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 0 10 366
- AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY 0 0 0 60 0 0 6 233
A Simple Model of the Firm Life Cycle 0 0 1 37 0 0 5 146
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 0 0 331 0 0 17 1,065
An evolutionary financial market model with a risk-free asset 0 0 0 30 1 1 12 107
Asset Market Games of Survival 0 0 0 29 1 1 12 142
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 0 1 16 33
Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production 0 0 0 243 0 0 10 951
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 1 1 13 321
Cold play: Learning across bimatrix games 0 0 0 41 1 1 12 74
Consumption Paths under Prospect Utility in an Optimal Growth Model 0 0 0 106 0 0 10 253
Consumption Paths under Prospect Utility in an Optimal Growth Model 0 0 1 23 1 2 11 95
Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes 0 0 0 2 1 2 9 36
Costs and Benefits of Speculation 0 0 2 71 0 0 10 214
Do Stylised Facts of Order Book Markets Need Strategic Behaviour? 0 0 0 77 0 1 7 268
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) 0 0 0 1,040 0 0 12 3,229
Economic Growth in the UK: Rolling with the Punches 0 0 0 9 4 4 11 38
Evolution in Pecunia 0 0 1 11 1 2 15 54
Evolution in pecunia 0 0 0 0 0 0 5 9
Evolution of Portfolio Rules in Incomplete Markets 0 0 0 320 0 0 9 821
Evolutionary Behavioural Finance 0 1 1 84 0 1 11 64
Evolutionary Finance 0 2 6 518 2 11 65 1,723
Evolutionary Stability of Portfolio Rules in Incomplete Markets 0 0 0 251 1 1 11 655
Evolutionary Stable Solution Concepts for the Initial Play 0 0 0 5 0 2 17 27
Evolutionary Stable Stock Markets 0 0 1 131 1 1 24 548
Evolutionary Stable Stock Markets 0 1 1 126 1 3 14 486
Financial Markets and Stochastic Growth 0 0 0 266 0 0 18 858
From Discrete to Continuous Time Evolutionary Finance Models 0 0 0 57 0 0 16 256
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 0 0 10 1,285
Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 0 0 30 1 2 16 62
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 0 1 12 230
Growing wealth with fixed-mix strategies 0 0 0 60 0 1 6 225
International Trade: Smarten up to talk the talk 0 0 0 18 0 2 22 40
Is There a Golden Rule for the Stochastic Solow Growth Model ? 0 0 0 609 0 3 33 2,716
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market 0 0 0 23 1 3 15 68
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 1 1 7 32
Margin Requirements and Evolutionary Asset Pricing 0 0 0 8 0 0 6 42
Market Selection and Survival of Investment Strategies 0 0 0 116 0 1 34 373
Market Selection and Survival of Investment Strategies 0 0 0 328 0 0 11 1,255
Market Selection and Survival of Investment Strategies 0 0 0 363 1 2 13 1,251
Market Selection of Constant Proportions Investment Strategies in Continuous Time 0 0 0 26 0 0 9 115
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 0 0 10 1,166
Market selection and survival of investment strategies 0 0 0 20 1 2 9 166
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk 0 0 0 141 0 0 9 518
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk 0 0 0 125 0 0 17 456
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard errors 1 1 2 13 2 5 32 84
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 1 1 111 0 3 20 379
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 1 1 340 0 2 38 880
On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 0 0 0 4 19
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 102 0 0 2 437
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 117 1 1 13 670
On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op 0 0 0 47 0 0 6 254
Patience is a Virtue - In Value Investing 0 0 0 28 1 1 21 107
Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion 0 0 0 193 0 0 15 557
Random Dynamical Systems in Economics 0 0 0 916 1 3 14 2,060
Random Fixed Points in a Stochastic Solow Growth Model 0 0 0 556 0 1 7 2,127
Resuscitating the Cobweb Cycle 0 0 0 163 0 0 7 789
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 231 0 0 11 1,052
Sovereign Rating Transitions And The Price Of Default Risk In Emerging Markets 0 0 0 51 0 0 6 173
Stochastic Tastes and Money in a Neo-Keynesian Economy 0 0 0 174 0 0 7 847
Stochastic Volatility: Risk Minimization and Model Risk 0 0 0 129 0 0 8 293
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 0 0 12 114
Strategic complementarity and substitutability of investment strategies 0 1 1 29 1 4 13 63
Survival and Evolutionary Stability of the Kelly Rule 0 0 0 37 0 0 5 139
Survival of the Fittest on Wall Street 0 0 0 319 0 1 33 1,176
The Resolution of Long-Run Risk 0 0 0 14 0 0 21 80
The effect of supply and demand in a dynamic limit order based financial market 0 0 0 0 0 0 10 243
VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model 0 0 0 20 0 1 3 137
Volatility-Induced Financial Growth 0 0 0 92 0 0 5 195
Volatility-induced Growth in Financial Markets 0 0 0 146 0 0 4 324
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 0 1 76 82
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 0 0 13 54
Total Working Papers 3 10 22 10,605 32 94 1,175 37,173
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 0 15 0 0 8 119
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 0 0 38 0 0 14 166
An Evolutionary Model of Bertrand Oligopoly 0 0 1 195 0 1 22 823
An evolutionary explanation of the value premium puzzle 0 0 0 14 0 1 5 97
Asset market games of survival: a synthesis of evolutionary and dynamic games 0 0 1 33 4 4 15 141
BeVIXed: Trading Fear in the Volatility Complex 0 0 0 4 0 1 7 16
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 0 0 9 26
Cold play: Learning across bimatrix games 0 0 0 3 0 0 11 39
Complementarity and substitutability of investment strategies 0 1 1 1 1 2 9 9
Consumption paths under prospect utility in an optimal growth model 0 0 0 67 1 1 12 226
Costs and benefits of financial regulation: Short-selling bans and transaction taxes 0 0 0 15 1 1 8 96
Do stylised facts of order book markets need strategic behaviour? 0 0 1 66 0 0 6 204
Dynamic portfolio optimization with transaction costs and state-dependent drift 0 0 0 2 1 1 6 40
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series 0 0 0 124 0 2 9 425
Economic Growth in the UK: The Inception 0 0 0 6 0 0 16 35
Evolution in pecunia 0 0 0 5 0 1 8 29
Evolutionary finance: introduction to the special issue 0 0 0 74 0 2 7 171
Evolutionary stability of portfolio rules in incomplete markets 1 1 1 34 1 1 12 130
Evolutionary stable stock markets 0 1 1 67 0 2 9 329
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 0 2 11 618
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 0 0 9 22
Financial Markets and Stochastic Growth 0 0 0 68 0 0 8 339
Financial markets. The joy of volatility 0 0 1 85 0 0 15 188
Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective 0 0 0 18 0 0 5 134
Fragmentation and stability of markets 0 0 1 7 0 1 9 76
From discrete to continuous time evolutionary finance models 0 0 0 52 0 1 13 176
Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 0 0 4 0 0 11 32
Globally evolutionarily stable portfolio rules 0 0 0 33 1 1 10 184
Herding in Smart-Beta Investment Products 0 0 0 11 6 8 22 88
IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? 0 0 0 7 1 1 8 76
Introduction: behavioral and evolutionary finance 0 0 0 13 1 1 6 67
Itchy feet vs cool heads: Flow of funds in an agent-based financial market 0 0 0 13 0 2 11 76
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 0 9 0 0 9 76
Market selection and survival of investment strategies 0 1 1 75 0 1 18 350
Market selection of constant proportions investment strategies in continuous time 0 0 0 7 0 2 7 60
Markets do not select for a liquidity preference as behavior towards risk 0 0 0 21 0 1 8 120
Patience Is a Virtue: In Value Investing 0 0 1 4 0 2 19 41
Perspectives on the Future of Growth 0 0 0 4 0 1 9 14
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion 0 0 0 18 0 0 17 111
Pricing Defaulted Italian Mortgages 0 0 0 3 3 5 18 58
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 0 1 22 79
Random fixed points in a stochastic Solow growth model 0 0 0 55 1 2 18 263
Resuscitating the cobweb cycle 0 0 0 22 0 0 3 151
Risk minimization in stochastic volatility models: model risk and empirical performance 0 0 0 33 0 0 11 168
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 1 1 2 9 23
The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 0 53 0 0 12 281
The Great Capitol Hill Baby Sitting Co‐op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 0 4 0 0 7 26
The evolution of Walrasian behavior in oligopolies 0 0 0 31 0 1 8 127
The role of country, regional and global market risks in the dynamics of Latin American yield spreads 0 0 0 17 0 0 5 92
Volatility-induced financial growth 0 0 0 26 1 1 9 105
Total Journal Articles 1 4 10 1,620 24 56 540 7,342

