13
H index
16
i10 index
692
Citations
University of Manchester | 13 H index 16 i10 index 692 Citations RESEARCH PRODUCTION: 49 Articles 73 Papers 1 Books 25 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Klaus Reiner Schenk-Hoppé. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Mathematical Economics | 8 |
Journal of Economic Dynamics and Control | 5 |
Quantitative Finance | 3 |
World | 2 |
Annals of Finance | 2 |
Journal of Economic Behavior & Organization | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
International Review of Finance | 2 |
JRFM | 2 |
Year | Title of citing document |
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2022 | Hedging option books using neural-SDE market models. (2022). Wang, Sheng ; Reisinger, Christoph ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2205.15991. Full description at Econpapers || Download paper |
2022 | Optimal growth strategies for a representative agent in a continuous-time asset market. (2022). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2211.05316. Full description at Econpapers || Download paper |
2023 | Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046. Full description at Econpapers || Download paper |
2022 | Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715. Full description at Econpapers || Download paper |
2023 | Extended matrix norm method: Applications to bimatrix games and convergence results. (2023). Perc, Matja ; Ure, Nazim Kemal ; Ozkaya, Murat ; Zgi, Burhaneddin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:438:y:2023:i:c:s0096300322006270. Full description at Econpapers || Download paper |
2022 | A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973. Full description at Econpapers || Download paper |
2022 | Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019. Full description at Econpapers || Download paper |
2023 | Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236. Full description at Econpapers || Download paper |
2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper |
2022 | Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345. Full description at Econpapers || Download paper |
2023 | The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398. Full description at Econpapers || Download paper |
2022 | Patience and financial development. (2022). Gur, Nurullah. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001264. Full description at Econpapers || Download paper |
2022 | Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229. Full description at Econpapers || Download paper |
2022 | A stochastic programming model for dynamic portfolio management with financial derivatives. (2022). Varun, Vivek ; Consigli, Giorgio ; Barro, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622000450. Full description at Econpapers || Download paper |
2022 | Market fragmentation of energy resource prices and green total factor energy efficiency in China. (2022). Liu, Xiaorui ; Guo, Wen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000319. Full description at Econpapers || Download paper |
2022 | Large deviation principle for spatial economic growth model on networks. (2022). Mastrogiacomo, Elisa ; Albeverio, Sergio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822001100. Full description at Econpapers || Download paper |
2022 | Foreign exchange markets: Price response and spread impact. (2022). Guhr, Thomas ; Henao-Londono, Juan C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008591. Full description at Econpapers || Download paper |
2023 | Winner Strategies in a Simulated Stock Market. (2023). Zamani, Shiva ; Taherizadeh, Ali. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:73-:d:1159533. Full description at Econpapers || Download paper |
2022 | Housing Real Estate Economics and Finance. (2022). Yi, Rita. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:121-:d:764123. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | A Review on Machine Learning for Asset Management. (2022). Baixauli-Soler, Juan Samuel ; Garcia-Garcia, Alberto ; Mirete-Ferrer, Pedro M ; Prats, Maria A. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:84-:d:793303. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | An Evolutionary Game to Study Banks–Firms Relationship: Monitoring Intensity and Private Benefit. (2023). Biancardi, Marta ; Villani, Giovanni. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-019-09937-4. Full description at Econpapers || Download paper |
2023 | Catastrophic Damages and the Optimal Carbon Tax Under Loss Aversion. (2023). Safarzynska, Karolina ; Czyz, Dominika. In: Environmental & Resource Economics. RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00768-4. Full description at Econpapers || Download paper |
2022 | Feature-weighted categorized play across symmetric games. (2022). LiCalzi, Marco ; Muhlenbernd, Roland. In: Experimental Economics. RePEc:kap:expeco:v:25:y:2022:i:3:d:10.1007_s10683-021-09742-7. Full description at Econpapers || Download paper |
2023 | Evolutionary finance: a model with endogenous asset payoffs. (2023). Vanaei, M J ; Hens, T ; Evstigneev, I V. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:25:y:2023:i:2:d:10.1007_s10818-023-09335-9. Full description at Econpapers || Download paper |
2023 | Hedging cryptocurrency options. (2023). Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-023-09194-6. Full description at Econpapers || Download paper |
2022 | Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs. (2022). Vanaei, Mohammad Javad ; Evstigneev, Igor V. In: Economics Discussion Paper Series. RePEc:man:sespap:2202. Full description at Econpapers || Download paper |
2023 | Social–financial approach for analyzing financial transitions. (2023). Chen, YU ; Shen, Yue ; Wu, Xifeng. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00503-4. Full description at Econpapers || Download paper |
2022 | A continuous-time asset market game with short-lived assets. (2022). Zhitlukhin, Mikhail. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00479-6. Full description at Econpapers || Download paper |
2022 | An empirical test for bubbles in cryptocurrency markets. (2022). Waters, George ; Bui, Thuy. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09561-9. Full description at Econpapers || Download paper |
