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 1 1 4 357
- AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY 0 0 0 60 1 1 2 228
A Simple Model of the Firm Life Cycle 0 0 1 36 0 1 3 142
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 0 1 331 1 2 4 1,050
An evolutionary financial market model with a risk-free asset 0 0 0 30 5 7 8 103
Asset Market Games of Survival 0 0 0 29 0 0 1 130
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 1 2 3 19
Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production 0 0 0 243 2 3 4 944
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 2 2 310
Cold play: Learning across bimatrix games 0 0 0 41 0 3 4 65
Consumption Paths under Prospect Utility in an Optimal Growth Model 0 1 1 23 0 3 5 87
Consumption Paths under Prospect Utility in an Optimal Growth Model 0 0 0 106 2 6 8 249
Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes 0 0 0 2 0 1 2 28
Costs and Benefits of Speculation 0 2 2 71 0 2 5 206
Do Stylised Facts of Order Book Markets Need Strategic Behaviour? 0 0 0 77 2 2 3 263
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) 0 0 0 1,040 2 4 5 3,221
Economic Growth in the UK: Rolling with the Punches 0 0 0 9 1 3 8 30
Evolution in Pecunia 0 0 0 10 0 2 5 41
Evolution in pecunia 0 0 0 0 0 0 1 4
Evolution of Portfolio Rules in Incomplete Markets 0 0 0 320 0 1 2 813
Evolutionary Behavioural Finance 0 0 0 83 1 2 2 55
Evolutionary Finance 1 2 3 514 9 17 33 1,678
Evolutionary Stability of Portfolio Rules in Incomplete Markets 0 0 0 251 1 3 3 647
Evolutionary Stable Solution Concepts for the Initial Play 0 0 0 5 1 2 2 12
Evolutionary Stable Stock Markets 0 0 0 125 1 1 3 473
Evolutionary Stable Stock Markets 0 0 0 130 1 6 9 530
Financial Markets and Stochastic Growth 0 0 0 266 2 3 4 843
From Discrete to Continuous Time Evolutionary Finance Models 0 0 0 57 0 3 3 243
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 2 3 6 1,278
Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 0 1 30 3 3 7 49
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 3 6 7 224
Growing wealth with fixed-mix strategies 0 0 1 60 0 1 4 220
International Trade: Smarten up to talk the talk 0 0 0 18 2 7 8 25
Is There a Golden Rule for the Stochastic Solow Growth Model ? 0 0 2 609 11 12 15 2,696
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market 0 0 0 23 1 3 7 56
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 1 2 3 27
Margin Requirements and Evolutionary Asset Pricing 0 0 0 8 1 1 8 37
Market Selection and Survival of Investment Strategies 0 0 0 116 0 2 3 341
Market Selection and Survival of Investment Strategies 0 0 0 363 1 2 2 1,240
Market Selection and Survival of Investment Strategies 0 0 0 328 4 5 7 1,251
Market Selection of Constant Proportions Investment Strategies in Continuous Time 0 0 0 26 3 4 5 110
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 1 1 5 1,158
Market selection and survival of investment strategies 0 0 0 20 0 2 2 159
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk 0 0 0 141 2 2 3 511
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk 0 0 0 125 3 5 5 444
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 1 27 4 7 27 161
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard errors 0 0 1 12 3 7 28 63
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 0 0 339 13 16 18 858
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 0 1 110 3 3 9 362
On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 0 1 2 4 17
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 117 2 3 6 661
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 102 0 1 2 436
On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op 0 0 0 47 0 2 2 250
Patience is a Virtue - In Value Investing 0 0 0 28 0 1 3 87
Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion 0 0 0 193 1 1 2 543
Random Dynamical Systems in Economics 0 0 1 916 2 4 5 2,050
Random Fixed Points in a Stochastic Solow Growth Model 0 0 1 556 1 1 3 2,121
Resuscitating the Cobweb Cycle 0 0 0 163 1 2 2 784
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 231 1 4 4 1,045
Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets 0 0 0 51 2 2 3 170
Stochastic Tastes and Money in a Neo-Keynesian Economy 0 0 0 174 2 2 3 842
Stochastic Volatility: Risk Minimization and Model Risk 0 0 0 129 4 5 6 290
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 1 1 1 103
Strategic complementarity and substitutability of investment strategies 0 0 0 28 2 6 8 57
Survival and Evolutionary Stability of the Kelly Rule 0 0 0 37 1 1 3 135
Survival of the Fittest on Wall Street 0 0 1 319 4 7 12 1,152
The Resolution of Long-Run Risk 0 0 0 14 1 4 8 63
The effect of supply and demand in a dynamic limit order based financial market 0 0 0 0 0 2 2 235
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 1 2 4 192
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 5 10 11 16
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 2 4 7 46
Total Working Papers 2 6 24 10,590 149 288 515 36,317
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 1 3 4 114
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 0 0 38 2 4 6 156
An Evolutionary Model of Bertrand Oligopoly 0 1 2 195 3 8 11 809
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 0 0 2 33 2 5 12 132
BeVIXed: Trading Fear in the Volatility Complex 0 0 0 4 1 1 2 11
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 2 3 7 20
Cold play: Learning across bimatrix games 0 0 0 3 2 2 4 30
Consumption paths under prospect utility in an optimal growth model 0 0 1 67 1 2 7 216
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 1 2 66 0 4 8 202
Dynamic portfolio optimization with transaction costs and state-dependent drift 0 0 0 2 1 2 4 36
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series 0 0 0 124 3 4 5 420
Economic Growth in the UK: The Inception 0 0 2 6 1 4 8 23
Evolution in pecunia 0 0 0 5 1 1 1 22
Evolutionary finance: introduction to the special issue 0 0 0 74 1 2 6 166
Evolutionary stability of portfolio rules in incomplete markets 0 0 0 33 1 5 7 123
Evolutionary stable stock markets 0 0 0 66 2 2 3 322
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 1 1 3 608
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 1 1 2 14
Financial Markets and Stochastic Growth 0 0 0 68 1 2 2 333
Financial markets. The joy of volatility 1 1 1 85 2 6 7 179
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 1 1 1 7 1 4 4 71
From discrete to continuous time evolutionary finance models 0 0 0 52 0 1 3 164
Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 0 1 4 2 3 5 24
Globally evolutionarily stable portfolio rules 0 0 0 33 3 4 8 178
Herding in Smart-Beta Investment Products 0 0 0 11 2 5 7 71
IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? 0 0 1 7 1 2 5 70
Introduction: behavioral and evolutionary finance 0 0 0 13 0 0 1 61
Itchy feet vs cool heads: Flow of funds in an agent-based financial market 0 0 0 13 1 4 8 69
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 0 9 5 5 5 72
Market selection and survival of investment strategies 0 0 0 74 2 5 6 337
Market selection of constant proportions investment strategies in continuous time 0 0 0 7 0 1 3 54
Markets do not select for a liquidity preference as behavior towards risk 0 0 0 21 1 2 3 114
Patience Is a Virtue: In Value Investing 0 1 2 4 3 7 8 29
Perspectives on the Future of Growth 0 0 1 4 2 5 6 10
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion 0 0 0 18 3 4 6 98
Pricing Defaulted Italian Mortgages 0 0 0 3 3 5 6 45
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 9 10 10 67
Random fixed points in a stochastic Solow growth model 0 0 0 55 2 3 4 248
Resuscitating the cobweb cycle 0 0 0 22 0 0 0 148
Risk minimization in stochastic volatility models: model risk and empirical performance 0 0 3 33 0 3 7 160
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 1 3 5 5 19
The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 0 53 4 5 9 274
The Great Capitol Hill Baby Sitting Co‐op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 0 4 1 2 3 21
The evolution of Walrasian behavior in oligopolies 0 0 0 31 1 2 5 121
The role of country, regional and global market risks in the dynamics of Latin American yield spreads 0 0 0 17 0 2 2 89
Volatility-induced financial growth 0 0 1 26 1 3 4 99
Total Journal Articles 2 5 21 1,616 79 154 243 6,958

