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Information about:
Klaus Reiner Schenk-Hoppé

Personal Details | Affiliation | Works
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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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!]

  4. 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. [Downloadable!]

  5. 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. [Downloadable!]
    Published as:

  6. 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 Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
    Other versions:

  7. 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. [Downloadable!]

  8. 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. [Downloadable!]

  9. 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. [Downloadable!]
    Published as:

  10. 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. [Downloadable!]

  11. 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.

  12. Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005. "Globally Evolutionarily Stable Portfolio Rules," Discussion Papers 2005/17, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
    Published as:

  13. 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. [Downloadable!]

  14. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004. "Survival of the Fittest on Wall Street," Discussion Papers 04-03, University of Copenhagen. Department of Economics. [Downloadable!]

  15. Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  16. 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. [Downloadable!]
    Other versions:

  17. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics. [Downloadable!]

  18. 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. [Downloadable!]
    Published as:

  19. 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. [Downloadable!]
    Other versions:
    Published as:

  20. 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. [Downloadable!]
    Other versions:
    Published as:

  21. 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. [Downloadable!]
    Published as:

  22. 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). [Downloadable!]
    Published as:

  23. Klaus Reiner Schenk-Hoppé & Björn Schmalfuss, . "Random Fixed Points in a Stochastic Solow Growth Model," IEW - Working Papers iewwp065, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    Published as:

  24. Thorsten Hens & Klaus Schenk-Hoppé, . "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers iewwp074, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  25. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, . "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers iewwp083, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  26. 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. [Downloadable!]

  27. Klaus Reiner Schenk–Hoppé, . "Resuscitating the Cobweb Cycle," IEW - Working Papers iewwp123, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    Published as:

  28. Klaus Reiner Schenk-Hoppé, . "Is There a Golden Rule for the Stochastic Solow Growth Model ?," IEW - Working Papers iewwp033, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  29. Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, . "Growing wealth with fixed-mix strategies," Swiss Finance Institute Research Paper Series 09-37, Swiss Finance Institute. [Downloadable!]

  30. Klaus Reiner Schenk-Hoppé, . "Sample-Path Stability of Non-Stationary Dynamic Economic Systems," IEW - Working Papers iewwp046, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  31. Leonard J. Mirman & Klaus Reiner Schenk-Hoppé, . "Financial Markets and Stochastic Growth," IEW - Working Papers iewwp066, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    Published as:

  32. Klaus Reiner Schenk-Hoppé, . "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version)," IEW - Working Papers iewwp054, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  33. Klaus Rainer Schenk-Hoppé, . "Stochastic Tastes and Money in a Neo-Keynesian Economy," IEW - Working Papers iewwp088, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  34. 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. [Downloadable!]

  35. Igor V. Evstigneev & Klaus Rainer Schenk-Hoppé, . "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers iewwp089, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  36. Jens-Ulrich Peter & Klaus Reiner Schenk-Hoppé, . "Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production," IEW - Working Papers iewwp030, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  37. Klaus Reiner Schenk-Hoppé, . "Random Dynamical Systems in Economics," IEW - Working Papers iewwp067, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  38. 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. [Downloadable!]

  39. Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder, . "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers iewwp128, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Rolf Poulsen & Klaus Reiner Schenk-Hoppe & Christian-Oliver Ewald, 2009. "Risk minimization in stochastic volatility models: model risk and empirical performance," Quantitative Finance, Taylor and Francis Journals, vol. 9(6), pages 693-704. [Downloadable!] (restricted)

  3. Bruce A. Conway & Rina Rosenblatt-Wisch & Klaus Reiner Schenk-Hoppé, 2009. "(Un)anticipated Technological Change in an Endogenous Growth Model," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 13(1). [Downloadable!]

  4. 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. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)

  7. Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer, vol. 27(2), pages 449-468, January. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!] (restricted)
    Other versions:

  9. 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. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!] (restricted)

  11. 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. [Downloadable!] (restricted)
    Other versions:

  12. 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. [Downloadable!] (restricted)
    Other versions:

  13. Klaus Reiner Schenk-Hoppé, 2004. "Resuscitating the cobweb cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 621-624. [Downloadable!]
    Other versions:

  14. Leonard J. Mirman & Klaus Reiner Schenk-HoppÈ, 2003. "Financial Markets and Stochastic Growth," Review of International Economics, Blackwell Publishing, vol. 11(2), pages 219-236, 05. [Downloadable!] (restricted)
    Other versions:

  15. 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. [Downloadable!] (restricted)

  16. 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. [Downloadable!]
    Other versions:

  17. Klaus Reiner Schenk-Hoppé, 2001. "Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(1). [Downloadable!]

  18. 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. [Downloadable!] (restricted)
    Other versions:

  19. Schenk-Hoppe, Klaus Reiner, 2000. "The evolution of Walrasian behavior in oligopolies," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 35-55, February. [Downloadable!] (restricted)

  20. 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. [Downloadable!] (restricted)
    Other versions:

  21. RePEc:bep:sndecm:13:2009:1:1526-1526 is not listed on IDEAS

  22. RePEc:bep:sndecm:5:2001:1:1072-1072 is not listed on IDEAS

NEP Fields

32 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 (6) 2000-05-08 2000-05-22 2000-10-05 2000-12-19 2002-11-04 2004-05-02 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-FIN: Finance (8) 2001-06-22 2002-11-28 2002-12-17 2003-03-03 2003-11-09 2003-11-16 2003-11-16 2006-10-28 Author is listed
  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-IFN: International Finance (1) 2008-07-30
  12. NEP-IND: Industrial Organization (1) 2002-11-28
  13. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-01-02
  14. NEP-MAC: Macroeconomics (2) 2003-03-03 2003-08-17
  15. NEP-MIC: Microeconomics (1) 2004-02-15
  16. NEP-MON: Monetary Economics (1) 2003-08-17
  17. NEP-MST: Market Microstructure (1) 2007-10-20
  18. NEP-ORE: Operations Research (1) 2008-07-30
  19. NEP-RMG: Risk Management (4) 2003-01-27 2003-11-16 2007-10-20 2007-10-20
Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-11-19.

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