Access Statistics for Klaus Reiner Schenk-Hoppé

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)anticipated Technological Change in an Endogenous Growth Model 0 0 0 94 0 1 3 356
- AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY 0 0 0 60 0 0 1 227
A Simple Model of the Firm Life Cycle 0 0 1 36 0 1 2 141
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 0 1 331 0 0 2 1,048
An evolutionary financial market model with a risk-free asset 0 0 0 30 1 1 1 96
Asset Market Games of Survival 0 0 0 29 0 1 1 130
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 0 0 1 17
Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production 0 0 0 243 0 0 2 941
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 0 0 0 56 0 0 0 308
Cold play: Learning across bimatrix games 0 0 0 41 0 0 3 62
Consumption Paths under Prospect Utility in an Optimal Growth Model 0 0 0 106 0 0 2 243
Consumption Paths under Prospect Utility in an Optimal Growth Model 0 0 0 22 0 0 3 84
Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes 0 0 0 2 0 1 1 27
Costs and Benefits of Speculation 0 0 0 69 0 3 3 204
Do Stylised Facts of Order Book Markets Need Strategic Behaviour? 0 0 0 77 0 1 1 261
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) 0 0 0 1,040 0 1 1 3,217
Economic Growth in the UK: Rolling with the Punches 0 0 0 9 0 3 5 27
Evolution in Pecunia 0 0 0 10 0 0 3 39
Evolution in pecunia 0 0 0 0 0 0 2 4
Evolution of Portfolio Rules in Incomplete Markets 0 0 0 320 0 0 1 812
Evolutionary Behavioural Finance 0 0 0 83 0 0 0 53
Evolutionary Finance 0 0 2 512 3 8 25 1,661
Evolutionary Stability of Portfolio Rules in Incomplete Markets 0 0 1 251 0 0 2 644
Evolutionary Stable Solution Concepts for the Initial Play 0 0 0 5 0 0 0 10
Evolutionary Stable Stock Markets 0 0 0 125 0 0 2 472
Evolutionary Stable Stock Markets 0 0 0 130 0 0 3 524
Financial Markets and Stochastic Growth 0 0 0 266 0 1 1 840
From Discrete to Continuous Time Evolutionary Finance Models 0 0 0 57 0 0 0 240
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 0 2 3 1,275
Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 0 1 30 0 0 4 46
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 0 0 2 218
Growing wealth with fixed-mix strategies 0 0 2 60 0 0 4 219
International Trade: Smarten up to talk the talk 0 0 0 18 0 0 1 18
Is There a Golden Rule for the Stochastic Solow Growth Model ? 0 1 2 609 1 2 4 2,684
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market 0 0 0 23 0 2 4 53
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 0 1 1 25
Margin Requirements and Evolutionary Asset Pricing 0 0 0 8 0 1 7 36
Market Selection and Survival of Investment Strategies 0 0 0 116 0 0 1 339
Market Selection and Survival of Investment Strategies 0 0 0 328 2 2 3 1,246
Market Selection and Survival of Investment Strategies 0 0 1 363 0 0 1 1,238
Market Selection of Constant Proportions Investment Strategies in Continuous Time 0 0 0 26 0 1 1 106
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 1 3 4 1,157
Market selection and survival of investment strategies 0 0 0 20 0 0 0 157
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk 0 0 0 125 0 0 0 439
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk 0 0 0 141 0 0 1 509
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-Standard Errors 0 0 1 27 2 4 30 154
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard errors 1 1 2 12 4 9 28 56
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 0 1 110 0 2 6 359
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 0 0 339 0 0 2 842
On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 0 0 1 2 15
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 102 0 1 2 435
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 117 1 2 3 658
On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op 0 0 0 47 0 0 1 248
Patience is a Virtue - In Value Investing 0 0 0 28 0 0 2 86
Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion 0 0 0 193 0 1 1 542
Random Dynamical Systems in Economics 0 0 1 916 0 0 1 2,046
Random Fixed Points in a Stochastic Solow Growth Model 0 1 1 556 0 2 2 2,120
Resuscitating the Cobweb Cycle 0 0 0 163 0 0 0 782
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 231 0 0 1 1,041
Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets 0 0 0 51 1 1 1 168
Stochastic Tastes and Money in a Neo-Keynesian Economy 0 0 0 174 0 0 1 840
Stochastic Volatility: Risk Minimization and Model Risk 0 0 1 129 0 0 2 285
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 0 0 1 102
Strategic complementarity and substitutability of investment strategies 0 0 1 28 1 1 4 51
Survival and Evolutionary Stability of the Kelly Rule 0 0 2 37 0 0 4 134
Survival of the Fittest on Wall Street 0 0 1 319 2 2 8 1,145
The Resolution of Long-Run Risk 0 0 0 14 0 3 4 59
The effect of supply and demand in a dynamic limit order based financial market 0 0 0 0 0 0 1 233
VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model 0 0 0 20 0 0 0 134
Volatility-Induced Financial Growth 0 0 0 92 0 0 2 190
Volatility-induced Growth in Financial Markets 0 0 0 146 0 0 1 320
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 0 0 1 6
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 1 2 3 42
Total Working Papers 1 3 27 10,584 31 83 297 36,029
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)anticipated Technological Change in an Endogenous Growth Model 0 0 1 15 0 0 2 111
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 0 1 38 0 1 3 152
An Evolutionary Model of Bertrand Oligopoly 0 0 1 194 0 0 3 801
An evolutionary explanation of the value premium puzzle 0 0 0 14 0 0 1 92
Asset market games of survival: a synthesis of evolutionary and dynamic games 1 1 2 33 1 1 9 127
BeVIXed: Trading Fear in the Volatility Complex 0 0 0 4 1 1 2 10
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 0 3 5 17
Cold play: Learning across bimatrix games 0 0 0 3 0 0 2 28
Consumption paths under prospect utility in an optimal growth model 0 0 1 67 0 2 5 214
Costs and benefits of financial regulation: Short-selling bans and transaction taxes 0 0 0 15 0 0 0 88
Do stylised facts of order book markets need strategic behaviour? 0 0 1 65 0 2 4 198
Dynamic portfolio optimization with transaction costs and state-dependent drift 0 0 0 2 0 0 3 34
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series 0 0 0 124 0 0 2 416
Economic Growth in the UK: The Inception 0 1 2 6 0 1 7 19
Evolution in pecunia 0 0 0 5 0 0 0 21
Evolutionary finance: introduction to the special issue 0 0 1 74 0 3 5 164
Evolutionary stability of portfolio rules in incomplete markets 0 0 0 33 0 1 2 118
Evolutionary stable stock markets 0 0 0 66 0 0 1 320
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 0 0 2 607
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 0 0 1 13
Financial Markets and Stochastic Growth 0 0 0 68 0 0 0 331
Financial markets. The joy of volatility 0 0 1 84 0 0 2 173
Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective 0 0 0 18 0 0 0 129
Fragmentation and stability of markets 0 0 0 6 0 0 0 67
From discrete to continuous time evolutionary finance models 0 0 0 52 0 1 2 163
Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 1 2 4 0 1 3 21
Globally evolutionarily stable portfolio rules 0 0 0 33 0 3 4 174
Herding in Smart-Beta Investment Products 0 0 0 11 0 0 2 66
IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? 0 1 1 7 0 1 7 68
Introduction: behavioral and evolutionary finance 0 0 0 13 0 1 1 61
Itchy feet vs cool heads: Flow of funds in an agent-based financial market 0 0 0 13 0 3 4 65
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 0 9 0 0 0 67
Market selection and survival of investment strategies 0 0 0 74 0 0 1 332
Market selection of constant proportions investment strategies in continuous time 0 0 0 7 0 2 2 53
Markets do not select for a liquidity preference as behavior towards risk 0 0 0 21 0 0 1 112
Patience Is a Virtue: In Value Investing 0 0 1 3 0 0 1 22
Perspectives on the Future of Growth 0 0 1 4 0 0 1 5
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion 0 0 0 18 0 0 2 94
Pricing Defaulted Italian Mortgages 0 0 0 3 0 0 1 40
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 0 0 0 57
Random fixed points in a stochastic Solow growth model 0 0 0 55 0 1 2 245
Resuscitating the cobweb cycle 0 0 0 22 0 0 0 148
Risk minimization in stochastic volatility models: model risk and empirical performance 0 1 3 33 0 1 5 157
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 1 0 0 0 14
The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 0 53 0 1 7 269
The Great Capitol Hill Baby Sitting Co‐op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 1 4 0 0 2 19
The evolution of Walrasian behavior in oligopolies 0 0 0 31 0 3 3 119
The role of country, regional and global market risks in the dynamics of Latin American yield spreads 0 0 0 17 0 0 2 87
Volatility-induced financial growth 0 0 1 26 0 0 2 96
Total Journal Articles 1 5 21 1,611 2 33 116 6,804