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 2 3 6 54
Total Books 0 0 0 0 2 3 6 54

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 5 10
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 2 8 22
Capital Growth Theory 0 0 0 0 5 6 10 21
Capital Growth Theory: Continued 0 0 0 0 0 1 1 4
Cryptocurrencies: Concept and Current Market Structure 0 0 1 18 2 6 9 44
Dynamic Securities Market Model 0 0 0 2 6 8 9 32
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 1 2 4 14
Factor Models and the Ross-Huberman APT 0 0 0 0 1 2 6 26
From Binomial Model to Black–Scholes Formula 0 0 0 0 2 2 3 15
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 0 3 7
Growing Wealth with Fixed-Mix Strategies 0 0 2 5 1 3 6 54
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 0 0 0 0 2 12
Portfolio Selection: Introductory Comments 0 0 0 0 0 0 0 1
Problems and Exercises I 0 0 0 0 1 2 2 5
Problems and Exercises II 0 0 0 0 0 1 1 3
Problems and Exercises III 0 0 0 0 0 1 3 6
Properties of Efficient Portfolios 0 0 0 0 2 4 4 10
Risk-Neutral Pricing 0 0 0 0 0 0 1 6
Solution to the Markowitz Optimization Problem 0 0 0 1 0 1 5 20
Survival and Evolutionary Stability of the Kelly Rule 0 0 1 6 0 0 3 28
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 3 3 7 35
The Markowitz Model with a Risk-Free Asset 0 0 0 0 1 2 6 24
The Stochastic Brusselator: Parametric Noise Destroys Hoft Bifurcation 0 0 0 0 0 0 0 0
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 0 1 1 7
Total Chapters 0 0 4 32 26 48 99 411

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Statistics updated 2026-01-09