2022 | An evolutionary finance model with short selling and endogenous asset supply. (2022). Hens, Thorsten ; Evstigneev, Igor V ; Belkov, Sergei ; Amir, Rabah. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01269-x. Full description at Econpapers || Download paper |
2022 | Behavioral heterogeneity in the CAPM with evolutionary dynamics. (2022). Naebi, Fatemeh ; Hens, Thorsten. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:5:d:10.1007_s00191-022-00786-3. Full description at Econpapers || Download paper |
2022 | On the evolutionary stability of the sentiment investor. (2022). Giachini, Daniele ; Bottazzi, Giulio ; Antico, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2022/09. Full description at Econpapers || Download paper |
2023 | Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Ottaviani, Matteo ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/18. Full description at Econpapers || Download paper |
2022 | Noise trading and market stability. (2022). Ladley, Daniel ; Gao, Xing. In: The European Journal of Finance. RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1283-1301. Full description at Econpapers || Download paper |
2023 | Financial Frictions and the Wealth Distribution. (2023). Nuño Barrau, Galo ; Nuo, Galo ; Hurtado, Samuel ; Fernandezvillaverde, Jesus. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:3:p:869-901. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2003 | On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
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: 1 | 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: 1 | 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: 1 | paper | ||
2018 | Front?Running and Market Quality: An Evolutionary Perspective on High Frequency Trading In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
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: 2 | paper | |
2020 | Patience Is a Virtue: In Value Investing In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
2018 | Patience is a Virtue - In Value Investing.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance. [Full Text][Citation analysis] | article | 37 |
Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | ||
2003 | Financial Markets and Stochastic Growth In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
Financial Markets and Stochastic Growth.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | ||
2009 | (Un)anticipated Technological Change in an Endogenous Growth Model In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | (Un)anticipated Technological Change in an Endogenous Growth Model.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2001 | Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
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 | 6 |
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: 6 | 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 | 16 |
2008 | Market Selection of Constant Proportions Investment Strategies in Continuous Time In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2010 | Market selection of constant proportions investment strategies in continuous time.(2010) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2008 | From Discrete to Continuous Time Evolutionary Finance Models In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | From discrete to continuous time evolutionary finance models.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | Asset Market Games of Survival In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Survival and Evolutionary Stability of the Kelly Rule In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
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: 6 | chapter | |
2009 | Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
2011 | Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
2010 | An evolutionary financial market model with a risk-free asset In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Consumption Paths under Prospect Utility in an Optimal Growth Model In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 19 |
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: 19 | 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: 19 | 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 | 12 |
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: 12 | article | |
2015 | Evolutionary Behavioural Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Margin Requirements and Evolutionary Asset Pricing In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
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: 4 | article | |
2020 | Evolution in Pecunia In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Evolution in pecunia.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Evolution in pecunia.(2021) In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2022 | Strategic complementarity and substitutability of investment strategies In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2003 | Market selection and survival of investment strategies In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 38 |
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: 38 | article | |
2002 | Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2002 | Market Selection and Survival of Investment Strategies.(2002) In: Economics Discussion Paper Series. [Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | ||
2002 | IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
Is There a Golden Rule for the Stochastic Solow Growth Model ?.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 7 |
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: 7 | 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 | 60 |
1998 | - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | 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 | 7 |
2012 | Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2015 | Fragmentation and stability of markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2021 | Cold play: Learning across bimatrix games In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2020 | Cold play: Learning across bimatrix games.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Globally evolutionarily stable portfolio rules In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 20 |
