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Market selection and survival of investment strategies
Amir, Rabah; Evstigneev, Igor V.; Hens, Thorsten; … - In: Journal of Mathematical Economics 41 (2005) 1-2, pp. 105-122
Persistent link: https://www.econbiz.de/10005388327
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Markets do not select for a liquidity preference as behavior towards risk
Hens, Thorsten; Schenk-Hoppe, Klaus Reiner - In: Journal of Economic Dynamics and Control 30 (2006) 2, pp. 279-292
Persistent link: https://www.econbiz.de/10005107205
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Evolutionary finance: introduction to the special issue
Hens, Thorsten; Schenk-Hoppe, Klaus Reiner - In: Journal of Mathematical Economics 41 (2005) 1-2, pp. 1-5
Persistent link: https://www.econbiz.de/10005124494
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The evolution of Walrasian behavior in oligopolies
Schenk-Hoppe, Klaus Reiner - In: Journal of Mathematical Economics 33 (2000) 1, pp. 35-55
Persistent link: https://www.econbiz.de/10005374214
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Random fixed points in a stochastic Solow growth model
Schenk-Hoppe, Klaus Reiner; Schmalfu[ss], Bjorn - In: Journal of Mathematical Economics 36 (2001) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10005388057
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Pure and randomized equilibria in the stochastic von Neumann-Gale model
Evstigneev, Igor V.; Schenk-Hoppe, Klaus Reiner - In: Journal of Mathematical Economics 43 (2007) 7-8, pp. 871-887
Persistent link: https://www.econbiz.de/10005388254
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An Evolutionary Model of Bertrand Oligopoly
Alos-Ferrer, Carlos; Ania, Ana B.; Schenk-Hoppe, Klaus … - In: Games and Economic Behavior 33 (2000) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10005413765
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Financial markets. The joy of volatility
Dempster, M. A. H.; Evstigneev, Igor; Schenk-Hoppe, … - In: Quantitative Finance 8 (2008) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10005279135
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Risk minimization in stochastic volatility models: model risk and empirical performance
Poulsen, Rolf; Schenk-Hoppe, Klaus Reiner; Ewald, … - In: Quantitative Finance 9 (2009) 6, pp. 693-704
In this paper the performance of locally risk-minimizing delta hedge strategies for European options in stochastic volatility models is studied from an experimental as well as from an empirical perspective. These hedge strategies are derived for a large class of diffusion-type stochastic...
Persistent link: https://www.econbiz.de/10008466750
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Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppe, Klaus Reiner - In: Journal of Macroeconomics 27 (2005) 2, pp. 275-288
Persistent link: https://www.econbiz.de/10005171393