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Klaus Reiner Schenk-Hoppé

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Personal Details

First Name: Klaus
Middle Name: Reiner
Last Name: Schenk-Hoppé
Suffix:

RePEc Short-ID: psc14

Email:
Homepage: http://www.schenk-hoppe.net
Postal Address: Centenary Chair in Financial Mathematics, Leeds University Business School and School of Mathematics, The University of Leeds, Leeds, LS2 9JT, United Kingdom
Phone: 0044-113-343-5187/4513

Affiliation

(50%) Leeds University Business School (LUBS)
University of Leeds
Location: Leeds, United Kingdom
Homepage: http://www.leeds.ac.uk/lubs/
Email:
Phone: +44 (0) 113 233 4466
Fax: +44 (0) 113 233 4465
Postal: University of Leeds, Leeds LS2 9JT
Handle: RePEc:edi:sbleeuk (more details at EDIRC)
(50%) School of Mathematics, University of Leeds
Homepage: http://www.maths.leeds.ac.uk
Location: Leeds, United Kingdom

Works

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Working papers

  1. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012. "Costs and Benefits of Speculation," Discussion Papers 2012/12, Department of Business and Management Science, Norwegian School of Economics.
  2. Reto Foellmi & Rina Rosenblatt-Wisch & Klaus Reiner Schenk-Hoppé, 2010. "Consumption Paths under Prospect Utility in an Optimal Growth Model," Diskussionsschriften dp1010, Universitaet Bern, Departement Volkswirtschaft.
  3. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
  4. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "Market Selection of Constant Proportions Investment Strategies in Continuous Time," Swiss Finance Institute Research Paper Series 08-29, Swiss Finance Institute.
  5. Christian-Olivier Ewald & Rolf Poulsen & Klaus Reiner Schenk-Hoppe, 2007. "Stochastic Volatility: Risk Minimization and Model Risk," Swiss Finance Institute Research Paper Series 07-10, Swiss Finance Institute.
  6. Dan Ladley & Klaus Reiner Schenk-Hoppe, 2007. "Do Stylised Facts of Order Book Markets Need Strategic Behaviour?," Swiss Finance Institute Research Paper Series 07-20, Swiss Finance Institute.
  7. Alena Audzeyeva & Klaus Reiner Schenk-Hoppe, 2007. "Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets," Swiss Finance Institute Research Paper Series 07-18, Swiss Finance Institute.
  8. I. V. Evstigneev & K. R. Schenk-Hoppé, 2006. "VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model," The School of Economics Discussion Paper Series 0603, Economics, The University of Manchester.
  9. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2006. "Stochastic equilibria in von Neumann–Gale dynamical systems," The School of Economics Discussion Paper Series 0620, Economics, The University of Manchester.
  10. Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "Volatility-Induced Financial Growth," The School of Economics Discussion Paper Series 0626, Economics, The University of Manchester.
  11. Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang, 2006. "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 07-11, Swiss Finance Institute.
  12. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Department of Business and Management Science, Norwegian School of Economics.
  13. Dan Ladley & Klaus Reiner & Schenk-Hoppé, 2006. "The effect of supply and demand in a dynamic limit order based financial market," Computing in Economics and Finance 2006 427, Society for Computational Economics.
  14. Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005. "Globally Evolutionarily Stable Portfolio Rules," Discussion Papers 2005/17, Department of Business and Management Science, Norwegian School of Economics.
  15. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004. "Survival of the Fittest on Wall Street," Discussion Papers 04-03, University of Copenhagen. Department of Economics.
  16. Bruce A. Conway & Klaus Reiner Schenk-Hoppé, 2004. "(Un)anticipated Technological Change in an Endogenous Growth Model," Discussion Papers 04-08, University of Copenhagen. Department of Economics.
  17. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
  18. Thorsten Hens & Klaus Reiner Schenk-Hoppé & Bodo Vogt, 2003. "On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op," Discussion Papers 03-35, University of Copenhagen. Department of Economics.
