.
Schenk-Hoppé, Klaus Reiner's
Scholarly Papers
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column.
Aggregate Statistics
Total 18,638
Total Citations 147
1.
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
1,501(4,651)
1
Portfolio theory, evolutionary finance, incomplete markets
2.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
1,099(7,924)
Detrending, Business Cycles, Random Dynamical Systems
3.
Random Dynamical Systems in Economics
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Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
08 Aug 01
Last Revised:
04 Apr 02
978(9,588)
6
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
0
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
978
6
4.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
956(9,924)
6
5.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
04 Jul 08
Last Revised:
17 Dec 08
848(12,019)
8
Evolutionary Finance, Wealth Dynamics, Market Interaction
6.
Schmalfuss, Bjorn University of Applied Sciences Merseburg
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
771(13,879)
4
Solow Growth Model; Random Dynamical Systems; Random Fixed Points; Ergodic Markov Equilibria
7.
Financial Markets and Stochastic Growth
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Mirman, Leonard J. University of Virginia (UVA) - Department of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
07 Feb 01
Last Revised:
17 Mar 04
766(14,013)
2
Mirman, Leonard J. University of Virginia (UVA) - Department of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
18
2
Mirman, Leonard J. University of Virginia (UVA) - Department of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
748
2
8.
Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Ewald, Christian-Oliver University of Glasgow
Posted:
23 Feb 07
Last Revised:
04 Dec 07
720(15,313)
6
Locally risk-minimizing hedge, delta hedge, stochastic volatility,
9.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
608(19,577)
2
Volatility, capital growth, investment, constant proportions strategies
10.
Is There a Golden Rule for the Stochastic Solow Growth Model?
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Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
16 Oct 00
Last Revised:
17 Mar 04
605(19,708)
1
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
0
Stochastic Solow model, Golden Rule, random fixed points, random dynamical systems.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
605
1
Stochastic Solow model, Golden Rule, random fixed points, random dynamical systems.
11.
Amir, Rabah University of Arizona - Department of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
591(20,324)
9
evolutionary finance, portfolio theory, investment strategies, CAPM, market selection, incomplete markets
12.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
546(22,605)
8
Asset allocation, Fixed-mix strategies, Stationary markets, Exponential growth, Products of random matrices, Stochastic version of the Perron-Frobenius theorem
13.
Market Selection of Financial Trading Strategies: Global Stability
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Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
08 Aug 01
Last Revised:
07 Mar 06
530(23,573)
16
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
17
16
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Hens, Thorsten Department of Banking and Finance
513
16
Evolutionary finance, market selection, incomplete markets, Kelly rule
14.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
459(28,477)
Microeconomic models of money, stochastic preferences, fix-price equilibria, rationing, dynamics of money distributions
15.
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
448(29,398)
11
Portfolio theory, evolutionary finance, incomplete markets
16.
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Stalder, Martin Universitat Zurich
394(34,620)
5
Evolutionary Finance, Behavioral Finance, CAPM, Rebalancing Rules, Growth Optimal Portfolio
17.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
377(36,607)
4
Volatility, constant proportions strategies, financial markets, investment, exponential growth, transaction costs
18.
Peter, Jens-Ulrich University of Bielefeld
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
365(38,078)
3
overlapping generations, real business cycles, technology shocks, random dynamical
19.
Ewald, Christian-Oliver University of Glasgow
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Yang, Zhaojun Hunan University - School of Finance and Statistics
362(38,425)
Stochastic volatility models, incomplete markets, Delta hedging, locally R-minimizing hedging strategies, Malliavin calculus
20.
Lensberg, Terje Norwegian School of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
352(39,790)
5
Evolutionary finance, portfolio choice, asset pricing, genetic programming
21.
Asset Market Games of Survival
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Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
27 Oct 08
Last Revised:
25 Apr 11
350(40,072)
4
Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
20
4
evolutionary finance, dynamic games, stochastic games, games of survival
Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
27 Oct 08
Last Revised:
10 Jan 11
330
4
evolutionary finance, dynamic games, stochastic games, evolutionary game theory, games of survival.
22.
On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-Op
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Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Vogt, Bodo University of Bielefeld - Institute of Mathematical Economics (IMW)
Posted:
13 Mar 02
Last Revised:
23 Dec 11
344(40,909)
1
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Vogt, Bodo University of Bielefeld - Institute of Mathematical Economics (IMW)
Posted:
08 Jan 04
Last Revised:
21 Nov 11
47
1
micro foundations of money, optimal, quantity of money
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Vogt, Bodo University of Bielefeld - Institute of Mathematical Economics (IMW)
Posted:
13 Mar 02
Last Revised:
23 Dec 11
297
1
micro foundations of money, optimal quantity of money
23.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
28 Sep 09
Last Revised:
14 Dec 09
321(44,429)
Volatility, Constant proportions strategies, Fixed-mix strategies, Financial markets, Investment, Exponential growth, Transaction costs
24.
