Details about Klaus Reiner Schenk-Hoppé
Access statistics for papers by Klaus Reiner Schenk-Hoppé.
Last updated 2025-01-06. Update your information in the RePEc Author Service.
Short-id: psc14
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Working Papers
2024
- Nonstandard Errors
Post-Print, HAL 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)  Working Papers, Lund University, Department of Economics (2021)  Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
2022
- Strategic complementarity and substitutability of investment strategies
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2021
- Economic Growth in the UK: Rolling with the Punches
Economics Discussion Paper Series, Economics, The University of Manchester
- Evolution in pecunia
Post-Print, HAL
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2020) View citations (2)
See also Journal Article Evolution in pecunia, Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences (2021) View citations (2) (2021)
2020
- Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (5)
See also Journal Article Behavioral equilibrium and evolutionary dynamics in asset markets, Journal of Mathematical Economics, Elsevier (2020) View citations (4) (2020)
- Cold play: Learning across bimatrix games
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Cold play: Learning across bimatrix games, Journal of Economic Behavior & Organization, Elsevier (2021) View citations (4) (2021)
2019
- Evolutionary Stable Solution Concepts for the Initial Play
Economics Discussion Paper Series, Economics, The University of Manchester
- International Trade: Smarten up to talk the talk
MPRA Paper, University Library of Munich, Germany
- Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems
Economics Discussion Paper Series, Economics, The University of Manchester
- The Resolution of Long-Run Risk
Economics Discussion Paper Series, Economics, The University of Manchester
2018
- Patience is a Virtue - In Value Investing
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Journal Article Patience Is a Virtue: In Value Investing, International Review of Finance, International Review of Finance Ltd. (2020) View citations (3) (2020)
- Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions
Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)
- Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth
Economics Discussion Paper Series, Economics, The University of Manchester
2017
- Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
See also Journal Article Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading, International Review of Finance, International Review of Finance Ltd. (2018) View citations (2) (2018)
- Margin Requirements and Evolutionary Asset Pricing
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
2015
- Evolutionary Behavioural Finance
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
- Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market
Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
See also Journal Article Itchy feet vs cool heads: Flow of funds in an agent-based financial market, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (9) (2016)
2012
- Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Journal Article Costs and benefits of financial regulation: Short-selling bans and transaction taxes, Journal of Banking & Finance, Elsevier (2015) View citations (17) (2015)
- Costs and Benefits of Speculation
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
2010
- A Simple Model of the Firm Life Cycle
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
- An evolutionary financial market model with a risk-free asset
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
- Consumption Paths under Prospect Utility in an Optimal Growth Model
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations (6)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) View citations (1)
See also Journal Article Consumption paths under prospect utility in an optimal growth model, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (19) (2011)
2009
- Growing wealth with fixed-mix strategies
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Chapter Growing Wealth with Fixed-Mix Strategies, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2011) View citations (5) (2011)
- Survival and Evolutionary Stability of the Kelly Rule
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (5)
See also Chapter Survival and Evolutionary Stability of the Kelly Rule, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2011) View citations (2) (2011)
2008
- Asset Market Games of Survival
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
- Evolutionary Finance
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (12)
- From Discrete to Continuous Time Evolutionary Finance Models
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
See also Journal Article From discrete to continuous time evolutionary finance models, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (2) (2010)
- Market Selection of Constant Proportions Investment Strategies in Continuous Time
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Journal Article Market selection of constant proportions investment strategies in continuous time, Journal of Mathematical Economics, Elsevier (2010) View citations (6) (2010)
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
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
- Do Stylised Facts of Order Book Markets Need Strategic Behaviour?
