Klaus Reiner Schenk-Hoppé : Citation Profile

Are you Klaus Reiner Schenk-Hoppé?

University of Manchester

13

H index

16

i10 index

692

Citations

RESEARCH PRODUCTION:

49

Articles

73

Papers

1

Books

25

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 27
   Journals where Klaus Reiner Schenk-Hoppé has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 42 (5.72 %)

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   Permalink: http://citec.repec.org/psc14
   Updated: 2023-11-04    RAS profile: 2023-09-10    
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Relations with other researchers

Works with:

Lensberg, Terje (4)

AMIR, Rabah (3)

Horenstein, Alex (2)

Smales, Lee (2)

Patton, Andrew (2)

Ødegaard, Bernt (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Dreber, Anna (2)

Walther, Thomas (2)

Patel, Vinay (2)

Regis, Luca (2)

Adrian, Tobias (2)

Pasquariello, Paolo (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Alexeev, Vitali (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Gehrig, Thomas (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Wilhelmsson, Anders (2)

Davies, Ryan (2)

Korajczyk, Robert (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Lof, Matthijs (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Vilkov, Grigory (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Colliard, Jean-Edouard (2)

Caporin, Massimiliano (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Foucault, Thierry (2)

Bos, Charles (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Rakowski, David (2)

Xia, Shuo (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Park, Andreas (2)

Rinne, Kalle (2)

Pelizzon, Loriana (2)

Taylor, Nick (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 (49)

Anufriev, Mikhail (31)

Dindo, Pietro (31)

Hommes, Cars (28)

He, Xuezhong (Tony) (22)

Westerhoff, Frank (21)

Wagener, Florian (20)

Berentsen, Aleksander (13)

Ladley, Daniel (11)

Evstigneev, Igor (10)

Rocheteau, Guillaume (10)

Cites to:

Evstigneev, Igor (57)

Easley, David (19)

Blume, Lawrence (17)

Campbell, John (13)

Shleifer, Andrei (12)

Hommes, Cars (12)

Frey, Bruno (11)

AMIR, Rabah (11)

He, Xuezhong (Tony) (11)

Brock, William (10)

Epstein, Larry (10)

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
World2
Annals of Finance2
Journal of Economic Behavior & Organization2
Studies in Nonlinear Dynamics & Econometrics2
International Review of Finance2
JRFM2

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 (2023 and 2022)

YearTitle of citing document
2022Hedging option books using neural-SDE market models. (2022). Wang, Sheng ; Reisinger, Christoph ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2205.15991.

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2022Optimal growth strategies for a representative agent in a continuous-time asset market. (2022). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2211.05316.

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2023Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046.

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2022Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715.

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2023Extended 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.

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2022A 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.

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2022Reinforcement 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.

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2023Loss 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.

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2023A 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.

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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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2023The 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.

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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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2022Economic 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.

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2022A 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.

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2022Market 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.

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2022Large 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.

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2022Foreign 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.

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2023Winner 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.

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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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2023.

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2022A 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.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023An 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.

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2023Catastrophic 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.

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2022Feature-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.

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2023Evolutionary 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.

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2023Hedging 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.

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2022Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs. (2022). Vanaei, Mohammad Javad ; Evstigneev, Igor V. In: Economics Discussion Paper Series. RePEc:man:sespap:2202.

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2023Social–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.

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2022A 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.

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2022An 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.

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2022An 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.

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2022Behavioral 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.

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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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2023Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Ottaviani, Matteo ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/18.

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2022Noise 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.

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2023Financial 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.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Klaus Reiner Schenk-Hoppé has edited the books:

YearTitleTypeCited

Works by Klaus Reiner Schenk-Hoppé:

YearTitleTypeCited
2003On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op In: Discussion Paper Series.
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2003On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op..(2003) In: Discussion Papers.
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2003On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op.(2003) In: HWWA Discussion Papers.
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On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op.() In: IEW - Working Papers.
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2018Front?Running and Market Quality: An Evolutionary Perspective on High Frequency Trading In: International Review of Finance.
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2017Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading.(2017) In: Swiss Finance Institute Research Paper Series.
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2020Patience Is a Virtue: In Value Investing In: International Review of Finance.
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2018Patience is a Virtue - In Value Investing.(2018) In: Swiss Finance Institute Research Paper Series.
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2002MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance.
[Full Text][Citation analysis]		article37
Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers.
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2003Financial Markets and Stochastic Growth In: Review of International Economics.
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Financial Markets and Stochastic Growth.() In: IEW - Working Papers.
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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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2006On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach In: Swiss Finance Institute Research Paper Series.
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2006On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach.(2006) In: Discussion Papers.
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2007Stochastic Volatility: Risk Minimization and Model Risk In: Swiss Finance Institute Research Paper Series.
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2007Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2007Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2007Do Stylised Facts of Order Book Markets Need Strategic Behaviour? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper14
2009Do stylised facts of order book markets need strategic behaviour?.(2009) In: Journal of Economic Dynamics and Control.
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2008Evolutionary Finance In: Swiss Finance Institute Research Paper Series.
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2008Market Selection of Constant Proportions Investment Strategies in Continuous Time In: Swiss Finance Institute Research Paper Series.
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2010Market selection of constant proportions investment strategies in continuous time.(2010) In: Journal of Mathematical Economics.
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2008From Discrete to Continuous Time Evolutionary Finance Models In: Swiss Finance Institute Research Paper Series.
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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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2009Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series.
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2011Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters.
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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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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.
[Full Text][Citation analysis]		paper12
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		article60
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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