  19. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stability of Portfolio Rules in Incomplete Markets," Discussion Papers 03-03, University of Copenhagen. Department of Economics.
  20. Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics.
  21. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," Discussion Papers 02-18, University of Copenhagen. Department of Economics.
  22. Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Discussion Papers 02-16, University of Copenhagen. Department of Economics.
  23. Klaus Reiner Schenk-Hoppé, 2002. "Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion," Discussion Papers 02-13, University of Copenhagen. Department of Economics.
  24. Ana B. Ania & Carlos Alós-Ferrer & Klaus R. Schenk-Hoppé, 1998. "- An Evolutionary Model Of Bertrand Oligopoly," Working Papers. Serie AD 1998-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  25. Klaus Reiner Schenk-Hoppé, . "Sample-Path Stability of Non-Stationary Dynamic Economic Systems," IEW - Working Papers 046, Institute for Empirical Research in Economics - University of Zurich.
  26. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, . "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.
  27. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, . "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
  28. Thorsten Hens & Klaus Schenk-Hoppé, . "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers 074, Institute for Empirical Research in Economics - University of Zurich.
  29. Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, . "Survival and Evolutionary Stability of the Kelly Rule," Swiss Finance Institute Research Paper Series 09-32, Swiss Finance Institute.
  30. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, . "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
  31. Klaus Rainer Schenk-Hoppé, . "Stochastic Tastes and Money in a Neo-Keynesian Economy," IEW - Working Papers 088, Institute for Empirical Research in Economics - University of Zurich.
  32. Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder, . "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
  33. Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, . "Growing wealth with fixed-mix strategies," Swiss Finance Institute Research Paper Series 09-37, Swiss Finance Institute.
  34. Klaus Reiner Schenk-Hoppé, . "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version)," IEW - Working Papers 054, Institute for Empirical Research in Economics - University of Zurich.
  35. Klaus Reiner Schenk-Hoppé, . "Is There a Golden Rule for the Stochastic Solow Growth Model ?," IEW - Working Papers 033, Institute for Empirical Research in Economics - University of Zurich.
  36. Klaus Reiner Schenk-Hoppé, . "Random Dynamical Systems in Economics," IEW - Working Papers 067, Institute for Empirical Research in Economics - University of Zurich.
  37. Leonard J. Mirman & Klaus Reiner Schenk-Hoppé, . "Financial Markets and Stochastic Growth," IEW - Working Papers 066, Institute for Empirical Research in Economics - University of Zurich.
  38. Klaus Reiner Schenk-Hoppé & Björn Schmalfuss, . "Random Fixed Points in a Stochastic Solow Growth Model," IEW - Working Papers 065, Institute for Empirical Research in Economics - University of Zurich.
  39. Igor V. Evstigneev & Klaus Rainer Schenk-Hoppé, . "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers 089, Institute for Empirical Research in Economics - University of Zurich.
  40. Klaus REINER SCHENK-HOPPE & Urs SCHWERI, . "A Simple Model of the Firm Life Cycle," Swiss Finance Institute Research Paper Series 10-39, Swiss Finance Institute.
  41. Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, . "Asset Market Games of Survival," Swiss Finance Institute Research Paper Series 08-31, Swiss Finance Institute.
  42. Jens-Ulrich Peter & Klaus Reiner Schenk-Hoppé, . "Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production," IEW - Working Papers 030, Institute for Empirical Research in Economics - University of Zurich.
  43. Klaus Reiner Schenk–Hoppé, . "Resuscitating the Cobweb Cycle," IEW - Working Papers 123, Institute for Empirical Research in Economics - University of Zurich.

