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Klaus Reiner Schenk-Hoppé
(Klaus Reiner Schenk-Hoppe)

Personal Details

First Name:Klaus
Middle Name:Reiner
Last Name:Schenk-Hoppe
Suffix:
RePEc Short-ID:psc14
[This author has chosen not to make the email address public]
http://www.schenk-hoppe.net
Economics, School of Social Sciences, University of Manchester, UK

Affiliation

Department of Economics
School of Social Sciences
University of Manchester

Manchester, United Kingdom
https://www.socialsciences.manchester.ac.uk/economics/
RePEc:edi:semanuk (more details at EDIRC)

Research output

as
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Working papers

  1. Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2022. "Strategic complementarity and substitutability of investment strategies," Swiss Finance Institute Research Paper Series 22-04, Swiss Finance Institute.
  2. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. Julia Wardley-Kershaw & Klaus R. Schenk-Hoppé, 2021. "Economic Growth in the UK: Rolling with the Punches," Economics Discussion Paper Series 2108, Economics, The University of Manchester.
  4. Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Evolution in Pecunia," Swiss Finance Institute Research Paper Series 20-44, Swiss Finance Institute.
  5. Lensberg, Terje & Schenk-Hoppé, Klaus R., 2020. "Cold play: Learning across bimatrix games," MPRA Paper 99095, University Library of Munich, Germany.
  6. Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
  7. Haas, Levi & Schenk-Hoppé, Klaus R., 2019. "International Trade: Smarten up to talk the talk," MPRA Paper 99096, University Library of Munich, Germany.
  8. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé, 2019. "Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems," Economics Discussion Paper Series 1902, Economics, The University of Manchester.
  9. Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019. "The Resolution of Long-Run Risk," Economics Discussion Paper Series 1908, Economics, The University of Manchester.
  10. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2019. "Evolutionary Stable Solution Concepts for the Initial Play," Economics Discussion Paper Series 1916, Economics, The University of Manchester.
  11. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2018. "Patience is a Virtue - In Value Investing," Swiss Finance Institute Research Paper Series 18-26, Swiss Finance Institute, revised Apr 2018.
  12. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series 1815, Economics, The University of Manchester.
  13. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series 1816, Economics, The University of Manchester.
  14. Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk-Hoppé, 2017. "Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading," Swiss Finance Institute Research Paper Series 17-10, Swiss Finance Institute, revised Sep 2017.
  15. Anastasiia Sokko & Klaus Reiner Schenk-Hoppé, 2017. "Margin Requirements and Evolutionary Asset Pricing," Swiss Finance Institute Research Paper Series 17-20, Swiss Finance Institute.
  16. Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015. "Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market," Economics Discussion Paper Series 1507, Economics, The University of Manchester.
  17. Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPÉ, 2015. "Evolutionary Behavioural Finance," Swiss Finance Institute Research Paper Series 15-16, Swiss Finance Institute.
  18. Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley, 2012. "Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes," Swiss Finance Institute Research Paper Series 12-27, Swiss Finance Institute.
  19. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012. "Costs and Benefits of Speculation," Discussion Papers 2012/12, Norwegian School of Economics, Department of Business and Management Science.
  20. Reto FOELLMI & Rina ROSENBLATT-WISCH & Klaus REINER SCHENK-HOPPE, 2010. "Consumption Paths under Prospect Utility in an Optimal Growth Model," Swiss Finance Institute Research Paper Series 10-38, Swiss Finance Institute.
  21. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
  22. Klaus REINER SCHENK-HOPPE & Urs SCHWERI, 2010. "A Simple Model of the Firm Life Cycle," Swiss Finance Institute Research Paper Series 10-39, Swiss Finance Institute.
  23. Michael A.H. DEMPSTER & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2009. "Growing wealth with fixed-mix strategies," Swiss Finance Institute Research Paper Series 09-37, Swiss Finance Institute.
  24. Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2009. "Survival and Evolutionary Stability of the Kelly Rule," Swiss Finance Institute Research Paper Series 09-32, Swiss Finance Institute.