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
See also Journal Article Do stylised facts of order book markets need strategic behaviour?, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (13) (2009)
- Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
- Stochastic Volatility: Risk Minimization and Model Risk
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2006
- On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
Also in Discussion Papers, Norwegian School of Economics, Department of Business and Management Science (2006) View citations (8)
- Stochastic equilibria in von Neumann–Gale dynamical systems
Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
- The effect of supply and demand in a dynamic limit order based financial market
Computing in Economics and Finance 2006, Society for Computational Economics
- VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model
Economics Discussion Paper Series, Economics, The University of Manchester 
See also Journal Article Pure and randomized equilibria in the stochastic von Neumann-Gale model, Journal of Mathematical Economics, Elsevier (2007) View citations (5) (2007)
- Volatility-Induced Financial Growth
Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)
See also Journal Article Volatility-induced financial growth, Quantitative Finance, Taylor & Francis Journals (2007) View citations (12) (2007)
2005
- Globally Evolutionarily Stable Portfolio Rules
Discussion Papers, Norwegian School of Economics, Department of Business and Management Science 
See also Journal Article Globally evolutionarily stable portfolio rules, Journal of Economic Theory, Elsevier (2008) View citations (30) (2008)
2004
- (Un)anticipated Technological Change in an Endogenous Growth Model
Discussion Papers, University of Copenhagen. Department of Economics 
See also Journal Article (Un)anticipated Technological Change in an Endogenous Growth Model, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2009) (2009)
- Survival of the Fittest on Wall Street
Discussion Papers, University of Copenhagen. Department of Economics View citations (3)
2003
- Evolutionary Stability of Portfolio Rules in Incomplete Markets
Discussion Papers, University of Copenhagen. Department of Economics View citations (4)
See also Journal Article Evolutionary stability of portfolio rules in incomplete markets, Journal of Mathematical Economics, Elsevier (2005) View citations (51) (2005)
- Evolutionary Stable Stock Markets
Discussion Papers, University of Copenhagen. Department of Economics View citations (10)
Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (39)
See also Journal Article Evolutionary stable stock markets, Economic Theory, Springer (2006) View citations (38) (2006)
- Market selection and survival of investment strategies
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 
Also in Discussion Papers, University of Copenhagen. Department of Economics (2002)  IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (44) Economics Discussion Paper Series, Economics, The University of Manchester (2002)
See also Journal Article Market selection and survival of investment strategies, Journal of Mathematical Economics, Elsevier (2005) View citations (41) (2005)
- 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)  HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2003)  IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (1)
- Volatility-induced Growth in Financial Markets
Discussion Papers, University of Copenhagen. Department of Economics
2002
- Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk
Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (3)
See also Journal Article Markets do not select for a liquidity preference as behavior towards risk, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (6) (2006)
- 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 (1)
See also Journal Article Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion, Journal of Macroeconomics, Elsevier (2005) View citations (3) (2005)
1998
- - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY
Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (8)
See also Journal Article An Evolutionary Model of Bertrand Oligopoly, Games and Economic Behavior, Elsevier (2000) View citations (63) (2000)
Undated
- An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (5)
See also Journal Article An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2002) View citations (10) (2002)
- Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich
- Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version)
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich
- Evolution of Portfolio Rules in Incomplete Markets
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (4)
- Financial Markets and Stochastic Growth
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (6)
See also Journal Article Financial Markets and Stochastic Growth, Review of International Economics, Wiley Blackwell (2003) View citations (6) (2003)
- From Rags to Riches: On Constant Proportions Investment Strategies
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (13)
See also Journal Article FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2002) View citations (1) (2002)
- Is There a Golden Rule for the Stochastic Solow Growth Model ?
