Author Page for Thorsten Hens

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 1,221 (11,633)

Citation 8

Abstract:

5.

Strategic Asset Allocation and Market Timing: A Reinforcement Learning Approach

Number of pages: 10 Posted: 22 Feb 2006

Thorsten Hens and Peter Woehrmann

University of Zurich - Department of Banking and Finance and University of Zurich

Downloads 1,217 (12,253)

Citation 1

Abstract:

6.

A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle

EFA 2006 Zurich Meetings Paper

Number of pages: 65 Posted: 03 May 2006 Last Revised: 11 Jun 2008

Enrico G. De Giorgi, Thorsten Hens and Janos Mayer

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration

Downloads 1,122 (13,213)

Citation 3

Abstract:

7.

Evolutionary Finance

Swiss Finance Institute Research Paper No. 08-14

Number of pages: 60 Posted: 04 Jul 2008 Last Revised: 17 Dec 2008

Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 972 (14,573)

Citation 6

Abstract:

8.

Existence and Uniqueness in the CAPM with a Riskless Asset

Number of pages: 12 Posted: 16 Oct 1996

Andreas Loeffler and Thorsten Hens

Freie Universität Berlin and University of Zurich - Department of Banking and Finance

Downloads 846 (23,808)

Abstract:

9.

Market Demand Functions in the CAPM

Number of pages: 15 Posted: 01 Feb 1997

Jean-Marc Bottazzi, Thorsten Hens and Andreas Loeffler

Paris School of Economics (PSE), University of Zurich - Department of Banking and Finance and Freie Universität Berlin

Downloads 751 (28,434)

Citation 2

Abstract:

10.

Rational Investor Sentiment

Zurich IEER Working Paper No. 126

Number of pages: 68 Posted: 13 Sep 2002

Anke Gerber, Bodo Vogt and Thorsten Hens

Universität Hamburg, Bielefeld University - Center for Mathematical Economics and University of Zurich - Department of Banking and Finance

Downloads 724 (24,827)

Citation 2

Abstract:

11.

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

Downloads 705 ( 31,660)

Citation 2

2

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

Number of pages: 32 Posted: 13 Aug 2003 Last Revised: 15 May 2011

Enrico G. De Giorgi, Thorsten Hens and Haim Levy

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 705 (31,173)

Citation 2

Abstract:

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

European Financial Management, Vol. 18, Issue 2, pp. 163-182, 2012

Number of pages: 20 Posted: 17 Mar 2012

Haim Levy, Enrico G. De Giorgi and Thorsten Hens

Hebrew University of Jerusalem - Jerusalem School of Business Administration, University of St. Gallen - SEPS: Economics and Political Sciences and University of Zurich - Department of Banking and Finance

Downloads 0

Citation 2

Add to Cart

Abstract:

12.

An Evolutionary Approach to Financial Innovation

Zurich IEER Working Paper No. 35

Number of pages: 39 Posted: 26 Jul 2000

Marc Oliver Bettzuge and Thorsten Hens

University of Zurich - Department of Economics and University of Zurich - Department of Banking and Finance

Downloads 619 (36,310)

Citation 2

Abstract:

13.

Market Selection and Survival of Investment Strategies

Zurich IEER Working Paper No. 91

Number of pages: 23 Posted: 14 Nov 2001

Rabah Amir, Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev and Thorsten Hens

University of Arizona - Department of Economics, University of Manchester - Department of Economics, University of Manchester - Economics, School of Social Sciences and University of Zurich - Department of Banking and Finance

Downloads 606 (38,631)

Citation 10

Abstract:

14.

Financial Market Equilibria with Cumulative Prospect Theory

Swiss Finance Institute Research Paper No. 07-21

Number of pages: 34 Posted: 14 May 2007 Last Revised: 08 Jul 2009

Enrico G. De Giorgi, Thorsten Hens and Marc Oliver Rieger

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Trier

Downloads 573 (37,619)

Citation 4

Abstract:

15.

Market Selection of Financial Trading Strategies: Global Stability

Downloads 539 ( 45,183)

Citation 16

2

Market Selection of Financial Trading Strategies: Global Stability

Zurich IEER Working Paper No. 83, Finrisk Working Paper No. 11

Number of pages: 17 Posted: 08 Aug 2001

Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé and Thorsten Hens

University of Manchester - Economics, School of Social Sciences, University of Manchester - Department of Economics and University of Zurich - Department of Banking and Finance

Downloads 521 (46,622)

Citation 16

Abstract:

Market Selection of Financial Trading Strategies: Global Stability

Mathematical Finance, Vol. 12, pp. 329-339, 2002

Number of pages: 11 Posted: 07 Feb 2003

Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 18 (506,600)

Citation 16

Add to Cart

Abstract:

16.