  25. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
  26. Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2008. "Asset Market Games of Survival," Swiss Finance Institute Research Paper Series 08-31, Swiss Finance Institute.
  27. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
  28. 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.
  29. Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang, 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 07-11, Swiss Finance Institute.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
  35. I. V. Evstigneev & K. R. Schenk-Hoppé, 2006. "VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model," Economics Discussion Paper Series 0603, Economics, The University of Manchester.
  36. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2006. "Stochastic equilibria in von Neumann–Gale dynamical systems," Economics Discussion Paper Series 0620, Economics, The University of Manchester.
  37. Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "Volatility-Induced Financial Growth," Economics Discussion Paper Series 0626, Economics, The University of Manchester.
  38. Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005. "Globally Evolutionarily Stable Portfolio Rules," Discussion Papers 2005/17, Norwegian School of Economics, Department of Business and Management Science.
  39. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004. "Survival of the Fittest on Wall Street," Discussion Papers 04-03, University of Copenhagen. Department of Economics.
  40. 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.
  41. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
  42. Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics.
  43. 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.
  44. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner & Vogt, Bodo, 2003. "On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op," Discussion Paper Series 26320, Hamburg Institute of International Economics.
  45. AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003. "Market selection and survival of investment strategies," LIDAM Discussion Papers CORE 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  46. 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.
  47. 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.
  48. 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).
  49. Klaus Reiner Schenk-Hopp�, "undated". "Random Dynamical Systems in Economics," IEW - Working Papers 067, Institute for Empirical Research in Economics - University of Zurich.
  50. Jens-Ulrich Peter & Klaus Reiner Schenk-Hopp�, "undated". "Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production," IEW - Working Papers 030, Institute for Empirical Research in Economics - University of Zurich.
  51. Klaus Reiner Schenk-Hopp� & Bj�rn Schmalfuss, "undated". "Random Fixed Points in a Stochastic Solow Growth Model," IEW - Working Papers 065, Institute for Empirical Research in Economics - University of Zurich.
  52. Leonard J. Mirman & Klaus Reiner Schenk-Hopp�, "undated". "Financial Markets and Stochastic Growth," IEW - Working Papers 066, Institute for Empirical Research in Economics - University of Zurich.
  53. Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, "undated". "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.
  54. Igor V. Evstigneev & Klaus Rainer Schenk-Hopp�, "undated". "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers 089, Institute for Empirical Research in Economics - University of Zurich.
  55. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.
  56. Klaus Rainer Schenk-Hopp�, "undated". "Stochastic Tastes and Money in a Neo-Keynesian Economy," IEW - Working Papers 088, Institute for Empirical Research in Economics - University of Zurich.
  57. Thorsten Hens & Klaus Schenk-Hopp�, "undated". "Evolution of Portfolio Rules in Incomplete Markets," IEW - Working Papers 074, Institute for Empirical Research in Economics - University of Zurich.
  58. Klaus Reiner Schenk-Hopp�, "undated". "Is There a Golden Rule for the Stochastic Solow Growth Model ?," IEW - Working Papers 033, Institute for Empirical Research in Economics - University of Zurich.
  59. Klaus Reiner Schenk�Hopp�, "undated". "Resuscitating the Cobweb Cycle," IEW - Working Papers 123, Institute for Empirical Research in Economics - University of Zurich.
  60. Klaus Reiner Schenk-Hopp�, "undated". "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.
  61. Klaus Reiner Schenk-Hopp�, "undated". "Sample-Path Stability of Non-Stationary Dynamic Economic Systems," IEW - Working Papers 046, Institute for Empirical Research in Economics - University of Zurich.

