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Strategic complementarity and substitutability of investment strategies

Doskov, Nikolay; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - 2022

Institutional investors in equities tend to follow well-defined investment strategies, often based on factors such as … flows between investment strategies on the cross-section of their performance. We find that the correlation between factor …

Persistent link: https://www.econbiz.de/10012800936

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

the notion of evolutionary stability. A locally evolutionarily stable investment strategy in the evolutionary model with a …

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