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 4 33 84
Total Books 0 0 0 0 0 4 33 84

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 0 7 16
Behavioral Equilibrium and Evolutionary Dynamics 0 0 0 0 0 0 2 2
CAPM Continued 0 0 0 0 0 0 3 8
Capital Asset Pricing Model (CAPM) 0 0 0 0 0 0 13 32
Capital Growth Theory 0 0 0 0 0 0 15 29
Capital Growth Theory: Continued 0 0 0 0 0 0 9 12
Cryptocurrencies: Concept and Current Market Structure 0 0 1 19 0 0 18 56
Dynamic Securities Market Model 0 0 0 2 0 0 12 36
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 0 0 7 18
Factor Models and the Ross-Huberman APT 0 0 0 0 1 1 15 37
From Binomial Model to Black–Scholes Formula 0 0 0 0 0 0 10 23
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 1 4 11
Growing Wealth with Fixed-Mix Strategies 0 0 0 5 0 3 9 60
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 1 1 0 1 8 19
Portfolio Selection: Introductory Comments 0 0 0 0 0 0 3 4
Problems and Exercises I 0 0 0 0 0 0 11 14
Problems and Exercises II 0 0 0 0 0 0 10 12
Problems and Exercises III 0 0 0 0 0 0 6 11
Properties of Efficient Portfolios 0 0 0 0 1 2 8 14
Risk-Neutral Pricing 0 0 0 0 0 0 6 12
Solution to the Markowitz Optimization Problem 0 0 0 1 0 1 6 25
Survival and Evolutionary Stability of the Kelly Rule 0 0 1 7 0 0 8 36
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 1 2 26 56
The Markowitz Model with a Risk-Free Asset 0 0 0 0 0 0 7 29
The Stochastic Brusselator: Parametric Noise Destroys Hoft Bifurcation 0 0 0 0 0 0 4 4
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 0 0 20 26
Total Chapters 0 0 3 35 3 11 247 602

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10