Articles

  1. Chakravarthy Varadarajan & Klaus R. Schenk-Hoppé, 2023. "BeVIXed: Trading Fear in the Volatility Complex," Risks, MDPI, vol. 11(5), pages 1-18, May.
  2. Julia Wardley-Kershaw & Klaus R. Schenk-Hoppé, 2022. "Perspectives on the Future of Growth," World, MDPI, vol. 3(2), pages 1-14, May.
  3. Julia Wardley-Kershaw & Klaus R. Schenk-Hoppé, 2022. "Economic Growth in the UK: The Inception," World, MDPI, vol. 3(2), pages 1-13, March.
  4. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2021. "Cold play: Learning across bimatrix games," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 419-441.
  5. Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus R. Schenk-Hoppé, 2021. "Evolution in pecunia," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2016514118-, June.
  6. Thorsten Hens & Klaus R. Schenk‐Hoppé, 2020. "Patience Is a Virtue: In Value Investing," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 1019-1031, December.
  7. Michela Pelizza & Klaus R. Schenk-Hoppé, 2020. "Pricing Defaulted Italian Mortgages," JRFM, MDPI, vol. 13(2), pages 1-14, February.
  8. Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
  9. Eduard Krkoska & Klaus Reiner Schenk-Hoppé, 2019. "Herding in Smart-Beta Investment Products," JRFM, MDPI, vol. 12(1), pages 1-14, March.
  10. Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk‐Hoppé, 2018. "Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 727-741, December.
  11. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
  12. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015. "Costs and benefits of financial regulation: Short-selling bans and transaction taxes," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 103-118.
  13. Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2015. "Fragmentation and stability of markets," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 466-481.
  14. Palczewski, Jan & Poulsen, Rolf & Schenk-Hoppé, Klaus Reiner & Wang, Huamao, 2015. "Dynamic portfolio optimization with transaction costs and state-dependent drift," European Journal of Operational Research, Elsevier, vol. 243(3), pages 921-931.
  15. 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.
  16. Igor Evstigneev & Klaus Schenk-Hoppé & William Ziemba, 2013. "Introduction: behavioral and evolutionary finance," Annals of Finance, Springer, vol. 9(2), pages 115-119, May.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Thorsten Hens & Klaus Reiner Schenk-Hopp… & 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, September.
  31. 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.
  32. Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 449-468, January.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. Klaus Reiner Schenk-Hoppé, 2004. "Resuscitating the cobweb cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 621-624.
  38. 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.
  39. Leonard J. Mirman & Klaus Reiner Schenk‐Hoppé, 2003. "Financial Markets and Stochastic Growth," Review of International Economics, Wiley Blackwell, vol. 11(2), pages 219-236, May.
  40. Klaus Schenk-Hoppé, 2002. "Sample-Path Stability of Non-Stationary Dynamic Economic Systems," Annals of Operations Research, Springer, vol. 114(1), pages 263-280, August.
  41. Schenk–Hoppé, Klaus Reiner, 2002. "Is There A Golden Rule For The Stochastic Solow Growth Model?," Macroeconomic Dynamics, Cambridge University Press, vol. 6(4), pages 457-475, September.
  42. 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, October.
  43. Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2002. "From Rags To Riches: On Constant Proportions Investment Strategies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(06), pages 563-573.
  44. 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.
  45. 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.
  46. 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.
  47. Schenk-Hoppe, Klaus Reiner, 2000. "The evolution of Walrasian behavior in oligopolies," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 35-55, February.
  48. 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.

Chapters

  1. Octavian Nica & Karolina Piotrowska & Klaus Reiner Schenk-Hoppé, 2021. "Cryptocurrencies: Concept and Current Market Structure," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
  2. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Capital Growth Theory," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 17, pages 169-176, Springer.
  3. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "American Derivative Securities," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 14, pages 137-144, Springer.
  4. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Efficient Portfolios in a Market with a Risk-Free Asset," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 6, pages 43-51, Springer.
  5. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Properties of Efficient Portfolios," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 4, pages 27-32, Springer.
  6. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "The Markowitz Model with a Risk-Free Asset," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 5, pages 33-41, Springer.
  7. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "CAPM Continued," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 8, pages 61-67, Springer.
  8. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "From Binomial Model to Black–Scholes Formula," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 15, pages 145-155, Springer.
  9. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Risk-Neutral Pricing," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 12, pages 115-123, Springer.
  10. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Capital Asset Pricing Model (CAPM)," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 7, pages 53-59, Springer.
  11. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Factor Models and the Ross-Huberman APT," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 9, pages 69-81, Springer.
  12. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Capital Growth Theory: Continued," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 18, pages 177-186, Springer.
  13. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Portfolio Selection: Introductory Comments," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 1, pages 3-9, Springer.
  14. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "The Cox–Ross–Rubinstein Binomial Model," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 13, pages 125-135, Springer.
  15. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Behavioral Equilibrium and Evolutionary Dynamics," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 20, pages 197-204, Springer.
  16. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Dynamic Securities Market Model," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 11, pages 105-114, Springer.
  17. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Solution to the Markowitz Optimization Problem," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 3, pages 19-25, Springer.
  18. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Problems and Exercises I," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 10, pages 83-102, Springer.
  19. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Mean-Variance Portfolio Analysis: The Markowitz Model," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 2, pages 11-18, Springer.
  20. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "General Equilibrium Analysis of Financial Markets," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 19, pages 187-195, Springer.
  21. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2011. "Survival and Evolutionary Stability of the Kelly Rule," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 20, pages 273-284, World Scientific Publishing Co. Pte. Ltd..
  22. Michael A. H. Dempster & Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2011. "Growing Wealth with Fixed-Mix Strategies," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 29, pages 427-455, World Scientific Publishing Co. Pte. Ltd..
  23. Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "The von Neumann-Gale Growth Model and Its Stochastic Generalization," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 12, pages 337-383, Springer.

