SCHENK-HOPPÉ, KLAUS R.: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

Hens, Thorsten, Lensberg, Terje, Schenk-Hoppé, Klaus Reiner

Journal:

International Review of Finance

Year:

2017

Language:

english

File:

PDF, 161 KB

english, 2017

2

Herding in Smart-Beta Investment Products

Krkoska, Eduard, Schenk-Hoppé, Klaus

Journal:

Journal of Risk and Financial Management

Year:

2019

Language:

english

File:

PDF, 265 KB

english, 2019

3

Random attractors--general properties, existence and applications to stochastic bifurcation theory

Schenk-Hoppé, Klaus

Journal:

Discrete and Continuous Dynamical Systems

Year:

1997

Language:

english

File:

PDF, 339 KB

english, 1997

4

Costs and benefits of financial regulation: Short-selling bans and transaction taxes

Lensberg, Terje, Schenk-Hoppé, Klaus Reiner, Ladley, Dan

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 664 KB

english, 2015

5

Volatility-induced financial growth

Dempster, Michael A. H., Evstigneev, Igor V., Schenk-hoppé, Klaus R.

Journal:

Quantitative Finance

Year:

2007

Language:

english

File:

PDF, 282 KB

english, 2007

6

TOWARD AN UNDERSTANDING OF STOCHASTIC HOPF BIFURCATION

ARNOLD, LUDWIG, SRI NAMACHCHIVAYA, N., SCHENK-HOPPÉ, KLAUS R.

Journal:

International Journal of Bifurcation and Chaos

Year:

1996

File:

PDF, 876 KB

1996

7

An Evolutionary Explanation of the Value Premium Puzzle

Hens, Thorsten, Lensberg, Terje, Schenk-Hoppé, Klaus Reiner, Woehrmann, Peter

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 225 KB

english, 2010

8

Evolutionary stability of portfolio rules in incomplete markets

Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Mathematical Economics

Year:

2005

Language:

english

File:

PDF, 191 KB

english, 2005

9

Evolutionary finance: introduction to the special issue

Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Mathematical Economics

Year:

2005

Language:

english

File:

PDF, 52 KB

english, 2005

10

The evolution of Walrasian behavior in oligopolies

Klaus Reiner Schenk-Hoppé

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 239 KB

english, 2000

11

An evolutionary explanation of the value premium puzzle

Thorsten Hens, Terje Lensberg, Klaus Reiner Schenk-Hoppé, Peter Wöhrmann

Journal:

Journal of Evolutionary Economics

Year:

2011

Language:

english

File:

PDF, 287 KB

english, 2011

12

Random fixed points in a stochastic Solow growth model

Klaus Reiner Schenk-Hoppé, Björn Schmalfuß

Journal:

Journal of Mathematical Economics

Year:

2001

Language:

english

File:

PDF, 118 KB

english, 2001

13

MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY

Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Mathematical Finance

Year:

2002

Language:

english

File:

PDF, 495 KB

english, 2002

14

The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money?

THORSTEN HENS, KLAUS REINER SCHENK-HOPPÉ, BODO VOGT

Journal:

Journal of Money, Credit and Banking

Year:

2007

Language:

english

File:

PDF, 589 KB

english, 2007

15

Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion

Klaus Reiner Schenk-Hoppé

Journal:

Journal of Macroeconomics

Year:

2005

Language:

english

File:

PDF, 223 KB

english, 2005

16

The role of country, regional and global market risks in the dynamics of Latin American yield spreads

Alena Audzeyeva, Klaus Reiner Schenk-Hoppé

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2010

Language:

english

File:

PDF, 343 KB

english, 2010

17

Risk minimization in stochastic volatility models: model risk and empirical performance

Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Ewald, Christian-Oliver

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 230 KB

english, 2009

18

Asset market games of survival: a synthesis of evolutionary and dynamic games

Amir, Rabah, Evstigneev, Igor V., Schenk-Hoppé, Klaus Reiner

Journal:

Annals of Finance

Year:

2013

Language:

english

File:

PDF, 292 KB

english, 2013

19

Financial markets. The joy of volatility

Dempster, M. A. H., Evstigneev, Igor V., Schenk-Hoppé, Klaus Reiner

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 100 KB

english, 2008

20

Dynamic portfolio optimization with transaction costs and state-dependent drift

Palczewski, Jan, Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Wang, Huamao

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 578 KB

english, 2015

21

FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES

EVSTIGNEEV, IGOR V., SCHENK-HOPPÉ, KLAUS REINER

Journal:

International Journal of Theoretical and Applied Finance

Year:

2002

Language:

english

File:

PDF, 207 KB

english, 2002

22

[Springer Texts in Business and Economics] Mathematical Financial Economics ||

Evstigneev, Igor V., Hens, Thorsten, Schenk-Hoppé, Klaus Reiner

Year:

2015

Language:

english

File:

PDF, 2.34 MB

english, 2015

23

Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series

Schenk-Hoppé, Klaus Reiner

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2001

Language:

english

File:

PDF, 301 KB

english, 2001

24

(Un)anticipated Technological Change in an Endogenous Growth Model

Conway, Bruce A, Rosenblatt-Wisch, Rina, Schenk-Hoppé, Klaus Reiner

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2009

Language:

english

File:

PDF, 427 KB

english, 2009

25

Stochastic Equilibria in Von Neumann-Gale Dynamical Systems

Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé

Journal:

Transactions of the American Mathematical Society

Year:

2008

Language:

english

File:

PDF, 1.77 MB

english, 2008

26

The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money?

Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt

Journal:

Journal of Money, Credit and Banking

Year:

2007

Language:

english

File:

PDF, 3.48 MB

english, 2007

27

The Great Capitol Hill Baby Sitting Co-Op: Anecdote or Evidence for the Optimum Quantity of Money?

Hens, Thorsten, Schenk-Hoppé, Klaus Reiner, Vogt, Bodo

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 386 KB

english, 2006

28

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

Ewald, Christian-Oliver, Schenk-Hoppé, Klaus Reiner, Yang, Zhaojun

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 1.37 MB

english, 2007

29

Resuscitating the cobweb cycle

Klaus Reiner Schenk-Hoppé

Journal:

Journal of Forecasting

Year:

2004

Language:

english

File:

PDF, 55 KB

english, 2004

30

Markets do not select for a liquidity preference as behavior towards risk

Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 210 KB

english, 2006

31

Do stylised facts of order book markets need strategic behaviour?

Dan Ladley, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 451 KB

english, 2009

32

From discrete to continuous time evolutionary finance models

Jan Palczewski, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 430 KB

english, 2010

33

Consumption paths under prospect utility in an optimal growth model

Reto Foellmi, Rina Rosenblatt-Wisch, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Economic Dynamics and Control

Year:

2011

Language:

english

File:

PDF, 268 KB

english, 2011

34

Pure and randomized equilibria in the stochastic von Neumann–Gale model

Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Mathematical Economics

Year:

2007

Language:

english

File:

PDF, 243 KB

english, 2007

35

Market selection of constant proportions investment strategies in continuous time

Jan Palczewski, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Mathematical Economics

Year:

2010

Language:

english

File:

PDF, 292 KB

english, 2010

36

Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive

Klaus Reiner Schenk-Hoppé

Journal:

Zeitschrift für Angewandte Mathematik und Physik (ZAMP)

Year:

1996

Language:

english

File:

PDF, 956 KB

english, 1996

37

Evolutionary stable stock markets

Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Economic Theory

Year:

2006

Language:

english

File:

PDF, 171 KB

english, 2006

38

Exponential growth of fixed-mix strategies in stationary asset markets

Michal A. H. Dempster, Igor V. Evstigneev, Klaus R. Schenk-Hoppé

Journal:

Finance and Stochastics

Year:

2003

Language:

english

File:

PDF, 116 KB

english, 2003

39

Preface to the special issueStochastic Financial Economics

Sjur Didrik Flåm, Klaus Reiner Schenk-Hoppé

Journal:

Mathematics and Financial Economics

Year:

2011

Language:

english

File:

PDF, 85 KB

english, 2011

40

Financial Markets and Stochastic Growth

Leonard J. Mirman, Klaus Reiner Schenk-Hoppé

Journal:

Review of International Economics

Year:

2003

Language:

english

File:

PDF, 217 KB

english, 2003

41

Sample-Path Stability of Non-Stationary Dynamic Economic Systems

Klaus Reiner Schenk-Hoppé

Journal:

Annals of Operations Research

Year:

2002

Language:

english

File:

PDF, 138 KB

english, 2002

42

Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset

Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Mathematics and Financial Economics

Year:

2011

Language:

english

File:

PDF, 231 KB

english, 2011

43

Introduction to the special issueStochastic Financial Economics, Volume 1

Sjur Didrik Flåm, Klaus Reiner Schenk-Hoppé

Journal:

Mathematics and Financial Economics

Year:

2011

Language:

english

File:

PDF, 95 KB

english, 2011

44

Preface to the special issueStochastic Financial Economics

Sjur Didrik Flåm, Klaus Reiner Schenk-Hoppé

Journal:

Mathematics and Financial Economics

Year:

2011

Language:

english

File:

PDF, 85 KB

english, 2011

45

Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective

Alena Audzeyeva, Barbara Summers, Klaus Reiner Schenk-Hoppé

Journal:

International Journal of Forecasting

Year:

2012

Language:

english

File:

PDF, 714 KB

english, 2012

46

Globally evolutionarily stable portfolio rules

Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé

Journal:

Journal of Economic Theory

Year:

2008

Language:

english

File:

PDF, 346 KB

english, 2008

47

Introduction: behavioral and evolutionary finance

Evstigneev, Igor V., Schenk-Hoppé, Klaus Reiner, Ziemba, William T.

Journal:

Annals of Finance

Year:

2013

Language:

english

File:

PDF, 90 KB

english, 2013

48

Hedging without sweat: a genetic programming approach

Lensberg, Terje, Schenk-Hoppé, Klaus Reiner

Journal:

Quantitative Finance Letters

Year:

2013

Language:

english

File:

PDF, 267 KB

english, 2013

49

RANDOM DYNAMICAL SYSTEMS IN ECONOMICS

SCHENK-HOPPÉ, KLAUS REINER

Journal:

Stochastics and Dynamics

Year:

2001

Language:

english

File:

PDF, 319 KB

english, 2001

50

[Springer Texts in Business and Economics] Mathematical Financial Economics || American Derivative Securities

Evstigneev, Igor V., Hens, Thorsten, Schenk-Hoppé, Klaus Reiner

Year:

2015

Language:

english

File:

PDF, 116 KB

english, 2015