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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2018
Persistent link: https://www.econbiz.de/10011938726
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Itchy feet vs cool heads : flow of funds in an agent-based financial market
Palczewski, Jan; Schenk-Hoppé, Klaus Reiner; Wang, Tongya - 2015
Persistent link: https://www.econbiz.de/10011313678
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Markets do not select for a liquidity preference as behaviour towards risk
Hens, Thorsten (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001716130
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Evolutionary stability of portfolio rules in incomplete markets
Hens, Thorsten (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726838
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Market selection of constant proportions investment strategies in continuous time
Palczewski, Jan; Schenk-Hoppé, Klaus Reiner - 2008
towards a theory of continuous-time asset pricing that combines concepts from mathematical finance and economics by drawing on …
Persistent link: https://www.econbiz.de/10003966074
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Asset market games of survival
Amir, Rabah; Evstigneev, Igor V.; Schenk-Hoppé, Klaus … - 2008
evolutionary solution concept (survival strategies), thereby linking two fundamental paradigms of game theory …
Persistent link: https://www.econbiz.de/10003966080
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Costs and benefits of speculation
Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Ladley, Dan - 2012
managers trade stocks and bonds in an order-driven market, subject to transaction taxes and constraints on short-selling and …
Persistent link: https://www.econbiz.de/10009624599
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Costs and benefits of speculation
Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Ladley, Dan - 2012
Persistent link: https://www.econbiz.de/10009657373
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An evolutionary financial market model with a risk-free asset
Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - 2010
This paper introduces and analyzes an evolutionary model of a financial market with a risk-free asset. Focus is on the study of local stability of the wealth dynamics through the application of recent results on the linearization and stability of random dynamical systems (Evstigneev, Pirogov and...
Persistent link: https://www.econbiz.de/10008797770
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An application of evolutionary finance to firms listed in the Swiss market index
Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Marco - 2002
Persistent link: https://www.econbiz.de/10001745636