Books

  1. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Mathematical Financial Economics," Springer Texts in Business and Economics, Springer, edition 127, number 978-3-319-16571-4, March.
  2. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner (ed.), 2009. "Handbook of Financial Markets: Dynamics and Evolution," Elsevier Monographs, Elsevier, edition 1, number 9780123742582.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Closeness measure in co-authorship network
  5. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 43 papers 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-FMK: Financial Markets (11) 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 2022-01-31. Author is listed
  2. NEP-EVO: Evolutionary Economics (10) 2001-06-22 2006-10-28 2007-01-02 2007-10-20 2008-07-30 2016-07-23 2018-08-27 2020-04-06 2020-04-27 2020-06-22. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (8) 2000-05-08 2000-05-22 2000-10-05 2000-12-19 2002-11-04 2004-05-02 2010-10-16 2020-04-27. Author is listed
  4. 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
  5. NEP-CFN: Corporate Finance (7) 2002-11-28 2002-12-17 2003-01-27 2003-11-09 2003-11-16 2003-11-16 2022-01-31. Author is listed
  6. NEP-CMP: Computational Economics (5) 2004-02-15 2007-01-02 2007-10-20 2008-07-30 2015-07-04. Author is listed
  7. NEP-RMG: Risk Management (5) 2003-01-27 2003-11-16 2007-10-20 2007-10-20 2019-05-27. Author is listed
  8. NEP-DEV: Development (4) 2000-05-08 2000-10-05 2000-12-19 2004-05-02
  9. NEP-GTH: Game Theory (4) 2016-07-23 2020-04-06 2020-04-27 2020-06-22
  10. NEP-ORE: Operations Research (4) 2008-07-30 2020-04-06 2020-04-27 2020-06-22
  11. NEP-EXP: Experimental Economics (3) 2002-04-03 2003-08-17 2021-12-06
  12. NEP-HME: Heterodox Microeconomics (3) 2015-07-04 2016-07-23 2018-08-13
  13. NEP-UPT: Utility Models and Prospect Theory (3) 2010-10-16 2016-07-23 2020-04-27
  14. NEP-CBE: Cognitive and Behavioural Economics (2) 2004-02-15 2007-01-02
  15. NEP-FDG: Financial Development and Growth (2) 2010-10-16 2018-12-10
  16. NEP-ISF: Islamic Finance (2) 2021-09-27 2022-01-31
  17. NEP-MAC: Macroeconomics (2) 2003-03-03 2003-08-17
  18. NEP-MIC: Microeconomics (2) 2004-02-15 2020-04-06
  19. NEP-BAN: Banking (1) 2017-09-17
  20. NEP-CSE: Economics of Strategic Management (1) 2007-10-20
  21. NEP-CWA: Central and Western Asia (1) 2021-09-27
  22. NEP-GRO: Economic Growth (1) 2021-09-27
  23. NEP-HIS: Business, Economic and Financial History (1) 2020-04-13
  24. NEP-HPE: History and Philosophy of Economics (1) 2016-07-23
  25. NEP-IND: Industrial Organization (1) 2002-11-28
  26. NEP-INT: International Trade (1) 2020-04-13
  27. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2007-01-02
  28. NEP-MON: Monetary Economics (1) 2003-08-17
  29. NEP-MST: Market Microstructure (1) 2007-10-20
  30. NEP-SEA: South East Asia (1) 2021-12-06

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