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An evolutionary finance model with a risk-free asset

Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten - 2017

interaction of portfolio rules of competing market participants. A comprehensive theory of evolutionary dynamics of this kind has … the theory to a class of models with short selling and endogenous asset supply …

Persistent link: https://www.econbiz.de/10011865449

Which measures predict risk taking in a multi-stage controlled investment decision process?

Bachmann, Kremena; Hens, Thorsten; Stössel, Remo - In: Financial services review : the journal of individual … 26 (2017) 4, pp. 339-365

Persistent link: https://www.econbiz.de/10011941315

Markets do not select for a liquidity preference as behaviour towards risk

Hens, Thorsten (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001716130

Evolutionary stability of portfolio rules in incomplete markets

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - In: Journal of mathematical economics 41 (2005) 1/2, pp. 43-66

Persistent link: https://www.econbiz.de/10002643146

Survial of the fittest on Wall Street

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - In: Institutioneller Wandel, Marktprozesse und dynamische …, (pp. 339-367). 2004

Persistent link: https://www.econbiz.de/10002378908

An application of evolutionary finance to firms listed in the Swiss Market Index

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Marco - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 465-487

Persistent link: https://www.econbiz.de/10001720988

Evolutionary stability of portfolio rules in incomplete markets

Hens, Thorsten (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001726838

A note on reward-risk portfolio selection and two-fund separation

De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Finance research letters 8 (2011) 2, pp. 52-58

Persistent link: https://www.econbiz.de/10009301311

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

Dynamic general equilibrium and T-period fund separation

Gerber, Anke; Hens, Thorsten; Wöhrmann, Peter - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 369-400

Persistent link: https://www.econbiz.de/10003990695