Palczewski, Jan University of Leeds - School of Mathematics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
304(47,340)
1
evolutionary finance, market interaction, wealth dynamics, self-financing strategies, endogenous prices
25.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
299(48,312)
26.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
295(49,065)
Cobweb model, rational beliefs, rational expectations
27.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Schweri, Urs University of Zurich
Posted:
30 Sep 10
Last Revised:
01 Dec 11
287(50,666)
Firm life cycle; financing constraints; additive production shock; optimal dividend and investment policy.
28.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
264(55,662)
S-shaped stochastic law of motion, random dynamical systems, poverty traps, business cycles, production shocks
29.
Ladley, Dan University of Leicester - Institute of Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
239(62,036)
1
Order book markets, stylised facts, market mechanism, strategic behaviour, price dynamics, order flow behaviour, Limit order book, order behaviour
30.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
238(62,315)
evolutionary finance, wealth dynamics, survival and extinction of portfolio rules, evolutionary stability, Kelly rule
31.
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
228(65,238)
3
demand for money, portfolio theory, evolutionary finance
32.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
04 Sep 10
Last Revised:
17 Nov 11
224(66,489)
Evolutionary finance, risk-free asset, local stability, linearization, random dynamical systems
33.
Palczewski, Jan University of Leeds - School of Mathematics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
28 Oct 08
Last Revised:
18 Nov 08
191(78,106)
2
evolutionary finance, wealth dynamics, endogenous asset prices, random dynamical systems
34.
Audzeyeva, Alena University of Leeds - Leeds University Business School (LUBS)
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
183(81,424)
1
Emerging markets, sovereign default, rating transitions, yield spreads, default premia
35.
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Vogt, Bodo University of Bielefeld - Institute of Mathematical Economics (IMW)
Posted:
22 Jun 06
Last Revised:
21 Nov 11
182(81,819)
Microeconomic foundation of money, optimum quantity of money, experimental monetary economics
36.
Audzeyeva, Alena University of Leeds - Leeds University Business School (LUBS)
Summers, Barbara Leeds University Business School
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
181(82,232)
Finance, Profitability Forecasting, Bootstrapping, Customer Lifetime Value, CLV Models, Customer Relationship Management
37.
Lensberg, Terje Norwegian School of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Ladley, Dan University of Leicester - Institute of Finance
Posted:
14 Aug 12
Last Revised:
08 Mar 13
173(85,879)
financial regulation, portfolio management, market microstructure
38.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
20 Sep 05
Last Revised:
23 Nov 07
161(91,710)
10
Evolutionary Finance, Wealth Dynamics, Survival and Extinction of Portfolio Rules, Evolutionary Stability, Kelly Rule
39.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Hens, Thorsten Department of Banking and Finance
160(92,244)
21
evolutionary finance, portfolio theory, incomplete markets
40.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
133(108,387)
2
von Neumann-Gale model, stochastic generalization, financial applications
41.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
118(119,411)
Parking
42.
Audzeyeva, Alena University of Leeds - Leeds University Business School (LUBS)
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
09 Mar 08
Last Revised:
03 Apr 09
88(147,119)
Emerging market debt, yield spreads, Eurobonds, market risks
43.
Hens, Thorsten Department of Banking and Finance
Lensberg, Terje Norwegian School of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Woehrmann, Peter University of Zurich
75(162,400)
2
Value Premium, Evolutionary Finance
44.
Foellmi, Reto University of Saint Gallen - Swiss Institute for International Economics and Applied Economic Research
Rosenblatt-Wisch, Rina Swiss National Bank
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
74(163,699)
Ramsey growth model; prospect theory; loss aversion; optimal consumption
45.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
61(182,015)
Random dynamical systems, convex multivalued operators, von Neumann-Gale model, rapid paths, convex duality, stochastic equilibrium
46.
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
51(198,399)
Grant applications, peer review, costing, externality
47.
Conway, Bruce A. affiliation not provided to SSRN
Rosenblatt-Wisch, Rina Swiss National Bank
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
48(203,830)
Two-sector endogenous growth model, technology shock, frictions, Runge-Kutta parallel-shooting algorithm.
48.
Lensberg, Terje Norwegian School of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
45(209,447)
Financial regulation, stock markets, transaction taxes
49.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
45(209,447)
2
C61, C62, O41