Articles

  1. Igor Evstigneev & Klaus Schenk-Hoppé & William Ziemba, 2013. "Introduction: behavioral and evolutionary finance," Annals of Finance, Springer, vol. 9(2), pages 115-119, May.
  2. Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé, 2013. "Asset market games of survival: a synthesis of evolutionary and dynamic games," Annals of Finance, Springer, vol. 9(2), pages 121-144, May.
  3. Audzeyeva, Alena & Summers, Barbara & Schenk-Hoppé, Klaus Reiner, 2012. "Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective," International Journal of Forecasting, Elsevier, vol. 28(2), pages 507-518.
  4. Foellmi, Reto & Rosenblatt-Wisch, Rina & Schenk-Hoppé, Klaus Reiner, 2011. "Consumption paths under prospect utility in an optimal growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 273-281, March.
  5. Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011. "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 803-815, December.
  6. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 248-266, March.
  7. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "From discrete to continuous time evolutionary finance models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 913-931, May.
  8. Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner, 2010. "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, Elsevier, vol. 20(4), pages 404-422, October.
  9. Conway Bruce A & Rosenblatt-Wisch Rina & Schenk-Hoppé Klaus Reiner, 2009. "(Un)anticipated Technological Change in an Endogenous Growth Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-21, March.
  10. Ladley, Dan & Schenk-Hoppé, Klaus Reiner, 2009. "Do stylised facts of order book markets need strategic behaviour?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 817-831, April.
  11. Rolf Poulsen & Klaus Reiner Schenk-Hoppe & Christian-Oliver Ewald, 2009. "Risk minimization in stochastic volatility models: model risk and empirical performance," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 693-704.
  12. M. A. H. Dempster & Igor Evstigneev & Klaus Reiner Schenk-Hoppe, 2008. "Financial markets. The joy of volatility," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 1-3.
  13. Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008. "Globally evolutionarily stable portfolio rules," Journal of Economic Theory, Elsevier, vol. 140(1), pages 197-228, May.
  14. Evstigneev, Igor V. & Schenk-Hoppe, Klaus Reiner, 2007. "Pure and randomized equilibria in the stochastic von Neumann-Gale model," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 871-887, September.
  15. Thorsten Hens & Klaus Reiner Schenk-Hoppé & Bodo Vogt, 2007. "The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1305-1333, 09.
  16. Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007. "Volatility-induced financial growth," Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 151-160.
  17. Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer, vol. 27(2), pages 449-468, January.
  18. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006. "Markets do not select for a liquidity preference as behavior towards risk," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 279-292, February.
  19. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Evolutionary finance: introduction to the special issue," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 1-5, February.
  20. Schenk-Hoppe, Klaus Reiner, 2005. "Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 275-288, June.
  21. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Evolutionary stability of portfolio rules in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 43-66, February.
  22. Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 105-122, February.
  23. Klaus Reiner Schenk-Hoppé, 2004. "Resuscitating the cobweb cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 621-624.
  24. Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé, 2003. "Exponential growth of fixed-mix strategies in stationary asset markets," Finance and Stochastics, Springer, vol. 7(2), pages 263-276.
  25. Leonard J. Mirman & Klaus Reiner Schenk-HoppÈ, 2003. "Financial Markets and Stochastic Growth," Review of International Economics, Wiley Blackwell, vol. 11(2), pages 219-236, 05.
  26. Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder, 2002. "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), vol. 138(IV), pages 465-487, December.
  27. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Market Selection Of Financial Trading Strategies: Global Stability," Mathematical Finance, Wiley Blackwell, vol. 12(4), pages 329-339.
  28. Schenk-Hoppe, Klaus Reiner & Schmalfu[ss], Bjorn, 2001. "Random fixed points in a stochastic Solow growth model," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 19-30, September.
  29. Schenk-Hoppé Klaus Reiner, 2001. "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-13, April.
  30. Alos-Ferrer, Carlos & Ania, Ana B. & Schenk-Hoppe, Klaus Reiner, 2000. "An Evolutionary Model of Bertrand Oligopoly," Games and Economic Behavior, Elsevier, vol. 33(1), pages 1-19, October.
  31. Schenk-Hoppe, Klaus Reiner, 2000. "The evolution of Walrasian behavior in oligopolies," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 35-55, February.

NEP Fields

34 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (2) 2004-02-15 2007-01-02
  2. NEP-CFN: Corporate Finance (6) 2002-11-28 2002-12-17 2003-01-27 2003-11-09 2003-11-16 2003-11-16. Author is listed
  3. NEP-CMP: Computational Economics (4) 2004-02-15 2007-01-02 2007-10-20 2008-07-30
  4. NEP-CSE: Economics of Strategic Management (1) 2007-10-20
  5. NEP-DEV: Development (4) 2000-05-08 2000-10-05 2000-12-19 2004-05-02
  6. NEP-DGE: Dynamic General Equilibrium (7) 2000-05-08 2000-05-22 2000-10-05 2000-12-19 2002-11-04 2004-05-02 2010-10-16. Author is listed
  7. NEP-EVO: Evolutionary Economics (5) 2001-06-22 2006-10-28 2007-01-02 2007-10-20 2008-07-30. Author is listed
  8. NEP-EXP: Experimental Economics (2) 2002-04-03 2003-08-17
  9. NEP-FDG: Financial Development & Growth (1) 2010-10-16
  10. NEP-FMK: Financial Markets (10) 2000-12-19 2001-08-21 2002-11-28 2002-12-17 2003-01-27 2003-11-09 2003-11-16 2003-11-16 2004-02-15 2008-07-30. Author is listed
  11. NEP-IND: Industrial Organization (1) 2002-11-28
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-01-02
  13. NEP-MAC: Macroeconomics (2) 2003-03-03 2003-08-17
  14. NEP-MIC: Microeconomics (1) 2004-02-15
  15. NEP-MON: Monetary Economics (1) 2003-08-17
  16. NEP-MST: Market Microstructure (1) 2007-10-20
  17. NEP-ORE: Operations Research (1) 2008-07-30
  18. NEP-RMG: Risk Management (4) 2003-01-27 2003-11-16 2007-10-20 2007-10-20
  19. NEP-UPT: Utility Models & Prospect Theory (1) 2010-10-16

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors

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