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Frank Niehaus

Personal Details

First Name:Frank
Middle Name:
Last Name:Niehaus
Suffix:
RePEc Short-ID:pni16

Affiliation

Wissenschaftliches Institut der PKV (WIP)
Verband der privaten Krankenversicherung (PKV)

Köln, Germany
http://www.wip-pkv.de/

: 0221 / 9987 - 1652
0221 / 9987 - 3962
Bayenthalgürtel 40, 50968 Köln
RePEc:edi:wipkvde (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Frank Niehaus, 2003. "The great influence of less risk averse agents," Computing in Economics and Finance 2003 111, Society for Computational Economics.
  2. Frank Niehaus, 2002. "Heterogeneous Preferences and the Representative Investor," Computing in Economics and Finance 2002 152, Society for Computational Economics.
  3. Frank Niehaus, 2001. "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," CeNDEF Workshop Papers, January 2001 2A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Frank Niehaus, 2000. "A Simple Option Pricing Model With Heterogeneous Agents," Computing in Economics and Finance 2000 342, Society for Computational Economics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Frank Niehaus, 2001. "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," CeNDEF Workshop Papers, January 2001 2A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

    Cited by:

    1. Bosi, Gianni & Herden, Gerhard, 2012. "Continuous multi-utility representations of preorders," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 212-218.
    2. Sabrina Ecca & Michele Marchesi & Alessio Setzu, 2008. "Modeling and Simulation of an Artificial Stock Option Market," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 37-53, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2001-05-02
  2. NEP-FMK: Financial Markets (1) 2001-05-02

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