets. (2020). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2008.13230.

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2021Capital growth and survival strategies in a market with endogenous prices. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2101.09777.

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2021Asymptotically optimal strategies in a diffusion approximation of a repeated betting game. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2108.11998.

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2020Does 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.

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2020The 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.

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2020High 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.

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2022Are 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.

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2020Short-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.

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2021Finance and European regional economy. (2021). Inekwe, John Nkwoma. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002477.

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2022Patience and financial development. (2022). Gur, Nurullah. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001264.

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2020Losing 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.

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2021Multiple 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.

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2021Games 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.

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2021Stock 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.

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2021Modeling 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.

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2022Housing Real Estate Economics and Finance. (2022). Yi, Rita. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:121-:d:764123.

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2021Hybrid 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.

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2021Playing 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.

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2021Unbeatable strategies. (2021). Evstigneev, Igor V ; Amir, Rabah ; Potapova, Valeriya. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2101.

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2021Advances 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.

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2021Hedging Cryptocurrency Options. (2021). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: MPRA Paper. RePEc:pra:mprapa:110774.

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2021Cross-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.

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2021Corruption 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.

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2021Rationality 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.

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2021Discrete 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.

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2021Advances 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.

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2020Selection in incomplete markets and the CAPM portfolio rule. (2020). Giachini, Daniele ; Bottazzi, Giulio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/29.

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2022On the evolutionary stability of the sentiment investor. (2022). Giachini, Daniele ; Bottazzi, Giulio ; Antico, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2022/09.

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2021The 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.

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2021On 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.

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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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paper
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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article1
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
2020Patience Is a Virtue: In Value Investing In: International Review of Finance.
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article1
2018Patience is a Virtue - In Value Investing.(2018) 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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article30
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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article5
Financial Markets and Stochastic Growth.() In: IEW - Working Papers.
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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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2001Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series In: Studies in Nonlinear Dynamics & Econometrics.
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article2
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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paper
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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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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paper15
2008Market Selection of Constant Proportions Investment Strategies in Continuous Time In: Swiss Finance Institute Research Paper Series.
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paper5
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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paper2
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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paper6
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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2011Consumption paths under prospect utility in an optimal growth model.(2011) In: Journal of Economic Dynamics and Control.
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2010Consumption Paths under Prospect Utility in an Optimal Growth Model.(2010) In: Diskussionsschriften.
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paper
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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paper11
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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2020Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets In: Swiss Finance Institute Research Paper Series.
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2020Behavioral equilibrium and evolutionary dynamics in asset markets.(2020) In: Journal of Mathematical Economics.
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2020Evolution in Pecunia In: Swiss Finance Institute Research Paper Series.
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2021Evolution in pecunia.(2021) In: Post-Print.
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2021Evolution in pecunia.(2021) In: Proceedings of the National Academy of Sciences.
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2022Strategic complementarity and substitutability of investment strategies In: Swiss Finance Institute Research Paper Series.
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2003Market selection and survival of investment strategies In: LIDAM Discussion Papers CORE.
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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: Economics Discussion Paper Series.
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Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers.
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2002IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? In: Macroeconomic Dynamics.
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Is There a Golden Rule for the Stochastic Solow Growth Model ?.() 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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2015Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market.(2015) In: 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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2000An Evolutionary Model of Bertrand Oligopoly In: Games and Economic Behavior.
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article57
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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2012Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective In: International Journal of Forecasting.
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2015Fragmentation and stability of markets In: Journal of Economic Behavior & Organization.
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2021Cold play: Learning across bimatrix games In: Journal of Economic Behavior & Organization.
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2020Cold play: Learning across bimatrix games.(2020) In: MPRA Paper.
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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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2001Random fixed points in a stochastic Solow growth model In: Journal of Mathematical Economics.
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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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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: Economics Discussion Paper Series.
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2019Herding in Smart-Beta Investment Products In: JRFM.
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2020Pricing Defaulted Italian Mortgages In: JRFM.
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article2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Working Papers.
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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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Evolutionary Stable Stock Markets.() In: IEW - Working Papers.
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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: Economics Discussion Paper Series.
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2006Volatility-Induced Financial Growth In: Economics Discussion Paper Series.
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