Working Paper |
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12 months |
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Last month |
3 months |
12 months |
Total |
(Un)anticipated Technological Change in an Endogenous Growth Model |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
353 |
- AN EVOLUTIONARY MODEL OF BERTRAND OLIGOPOLY |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
227 |
A Simple Model of the Firm Life Cycle |
0 |
1 |
5 |
36 |
0 |
1 |
6 |
140 |
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index |
0 |
0 |
2 |
330 |
0 |
0 |
3 |
1,046 |
An evolutionary financial market model with a risk-free asset |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
95 |
Asset Market Games of Survival |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
129 |
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
16 |
Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production |
0 |
0 |
0 |
243 |
0 |
1 |
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 |
2 |
3 |
61 |
Consumption Paths under Prospect Utility in an Optimal Growth Model |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
84 |
Consumption Paths under Prospect Utility in an Optimal Growth Model |
0 |
0 |
0 |
106 |
1 |
1 |
1 |
242 |
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 |
0 |
0 |
0 |
201 |
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 |
0 |
0 |
0 |
3,216 |
Economic Growth in the UK: Rolling with the Punches |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
22 |
Evolution in Pecunia |
0 |
0 |
0 |
10 |
2 |
2 |
2 |
38 |
Evolution in pecunia |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
Evolution of Portfolio Rules in Incomplete Markets |
0 |
0 |
0 |
320 |
0 |
1 |
1 |
812 |
Evolutionary Behavioural Finance |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
53 |
Evolutionary Finance |
0 |
1 |
4 |
511 |
0 |
5 |
24 |
1,648 |
Evolutionary Stability of Portfolio Rules in Incomplete Markets |
0 |
0 |
1 |
251 |
0 |
1 |
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 |
130 |
0 |
0 |
1 |
521 |
Evolutionary Stable Stock Markets |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
470 |
Financial Markets and Stochastic Growth |
0 |
0 |
0 |
266 |
0 |
0 |
2 |
839 |
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 |
0 |
1 |
1,272 |
Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
42 |
Globally Evolutionarily Stable Portfolio Rules |
0 |
0 |
0 |
68 |
1 |
1 |
3 |
218 |
Growing wealth with fixed-mix strategies |
0 |
0 |
1 |
59 |
0 |
1 |
3 |
217 |
International Trade: Smarten up to talk the talk |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
18 |
Is There a Golden Rule for the Stochastic Solow Growth Model ? |
0 |
0 |
0 |
607 |
0 |
0 |
2 |
2,681 |
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
49 |
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 |
1 |
4 |
6 |
33 |
Market Selection and Survival of Investment Strategies |
0 |
0 |
0 |
116 |
0 |
0 |
2 |
338 |
Market Selection and Survival of Investment Strategies |
0 |
0 |
0 |
328 |
0 |
1 |
3 |
1,244 |
Market Selection and Survival of Investment Strategies |
0 |
1 |
2 |
363 |
0 |
1 |
3 |
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 |
1 |
1 |
2 |
1,154 |
Market selection and survival of investment strategies |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
157 |
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
508 |
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
439 |
Non-Standard Errors |
0 |
1 |
4 |
27 |
4 |
16 |
81 |
143 |
Non-Standard Errors |
0 |
0 |
1 |
42 |
6 |
12 |
56 |
432 |
Nonstandard Errors |
0 |
2 |
2 |
2 |
0 |
11 |
14 |
14 |
Nonstandard errors |
0 |
1 |
11 |
11 |
4 |
11 |
43 |
43 |
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach |
0 |
0 |
0 |
339 |
1 |
2 |
3 |
842 |
On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach |
1 |
1 |
1 |
110 |
1 |
1 |
4 |
354 |
On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-op |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op |
0 |
0 |
0 |
102 |
0 |
1 |
2 |
434 |
On the Micro-foundations of Money: The Capitol Hill Baby-Sitting Co-op |
0 |
0 |
0 |
117 |
0 |
1 |
2 |
656 |
On the micro-foundations of money: The Capitol Hill Baby-Sitting Co-op |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
248 |
Patience is a Virtue - In Value Investing |
0 |
0 |
1 |
28 |
0 |
1 |
2 |
85 |
Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion |
0 |
0 |
0 |
193 |
0 |
0 |
0 |
541 |
Random Dynamical Systems in Economics |
1 |
1 |
3 |
916 |
1 |
1 |
4 |
2,046 |
Random Fixed Points in a Stochastic Solow Growth Model |
0 |
0 |
0 |
555 |
0 |
0 |
1 |
2,118 |
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 |
1 |
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 |
1 |
1 |
840 |
Stochastic Volatility: Risk Minimization and Model Risk |
0 |
0 |
1 |
129 |
0 |
1 |
2 |
285 |
Stochastic equilibria in von Neumann–Gale dynamical systems |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
102 |
Strategic complementarity and substitutability of investment strategies |
0 |
0 |
2 |
28 |
0 |
0 |
5 |
49 |
Survival and Evolutionary Stability of the Kelly Rule |
0 |
0 |
2 |
37 |
1 |
1 |
3 |
133 |
Survival of the Fittest on Wall Street |
0 |
0 |
3 |
318 |
0 |
2 |
6 |
1,140 |
The Resolution of Long-Run Risk |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
56 |
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 |
0 |
188 |
Volatility-induced Growth in Financial Markets |
0 |
0 |
0 |
146 |
1 |
1 |
2 |
320 |
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
39 |
Total Working Papers |
2 |
9 |
48 |
10,572 |
29 |
95 |
332 |
35,866 |