10
H index
11
i10 index
339
Citations
Klaus Reiner Schenk-Hoppé : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 39 Articles 61 Papers 1 Books 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1998 - 2019). 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 | 7 |
| Journal of Economic Dynamics and Control | 5 |
| Quantitative Finance | 3 |
| Annals of Finance | 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 | 19 |
| Discussion Papers / University of Copenhagen. Department of Economics | 9 |
Recent works citing Klaus Reiner Schenk-Hoppé (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2018 | Asymptotic distribution of capital in a model of an investment market with competition. (2018). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:1811.12491. Full description at Econpapers || Download paper |
| 2017 | Markets 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. Full description at Econpapers || Download paper |
| 2017 | Imitation 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. Full description at Econpapers || Download paper |
| 2017 | Asset 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. Full description at Econpapers || Download paper |
| 2018 | Neurofinance versus the efficient markets hypothesis. (2018). Ardalan, Kavous. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:170-176. Full description at Econpapers || Download paper |
| 2018 | Optimal 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. Full description at Econpapers || Download paper |
| 2017 | Optimal 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. Full description at Econpapers || Download paper |
| 2018 | Collingridge 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. Full description at Econpapers || Download paper |
| 2018 | Volatility 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. Full description at Econpapers || Download paper |
| 2017 | Is 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. Full description at Econpapers || Download paper |
| 2018 | Dynamics 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2018 | Evolution, 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. Full description at Econpapers || Download paper |
| 2018 | Discrete 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. Full description at Econpapers || Download paper |
| 2018 | Behavioral 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. Full description at Econpapers || Download paper |
| 2018 | Loss 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. Full description at Econpapers || Download paper |
| 2019 | Optimal 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. Full description at Econpapers || Download paper |
| 2018 | Long-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. Full description at Econpapers || Download paper |
| 2018 | Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/04. Full description at Econpapers || Download paper |
| 2018 | New 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. Full description at Econpapers || Download paper |
| 2018 | Announcements 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. Full description at Econpapers || Download paper |
| 2018 | Learning 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. Full description at Econpapers || Download paper |
| 2018 | Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto. In: Research Paper Series. RePEc:uts:rpaper:389. Full description at Econpapers || Download paper |
| 2018 | Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: Working Papers. RePEc:ven:wpaper:2018:03. Full description at Econpapers || Download paper |
Klaus Reiner Schenk-Hoppé has edited the books:
| Year | Title | Type | Cited |
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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 | Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 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: 0 | paper | |
| 2002 | MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance. [Full Text][Citation analysis] | article | 24 |
| Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | 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 | 0 |
| 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 | 10 |
| 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: 10 | article | |
| 2008 | Evolutionary Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Market Selection of Constant Proportions Investment Strategies in Continuous Time In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | article | |
| 2008 | From Discrete to Continuous Time Evolutionary Finance Models In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 | 3 |
| 2011 | Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 13 |
| 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: 13 | paper | |
| 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: 13 | article | |
| 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 | 3 |
| 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: 3 | 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 |
| 2003 | Market selection and survival of investment strategies In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 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: 26 | article | |
| 2002 | Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2002 | Market Selection and Survival of Investment Strategies.(2002) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | 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 | 4 |
| 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: 4 | 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: 4 | 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 | 3 |
| 2015 | Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market.(2015) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Dynamic portfolio optimization with transaction costs and state-dependent drift In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2000 | An Evolutionary Model of Bertrand Oligopoly In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 44 |
| 1998 | - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | 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 | 1 |
| 2015 | Fragmentation and stability of markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2008 | Globally evolutionarily stable portfolio rules In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 11 |
| 2005 | Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 14 |
| 2001 | Random fixed points in a stochastic Solow growth model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 12 |
| Random Fixed Points in a Stochastic Solow Growth Model.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | ||
| 2005 | Evolutionary finance: introduction to the special issue In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2005 | Evolutionary stability of portfolio rules in incomplete markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 34 |
| 2003 | Evolutionary Stability of Portfolio Rules in Incomplete Markets.(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | 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: The School of 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 | 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 | 2 |
| 2013 | Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2003 | Evolutionary Stable Stock Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2006 | Evolutionary stable stock markets.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| Evolutionary Stable Stock Markets.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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 | 0 |
| 2006 | Stochastic equilibria in von Neumann–Gale dynamical systems In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Volatility-Induced Financial Growth In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Volatility-induced financial growth.(2007) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems In: The School of 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. [Full Text][Citation analysis] | article | 3 |
| 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 | 0 |
| Sample-Path Stability of Non-Stationary Dynamic Economic Systems.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 2 |
| 2015 | Mathematical Financial Economics In: Springer Texts in Business and Economics. [Citation analysis] | book | 0 |
| 2008 | Financial markets. The joy of volatility In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2009 | Risk minimization in stochastic volatility models: model risk and empirical performance In: Quantitative Finance. [Full Text][Citation analysis] | article | 24 |
| 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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