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 3 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 0 1 140
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index 0 1 1 331 0 1 3 1,048
An evolutionary financial market model with a risk-free asset 0 0 0 30 0 0 0 95
Asset Market Games of Survival 0 0 0 29 1 1 1 130
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 0 0 2 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 4 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 0 0 26
Costs and Benefits of Speculation 0 0 0 69 1 1 1 202
Do Stylised Facts of Order Book Markets Need Strategic Behaviour? 0 0 0 77 0 0 0 260
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series (Revised Version) 0 0 0 1,040 1 1 1 3,217
Economic Growth in the UK: Rolling with the Punches 0 0 0 9 2 2 4 26
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 1 4 512 4 7 25 1,657
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 1 10
Evolutionary Stable Stock Markets 0 0 0 125 0 1 2 472
Evolutionary Stable Stock Markets 0 0 0 130 0 1 4 524
Financial Markets and Stochastic Growth 0 0 0 266 1 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 1 1 1,273
Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 1 1 30 0 3 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 2 18
Is There a Golden Rule for the Stochastic Solow Growth Model ? 0 1 1 608 0 1 3 2,682
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market 0 0 0 23 0 0 2 51
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 0 0 0 24
Margin Requirements and Evolutionary Asset Pricing 0 0 0 8 0 1 7 35
Market Selection and Survival of Investment Strategies 0 0 0 116 0 1 1 339
Market Selection and Survival of Investment Strategies 0 0 0 328 0 0 1 1,244
Market Selection and Survival of Investment Strategies 0 0 2 363 0 0 2 1,238
Market Selection of Constant Proportions Investment Strategies in Continuous Time 0 0 0 26 0 0 0 105
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 2 2 3 1,156
Market selection and survival of investment strategies 0 0 0 20 0 0 1 157
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 3 44 0 2 37 440
Non-Standard Errors 0 0 1 27 1 6 29 151
Nonstandard Errors 0 0 0 0 0 2 2 2
Nonstandard Errors 0 1 3 3 0 1 20 20
Nonstandard Errors 0 0 0 0 0 5 5 5
Nonstandard errors 0 0 5 11 4 7 33 51
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 0 0 339 0 0 2 842
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach 0 0 1 110 0 1 5 357
On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 0 1 2 3 15
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 117 0 0 1 656
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op 0 0 0 102 1 1 3 435
On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op 0 0 0 47 0 0 2 248
Patience is a Virtue - In Value Investing 0 0 0 28 0 1 2 86
Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion 0 0 0 193 1 1 1 542
Random Dynamical Systems in Economics 0 0 1 916 0 0 2 2,046
Random Fixed Points in a Stochastic Solow Growth Model 0 0 0 555 1 1 1 2,119
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 0 0 0 167
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 2 28 0 0 4 50
Survival and Evolutionary Stability of the Kelly Rule 0 0 2 37 0 1 4 134
Survival of the Fittest on Wall Street 0 0 1 319 0 0 6 1,143
The Resolution of Long-Run Risk 0 0 0 14 1 1 2 57
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 1 2 190
Volatility-induced Growth in Financial Markets 0 0 0 146 0 0 2 320
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 0 0 2 6
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 0 1 2 40
Total Working Papers 0 5 33 10,581 23 62 281 35,969
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 1 2 4 152
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 0 1 1 32 0 3 8 126
BeVIXed: Trading Fear in the Volatility Complex 0 0 0 4 0 0 1 9
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 2 2 4 16
Cold play: Learning across bimatrix games 0 0 0 3 0 0 3 28
Consumption paths under prospect utility in an optimal growth model 0 0 1 67 2 3 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 1 1 65 2 3 4 198
Dynamic portfolio optimization with transaction costs and state-dependent drift 0 0 0 2 0 1 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 1 5 0 1 6 18
Evolution in pecunia 0 0 1 5 0 0 1 21
Evolutionary finance: introduction to the special issue 0 0 1 74 2 2 4 163
Evolutionary stability of portfolio rules in incomplete markets 0 0 0 33 1 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 2 84 0 0 3 173
Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective 0 0 1 18 0 0 1 129
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 1 1 2 163
Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading 0 0 1 3 0 0 2 20
Globally evolutionarily stable portfolio rules 0 0 0 33 2 2 3 173
Herding in Smart-Beta Investment Products 0 0 0 11 0 1 2 66
IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? 0 0 0 6 0 0 6 67
Introduction: behavioral and evolutionary finance 0 0 0 13 0 0 0 60
Itchy feet vs cool heads: Flow of funds in an agent-based financial market 0 0 0 13 2 2 3 64
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 1 9 0 0 1 67
Market selection and survival of investment strategies 0 0 0 74 0 1 2 332
Market selection of constant proportions investment strategies in continuous time 0 0 0 7 2 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 1 1 3 0 1 1 22
Perspectives on the Future of Growth 0 0 2 4 0 0 2 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 1 55 1 1 3 245
Resuscitating the cobweb cycle 0 0 0 22 0 0 0 148
Risk minimization in stochastic volatility models: model risk and empirical performance 1 1 4 33 1 2 6 157
Sample-Path Stability of Non-Stationary Dynamic Economic Systems 0 0 0 1 0 0 1 14
The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 0 53 1 3 7 269
The Great Capitol Hill Baby Sitting Co‐op: Anecdote or Evidence for the Optimum Quantity of Money? 0 0 1 4 0 1 2 19
The evolution of Walrasian behavior in oligopolies 0 0 0 31 2 2 2 118
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 24 1,607 22 37 116 6,793

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 1 8 51
Total Books 0 0 0 0 0 1 8 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 1 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 0 0 7 19
Capital Growth Theory 0 0 0 0 0 3 4 14
Capital Growth Theory: Continued 0 0 0 0 0 0 0 3
Cryptocurrencies: Concept and Current Market Structure 0 1 4 18 0 1 6 38
Dynamic Securities Market Model 0 0 0 2 0 0 2 24
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 0 1 2 11
Factor Models and the Ross-Huberman APT 0 0 0 0 0 1 3 22
From Binomial Model to Black–Scholes Formula 0 0 0 0 0 0 4 13
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 0 2 6
Growing Wealth with Fixed-Mix Strategies 0 1 3 5 0 1 11 51
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 0 0 0 0 1 11
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 1 2 6
Solution to the Markowitz Optimization Problem 0 0 1 1 1 3 5 19
Survival and Evolutionary Stability of the Kelly Rule 0 0 1 6 1 1 3 28
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 0 1 4 30
The Markowitz Model with a Risk-Free Asset 0 0 0 0 0 3 9 22
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 0 0 0 6
Total Chapters 0 2 9 32 3 17 71 354

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Statistics updated 2025-08-05