13
H index
16
i10 index
730
Citations
Klaus Reiner Schenk-Hoppé : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 48 Articles 75 Papers 1 Books 25 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1998 - 2024). Relations with other researchers
Main data
Where Klaus Reiner Schenk-Hoppé has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 8 |
| Journal of Economic Dynamics and Control | 5 |
| Quantitative Finance | 3 |
| Journal of Economic Behavior & Organization | 2 |
| World | 2 |
| Annals of Finance | 2 |
| JRFM | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
Recent works citing Klaus Reiner Schenk-Hoppé (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | On convergence of forecasts in prediction markets. (2024). Zhitlukhin, Mikhail ; Shatilovich, Dmitry ; Badulina, Nina. In: Papers. RePEc:arx:papers:2402.16345. 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 |
| 2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. Full description at Econpapers || Download paper |
| 2023 | Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Giachini, Daniele ; Ottaviani, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001458. 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 |
| 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 |
| 2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Myopic oligopoly pricing. (2024). Marini, Marco ; Bos, Iwan ; Saulle, Riccardo D. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:377-412. Full description at Econpapers || Download paper |
| 2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
| 2023 | On history-dependent optimization models: A unified framework to analyze models with habits, satiation and optimal growth. (2023). Ulus, Ayegul Yildiz ; Morhaim, Lisa. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406822001331. Full description at Econpapers || Download paper |
| 2024 | Bank competition with technological innovation based on evolutionary games. (2024). Gao, Xiujuan ; Li, Rui ; Lai, Chong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:742-759. 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 |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | 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 |
| 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 |
| 2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
| 2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. 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 |
| 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 |
| 2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. 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 |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | 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 |
Klaus Reiner Schenk-Hoppé has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Klaus Reiner Schenk-Hoppé:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 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 nother 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 nother 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 nother version. Agregated cites: 1 | paper | ||
| 2020 | Patience Is a Virtue: In Value Investing In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Patience is a Virtue - In Value Investing.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2002 | MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance. [Full Text][Citation analysis] | article | 39 |
| Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 22 |
| 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 nother version. Agregated cites: 22 | article | |
| 2010 | Consumption Paths under Prospect Utility in an Optimal Growth Model.(2010) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 nother version. Agregated cites: 12 | article | |
| 2015 | Evolutionary Behavioural Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 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 | 1 |
| 2020 | Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Behavioral equilibrium and evolutionary dynamics in asset markets.(2020) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Evolution in Pecunia In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Evolution in pecunia.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Evolution in pecunia.(2021) In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 41 |
| 2005 | Market selection and survival of investment strategies.(2005) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2002 | Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2002 | Market Selection and Survival of Investment Strategies.(2002) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | 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 nother 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 nother 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 nother 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 | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 2015 | Dynamic portfolio optimization with transaction costs and state-dependent drift In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 2000 | An Evolutionary Model of Bertrand Oligopoly In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 63 |
| 1998 | - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY.(1998) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | 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 | 4 |
| 2020 | Cold play: Learning across bimatrix games.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2008 | Globally evolutionarily stable portfolio rules In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 21 |
| 2005 | Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 nother 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 nother version. Agregated cites: 18 | paper | ||
| 2005 | Evolutionary finance: introduction to the special issue In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 9 |
| 2005 | Evolutionary stability of portfolio rules in incomplete markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 49 |
| 2003 | Evolutionary Stability of Portfolio Rules in Incomplete Markets.(2003) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | 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 nother version. Agregated cites: 3 | paper | |
| 2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 3 |
| 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 | 5 |
| 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 nother 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 | 19 |
| 2003 | Evolutionary Stable Stock Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2006 | Evolutionary stable stock markets.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| Evolutionary Stable Stock Markets.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 | 12 |
| 2007 | Volatility-induced financial growth.(2007) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 0 | chapter | |
| 2015 | Problems and Exercises III.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2015 | Dynamic Securities Market Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Risk-Neutral Pricing In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 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 |
| 2015 | Mean-Variance Portfolio Analysis: The Markowitz Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Behavioral Equilibrium and Evolutionary Dynamics In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Solution to the Markowitz Optimization Problem In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 1 |
| 2015 | Properties of Efficient Portfolios In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | The Markowitz Model with a Risk-Free Asset In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Efficient Portfolios in a Market with a Risk-Free Asset In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 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 |
| 2002 | FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 11 |
| From Rags to Riches: On Constant Proportions Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | ||
| 2021 | Cryptocurrencies: Concept and Current Market Structure In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production 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 | 5 | |
| Evolution of Portfolio Rules in Incomplete Markets In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 1 | |
| Stochastic Tastes and Money in a Neo-Keynesian Economy In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team