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (1)
See also Journal Article IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL?, Macroeconomic Dynamics, Cambridge University Press (2002) View citations (4) (2002)
- Market Selection of Financial Trading Strategies: Global Stability
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (46)
See also Journal Article MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY, Mathematical Finance, Wiley Blackwell (2002) View citations (46) (2002)
- Random Dynamical Systems in Economics
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (11)
- Random Fixed Points in a Stochastic Solow Growth Model
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (13)
See also Journal Article Random fixed points in a stochastic Solow growth model, Journal of Mathematical Economics, Elsevier (2001) View citations (17) (2001)
- Resuscitating the Cobweb Cycle
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (1)
See also Journal Article Resuscitating the cobweb cycle, Journal of Forecasting, John Wiley & Sons, Ltd. (2004) View citations (1) (2004)
- Sample-Path Stability of Non-Stationary Dynamic Economic Systems
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (1)
See also Journal Article Sample-Path Stability of Non-Stationary Dynamic Economic Systems, Annals of Operations Research, Springer (2002) View citations (2) (2002)
- Stochastic Tastes and Money in a Neo-Keynesian Economy
IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich
Journal Articles
2023
- BeVIXed: Trading Fear in the Volatility Complex
Risks, 2023, 11, (5), 1-18
2022
- Economic Growth in the UK: The Inception
World, 2022, 3, (2), 1-13
- Perspectives on the Future of Growth
World, 2022, 3, (2), 1-14 View citations (1)
2021
- Cold play: Learning across bimatrix games
Journal of Economic Behavior & Organization, 2021, 185, (C), 419-441 View citations (4)
See also Working Paper Cold play: Learning across bimatrix games, MPRA Paper (2020) (2020)
- Evolution in pecunia
Proceedings of the National Academy of Sciences, 2021, 118, (26), e2016514118 View citations (2)
See also Working Paper Evolution in pecunia, Post-Print (2021) (2021)
2020
- Behavioral equilibrium and evolutionary dynamics in asset markets
Journal of Mathematical Economics, 2020, 91, (C), 121-135 View citations (4)
See also Working Paper Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets, Swiss Finance Institute Research Paper Series (2020) View citations (5) (2020)
- Patience Is a Virtue: In Value Investing
International Review of Finance, 2020, 20, (4), 1019-1031 View citations (3)
See also Working Paper Patience is a Virtue - In Value Investing, Swiss Finance Institute Research Paper Series (2018) View citations (1) (2018)
- Pricing Defaulted Italian Mortgages
JRFM, 2020, 13, (2), 1-14 View citations (3)
2019
- Herding in Smart-Beta Investment Products
JRFM, 2019, 12, (1), 1-14 View citations (7)
2018
- Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading
International Review of Finance, 2018, 18, (4), 727-741 View citations (2)
See also Working Paper Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading, Swiss Finance Institute Research Paper Series (2017) (2017)
2016
- Itchy feet vs cool heads: Flow of funds in an agent-based financial market
Journal of Economic Dynamics and Control, 2016, 63, (C), 53-68 View citations (9)
See also Working Paper Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market, Economics Discussion Paper Series (2015) View citations (1) (2015)
2015
- Costs and benefits of financial regulation: Short-selling bans and transaction taxes
Journal of Banking & Finance, 2015, 51, (C), 103-118 View citations (17)
See also Working Paper Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes, Swiss Finance Institute Research Paper Series (2012) View citations (1) (2012)
- Dynamic portfolio optimization with transaction costs and state-dependent drift
European Journal of Operational Research, 2015, 243, (3), 921-931 View citations (6)
- Fragmentation and stability of markets
Journal of Economic Behavior & Organization, 2015, 119, (C), 466-481 View citations (7)
2013
- Asset market games of survival: a synthesis of evolutionary and dynamic games
Annals of Finance, 2013, 9, (2), 121-144 View citations (24)
- Introduction: behavioral and evolutionary finance
Annals of Finance, 2013, 9, (2), 115-119 View citations (4)
2012
- Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective
International Journal of Forecasting, 2012, 28, (2), 507-518 View citations (3)
2011
- An evolutionary explanation of the value premium puzzle
Journal of Evolutionary Economics, 2011, 21, (5), 803-815 View citations (5)
- Consumption paths under prospect utility in an optimal growth model
Journal of Economic Dynamics and Control, 2011, 35, (3), 273-281 View citations (19)
See also Working Paper Consumption Paths under Prospect Utility in an Optimal Growth Model, Diskussionsschriften (2010) View citations (6) (2010)
2010
- From discrete to continuous time evolutionary finance models
Journal of Economic Dynamics and Control, 2010, 34, (5), 913-931 View citations (2)
See also Working Paper From Discrete to Continuous Time Evolutionary Finance Models, Swiss Finance Institute Research Paper Series (2008) (2008)
- Market selection of constant proportions investment strategies in continuous time
Journal of Mathematical Economics, 2010, 46, (2), 248-266 View citations (6)
See also Working Paper Market Selection of Constant Proportions Investment Strategies in Continuous Time, Swiss Finance Institute Research Paper Series (2008) View citations (1) (2008)
- The role of country, regional and global market risks in the dynamics of Latin American yield spreads
Journal of International Financial Markets, Institutions and Money, 2010, 20, (4), 404-422 View citations (7)
2009
- (Un)anticipated Technological Change in an Endogenous Growth Model
Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (1), 21 
See also Working Paper (Un)anticipated Technological Change in an Endogenous Growth Model, Discussion Papers (2004) (2004)
- Do stylised facts of order book markets need strategic behaviour?
