Details about Klaus Reiner Schenk-Hoppé

Access statistics for papers by Klaus Reiner Schenk-Hoppé.

Last updated 2009-06-01. Update your information in the RePEc Author Service.

Short-id: psc14

Working Papers

2008

1. Evolutionary Finance
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2. Market Selection of Constant Proportions Investment Strategies in Continuous Time
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2007

3. Do Stylised Facts of Order Book Markets Need Strategic Behaviour?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See Also Journal Article in Journal of Economic Dynamics and Control (2009)
4. Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
5. Stochastic Volatility: Risk Minimization and Model Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2006

6. 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
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
7. On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
   Discussion Papers, Department of Finance and Management Science, Norwegian School of Economics and Business Administration View citations
   Also in
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2006)
8. Stochastic equilibria in von Neumann–Gale dynamical systems
   The School of Economics Discussion Paper Series, Economics, The University of Manchester
9. The effect of supply and demand in a dynamic limit order based financial market
   Computing in Economics and Finance 2006, Society for Computational Economics
10. VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
    See Also Journal Article in Journal of Mathematical Economics (2007)
11. Volatility-Induced Financial Growth
    The School of Economics Discussion Paper Series, Economics, The University of Manchester

2005

12. Globally Evolutionarily Stable Portfolio Rules
    Discussion Papers, Department of Finance and Management Science, Norwegian School of Economics and Business Administration
    See Also Journal Article in Journal of Economic Theory (2008)

2004

13. (Un)anticipated Technological Change in an Endogenous Growth Model
    Discussion Papers, University of Copenhagen. Department of Economics
    See Also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2009)
14. Survival of the Fittest on Wall Street
    Discussion Papers, University of Copenhagen. Department of Economics

2003

15. Evolutionary Stability of Portfolio Rules in Incomplete Markets
    Discussion Papers, University of Copenhagen. Department of Economics
    See Also Journal Article in Journal of Mathematical Economics (2005)
16. Evolutionary Stable Stock Markets
    Discussion Papers, University of Copenhagen. Department of Economics View citations
    Also in
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
    See Also Journal Article in Economic Theory (2006)
17. On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op
    Discussion Paper Series, Hamburg Institute of International Economics
    Also in
    Discussion Papers, University of Copenhagen. Department of Economics (2003)
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
18. Volatility-induced Growth in Financial Markets
    Discussion Papers, University of Copenhagen. Department of Economics

2002

19. Market Selection and Survival of Investment Strategies
    Discussion Papers, University of Copenhagen. Department of Economics View citations
    Also in
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002)
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
    See Also Journal Article in Journal of Mathematical Economics (2005)
20. Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk
    Discussion Papers, University of Copenhagen. Department of Economics
    Also in
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
    See Also Journal Article in Journal of Economic Dynamics and Control (2006)
21. Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion
    Discussion Papers, University of Copenhagen. Department of Economics View citations
    See Also Journal Article in Journal of Macroeconomics (2005)

1998

22. - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    See Also Journal Article in Games and Economic Behavior (2000)

Undated

23. An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
    See Also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2002)
24. Asset Market Games of Survival
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
25. Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
26. Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version)
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
27. Evolution of Portfolio Rules in Incomplete Markets
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
28. Financial Markets and Stochastic Growth
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
    See Also Journal Article in Review of International Economics (2003)
29. From Discrete to Continuous Time Evolutionary Finance Models
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
30. From Rags to Riches: On Constant Proportions Investment Strategies
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
31. Is There a Golden Rule for the Stochastic Solow Growth Model ?
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
32. Market Selection of Financial Trading Strategies: Global Stability
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
33. Random Dynamical Systems in Economics
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
34. Random Fixed Points in a Stochastic Solow Growth Model
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
    See Also Journal Article in Journal of Mathematical Economics (2001)
35. Resuscitating the Cobweb Cycle
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
    See Also Journal Article in Journal of Forecasting (2004)
36. Sample-Path Stability of Non-Stationary Dynamic Economic Systems
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
37. Stochastic Tastes and Money in a Neo-Keynesian Economy
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW

Journal Articles

2009

1. (Un)anticipated Technological Change in an Endogenous Growth Model
   Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (1), 1526-1526
   See Also Working Paper (2004)
2. Do stylised facts of order book markets need strategic behaviour?
   Journal of Economic Dynamics and Control, 2009, 33, (4), 817-831
   See Also Working Paper (2007)

2008

3. Globally evolutionarily stable portfolio rules
   Journal of Economic Theory, 2008, 140, (1), 197-228
   See Also Working Paper (2005)

2007

4. Pure and randomized equilibria in the stochastic von Neumann-Gale model
   Journal of Mathematical Economics, 2007, 43, (7-8), 871-887 View citations
   See Also Working Paper (2006)
5. The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money?
   Journal of Money, Credit and Banking, 2007, 39, (6), 1305-1333 View citations

2006

6. Evolutionary stable stock markets
   Economic Theory, 2006, 27, (2), 449-468 View citations
   See Also Working Paper (2003)
7. Markets do not select for a liquidity preference as behavior towards risk
   Journal of Economic Dynamics and Control, 2006, 30, (2), 279-292
   See Also Working Paper (2002)

2005

8. Evolutionary finance: introduction to the special issue
   Journal of Mathematical Economics, 2005, 41, (1-2), 1-5
9. Evolutionary stability of portfolio rules in incomplete markets
   Journal of Mathematical Economics, 2005, 41, (1-2), 43-66 View citations
   See Also Working Paper (2003)
10. Market selection and survival of investment strategies
    Journal of Mathematical Economics, 2005, 41, (1-2), 105-122 View citations
    See Also Working Paper (2002)
11. Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
    Journal of Macroeconomics, 2005, 27, (2), 275-288
    See Also Working Paper (2002)

2004

12. Resuscitating the cobweb cycle
    Journal of Forecasting, 2004, 23, (8), 621-624
    See Also Working Paper

2003

13. Financial Markets and Stochastic Growth
    Review of International Economics, 2003, 11, (2), 219-236 View citations
    See Also Working Paper

2002

14. An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
    Swiss Journal of Economics and Statistics (SJES), 2002, 138, (IV), 465-487 View citations
    See Also Working Paper
15. Exponential growth of fixed-mix strategies in stationary asset markets
    Finance and Stochastics, 2003, 7, (2), 263-276 View citations

2001

16. Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2001, 5, (1), 1072-1072
17. Random fixed points in a stochastic Solow growth model
    Journal of Mathematical Economics, 2001, 36, (1), 19-30 View citations
    See Also Working Paper

2000

18. An Evolutionary Model of Bertrand Oligopoly
    Games and Economic Behavior, 2000, 33, (1), 1-19 View citations
    See Also Working Paper (1998)
19. The evolution of Walrasian behavior in oligopolies
    Journal of Mathematical Economics, 2000, 33, (1), 35-55 View citations