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Mathematical Financial Economics 0 0 0 0 0 0 7 51
Total Books 0 0 0 0 0 0 7 51

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American Derivative Securities 0 0 0 0 0 1 4 9
Behavioral Equilibrium and Evolutionary Dynamics 0 0 0 0 0 0 0 0
CAPM Continued 0 0 0 0 0 0 0 5
Capital Asset Pricing Model (CAPM) 0 0 0 0 1 1 7 20
Capital Growth Theory 0 0 0 0 1 1 5 15
Capital Growth Theory: Continued 0 0 0 0 0 0 0 3
Cryptocurrencies: Concept and Current Market Structure 0 0 4 18 0 0 6 38
Dynamic Securities Market Model 0 0 0 2 0 0 1 24
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 1 1 3 12
Factor Models and the Ross-Huberman APT 0 0 0 0 2 2 5 24
From Binomial Model to Black–Scholes Formula 0 0 0 0 0 0 3 13
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 1 3 7
Growing Wealth with Fixed-Mix Strategies 0 0 3 5 0 0 8 51
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 0 0 1 1 2 12
Portfolio Selection: Introductory Comments 0 0 0 0 0 0 0 1
Problems and Exercises I 0 0 0 0 0 0 0 3
Problems and Exercises II 0 0 0 0 0 0 0 2
Problems and Exercises III 0 0 0 0 0 0 2 5
Properties of Efficient Portfolios 0 0 0 0 0 0 0 6
Risk-Neutral Pricing 0 0 0 0 0 0 1 6
Solution to the Markowitz Optimization Problem 0 0 1 1 0 1 5 19
Survival and Evolutionary Stability of the Kelly Rule 0 0 1 6 0 1 3 28
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 2 2 5 32
The Markowitz Model with a Risk-Free Asset 0 0 0 0 0 0 7 22
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 0 0 0 6
Total Chapters 0 0 9 32 8 12 70 363

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06