Journal of Economic Dynamics and Control, 2009, 33, (4), 817-831 View citations (13)
See also Working Paper Do Stylised Facts of Order Book Markets Need Strategic Behaviour?, Swiss Finance Institute Research Paper Series (2007) View citations (1) (2007)
- Risk minimization in stochastic volatility models: model risk and empirical performance
Quantitative Finance, 2009, 9, (6), 693-704 View citations (31)
2008
- Financial markets. The joy of volatility
Quantitative Finance, 2008, 8, (1), 1-3 View citations (5)
- Globally evolutionarily stable portfolio rules
Journal of Economic Theory, 2008, 140, (1), 197-228 View citations (30)
See also Working Paper Globally Evolutionarily Stable Portfolio Rules, Discussion Papers (2005) (2005)
2007
- Pure and randomized equilibria in the stochastic von Neumann-Gale model
Journal of Mathematical Economics, 2007, 43, (7-8), 871-887 View citations (5)
See also Working Paper VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model, Economics Discussion Paper Series (2006) (2006)
- 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 (3)
Also in Journal of Money, Credit and Banking, 2007, 39, (6), 1305-1333 (2007)
- Volatility-induced financial growth
Quantitative Finance, 2007, 7, (2), 151-160 View citations (12)
See also Working Paper Volatility-Induced Financial Growth, Economics Discussion Paper Series (2006) View citations (2) (2006)
2006
- Evolutionary stable stock markets
Economic Theory, 2006, 27, (2), 449-468 View citations (38)
See also Working Paper Evolutionary Stable Stock Markets, Discussion Papers (2003) View citations (10) (2003)
- Markets do not select for a liquidity preference as behavior towards risk
Journal of Economic Dynamics and Control, 2006, 30, (2), 279-292 View citations (6)
See also Working Paper Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk, Discussion Papers (2002) View citations (1) (2002)
2005
- Evolutionary finance: introduction to the special issue
Journal of Mathematical Economics, 2005, 41, (1-2), 1-5 View citations (9)
- Evolutionary stability of portfolio rules in incomplete markets
Journal of Mathematical Economics, 2005, 41, (1-2), 43-66 View citations (51)
See also Working Paper Evolutionary Stability of Portfolio Rules in Incomplete Markets, Discussion Papers (2003) View citations (4) (2003)
- Market selection and survival of investment strategies
Journal of Mathematical Economics, 2005, 41, (1-2), 105-122 View citations (41)
See also Working Paper Market selection and survival of investment strategies, LIDAM Discussion Papers CORE (2003) (2003)
- 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 View citations (3)
See also Working Paper Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion, Discussion Papers (2002) View citations (1) (2002)
2004
- Resuscitating the cobweb cycle
Journal of Forecasting, 2004, 23, (8), 621-624 View citations (1)
See also Working Paper Resuscitating the Cobweb Cycle, IEW - Working Papers View citations (1)
2003
- Financial Markets and Stochastic Growth
Review of International Economics, 2003, 11, (2), 219-236 View citations (6)
See also Working Paper Financial Markets and Stochastic Growth, IEW - Working Papers View citations (6)
2002
- 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 (10)
See also Working Paper An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index, IEW - Working Papers View citations (5)
- Exponential growth of fixed-mix strategies in stationary asset markets
Finance and Stochastics, 2003, 7, (2), 263-276 View citations (7)
- FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
International Journal of Theoretical and Applied Finance (IJTAF), 2002, 05, (06), 563-573 View citations (1)
See also Working Paper From Rags to Riches: On Constant Proportions Investment Strategies, IEW - Working Papers View citations (13)
- IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL?