2005 | Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | 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 | 4 |
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: 4 | paper | |
2000 | The evolution of Walrasian behavior in oligopolies In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 18 |
2001 | Random fixed points in a stochastic Solow growth model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 18 |
Random Fixed Points in a Stochastic Solow Growth Model.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | ||
2005 | Evolutionary finance: introduction to the special issue In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 8 |
2005 | Evolutionary stability of portfolio rules in incomplete markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 48 |
2003 | Evolutionary Stability of Portfolio Rules in Incomplete Markets.(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2007 | Pure and randomized equilibria in the stochastic von Neumann-Gale model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 3 |
2006 | VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2019 | Herding in Smart-Beta Investment Products In: JRFM. [Full Text][Citation analysis] | article | 7 |
2020 | Pricing Defaulted Italian Mortgages In: JRFM. [Full Text][Citation analysis] | article | 2 |
2023 | BeVIXed: Trading Fear in the Volatility Complex In: Risks. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 1 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2012 | Costs and Benefits of Speculation In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Resuscitating the cobweb cycle In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
Resuscitating the Cobweb Cycle.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
2013 | Introduction: behavioral and evolutionary finance In: Annals of Finance. [Full Text][Citation analysis] | article | 4 |
2013 | Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance. [Full Text][Citation analysis] | article | 18 |
2003 | Evolutionary Stable Stock Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2006 | Evolutionary stable stock markets.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
Evolutionary Stable Stock Markets.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | 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 | 2 |
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 | 11 |
2007 | Volatility-induced financial growth.(2007) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2018 | Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | The Resolution of Long-Run Risk In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Evolutionary Stable Solution Concepts for the Initial Play In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Economic Growth in the UK: Rolling with the Punches In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 3 |
2007 | The Great Capitol Hill Baby Sitting Co?op: Anecdote or Evidence for the Optimum Quantity of Money?.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2019 | International Trade: Smarten up to talk the talk In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | The effect of supply and demand in a dynamic limit order based financial market In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2002 | An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 7 |
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: 7 | paper | ||
2002 | Sample-Path Stability of Non-Stationary Dynamic Economic Systems In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
Sample-Path Stability of Non-Stationary Dynamic Economic Systems.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
2002 | Exponential growth of fixed-mix strategies in stationary asset markets In: Finance and Stochastics. [Full Text][Citation analysis] | article | 7 |
2011 | An evolutionary explanation of the value premium puzzle In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 3 |
2006 | The von Neumann-Gale Growth Model and Its Stochastic Generalization In: Springer Books. [Citation analysis] | chapter | 0 |
2015 | Mathematical Financial Economics In: Springer Texts in Business and Economics. [Citation analysis] | book | 2 |
2015 | Portfolio Selection: Introductory Comments In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Problems and Exercises I In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Problems and Exercises II.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2015 | Problems and Exercises III.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2015 | Dynamic Securities Market Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
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2015 | The Cox–Ross–Rubinstein Binomial Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | American Derivative Securities In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | From Binomial Model to Black–Scholes Formula In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Capital Growth Theory In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Capital Growth Theory: Continued In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | General Equilibrium Analysis of Financial Markets In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
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2015 | Capital Asset Pricing Model (CAPM) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | CAPM Continued In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2015 | Factor Models and the Ross-Huberman APT In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
2008 | Financial markets. The joy of volatility In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
2009 | Risk minimization in stochastic volatility models: model risk and empirical performance In: Quantitative Finance. [Full Text][Citation analysis] | article | 31 |
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2021 | Cryptocurrencies: Concept and Current Market Structure In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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