Macroeconomic Dynamics, 2002, 6, (4), 457-475 View citations (4)
See also Working Paper Is There a Golden Rule for the Stochastic Solow Growth Model ?, IEW - Working Papers View citations (1)
- MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
Mathematical Finance, 2002, 12, (4), 329-339 View citations (46)
See also Working Paper Market Selection of Financial Trading Strategies: Global Stability, IEW - Working Papers View citations (46)
- Sample-Path Stability of Non-Stationary Dynamic Economic Systems
Annals of Operations Research, 2002, 114, (1), 263-280 View citations (2)
See also Working Paper Sample-Path Stability of Non-Stationary Dynamic Economic Systems, IEW - Working Papers View citations (1)
2001
- Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series
Studies in Nonlinear Dynamics & Econometrics, 2001, 5, (1), 13 View citations (3)
- Random fixed points in a stochastic Solow growth model
Journal of Mathematical Economics, 2001, 36, (1), 19-30 View citations (17)
See also Working Paper Random Fixed Points in a Stochastic Solow Growth Model, IEW - Working Papers View citations (13)
2000
- An Evolutionary Model of Bertrand Oligopoly
Games and Economic Behavior, 2000, 33, (1), 1-19 View citations (63)
See also Working Paper - AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY, Working Papers. Serie AD (1998) View citations (8) (1998)
- The evolution of Walrasian behavior in oligopolies
Journal of Mathematical Economics, 2000, 33, (1), 35-55 View citations (18)
Books
2015
- Mathematical Financial Economics
Springer Texts in Business and Economics, Springer View citations (3)
Edited books
2009
- Handbook of Financial Markets: Dynamics and Evolution
Elsevier Monographs, Elsevier View citations (138)
Chapters
2021
- Cryptocurrencies: Concept and Current Market Structure
Chapter 1 in Cryptofinance A New Currency for a New Economy, 2021, pp 1-28
2015
- American Derivative Securities
Springer
- Behavioral Equilibrium and Evolutionary Dynamics
Springer
- CAPM Continued
Springer
- Capital Asset Pricing Model (CAPM)
Springer
- Capital Growth Theory
Springer
- Capital Growth Theory: Continued
Springer
- Dynamic Securities Market Model
Springer
- Efficient Portfolios in a Market with a Risk-Free Asset
Springer
- Factor Models and the Ross-Huberman APT
Springer
- From Binomial Model to Black–Scholes Formula
Springer
- General Equilibrium Analysis of Financial Markets
Springer
- Mean-Variance Portfolio Analysis: The Markowitz Model
Springer
- Portfolio Selection: Introductory Comments
Springer
- Problems and Exercises I
Springer
Also in Springer (2015) Springer (2015)
- Properties of Efficient Portfolios
Springer
- Risk-Neutral Pricing
Springer
- Solution to the Markowitz Optimization Problem
Springer View citations (1)
- The Cox–Ross–Rubinstein Binomial Model
Springer
- The Markowitz Model with a Risk-Free Asset
Springer
2011
- Growing Wealth with Fixed-Mix Strategies
Chapter 29 in THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, 2011, pp 427-455 View citations (5)
See also Working Paper Growing wealth with fixed-mix strategies, Swiss Finance Institute (2009) View citations (1) (2009)
- Survival and Evolutionary Stability of the Kelly Rule
Chapter 20 in THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, 2011, pp 273-284 View citations (2)
See also Working Paper Survival and Evolutionary Stability of the Kelly Rule, Swiss Finance Institute (2009) View citations (5) (2009)
2006
- The von Neumann-Gale Growth Model and Its Stochastic Generalization
Springer
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