Three Solutions to the Pricing Kernel Puzzle

Review of Finance, Vol. 17, Issue 3, pp. 1065-1098, 2013

Number of pages: 34 Posted: 13 Apr 2010 Last Revised: 20 Oct 2013

Thorsten Hens and Christian Reichlin

University of Zurich - Department of Banking and Finance and ETH Zurich

Downloads 529 (42,453)

Citation 2

Abstract:

17.

Computational Aspects of Prospect Theory with Asset Pricing Applications

Number of pages: 14 Posted: 26 Jan 2006

Enrico G. De Giorgi, Thorsten Hens and Janos Mayer

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration

Downloads 496 (44,971)

Citation 4

Abstract:

18.

Prospect Theory Around the World

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/19

Number of pages: 37 Posted: 10 Nov 2011

Marc Oliver Rieger, Mei Wang and Thorsten Hens

University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance

Downloads 480 (32,718)

Citation 1

Abstract:

19.

Evolution of Portfolio Rules in Incomplete Markets

Zurich IEER Working Paper No. 74

Number of pages: 31 Posted: 26 Oct 2001

Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 453 (55,975)

Citation 11

Abstract:

20.

The Impact of Monetary Policy on Stock Market Bubbles and Trading Behavior: Evidence from the Lab

Journal of Economic Dynamics and Control 37(10), pp. 2104-2122

Number of pages: 37 Posted: 02 Jul 2011 Last Revised: 30 Jul 2013

Urs Fischbacher, Thorsten Hens and Stefan Zeisberger

University of Konstanz - Faculty of Economics and Statistics, University of Zurich - Department of Banking and Finance and Radboud University

Downloads 413 (54,927)

Abstract:

21.

An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index

Zurich IEER Working Paper No. 128

Number of pages: 28 Posted: 19 Feb 2003

Thorsten Hens, Klaus Reiner Schenk-Hoppé and Martin Stalder

University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Universitat Zurich

Downloads 412 (56,884)

Citation 5

Abstract:

22.

International Evidence on the Equity Premium Puzzle and Time Discounting

Downloads 407 ( 64,081)

2

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, 2013, vol. 17, no. 3/4, pp. 149-163

Number of pages: 15 Posted: 31 Jul 2012 Last Revised: 02 Aug 2017

Marc Oliver Rieger, Mei Wang and Thorsten Hens

University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance

Downloads 342 (78,025)

Add to Cart

Abstract:

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, Vol. 17, No. 3/4, p. 149-163, 2013

Number of pages: 15 Posted: 18 Jun 2015

Marc Oliver Rieger, Mei Wang and Thorsten Hens

University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance

Downloads 65 (316,698)

Add to Cart

Abstract:

23.

Financial Innovation, Communication and the Theory of the Firm

Zurich IEER Working Paper No. 32

Number of pages: 38 Posted: 20 Jul 2000

Marc Oliver Bettzuge and Thorsten Hens

University of Zurich - Department of Economics and University of Zurich - Department of Banking and Finance

Downloads 399 (63,877)

Citation 1

Abstract:

24.

Explaining the Demand for Structured Financial Products: Survey and Field Experiment Evidence

Number of pages: 19 Posted: 20 Oct 2010

Marc Oliver Rieger and Thorsten Hens

University of Trier and University of Zurich - Department of Banking and Finance

Downloads 380 (56,884)

Citation 1

Abstract:

25.

Improving Investment Decisions with Simulated Experience

Review of Finance, Forthcoming

Number of pages: 41 Posted: 21 Nov 2012 Last Revised: 10 Apr 2014

Meike Bradbury, Thorsten Hens and Stefan Zeisberger

University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and Radboud University

Downloads 366 (42,839)

Abstract:

26.

On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-Op

Downloads 360 ( 74,020)

Citation 1

2

On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-Op

Zurich IEER Working Paper No. 108

Number of pages: 31 Posted: 13 Mar 2002 Last Revised: 23 Dec 2011

Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt

University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Bielefeld University - Center for Mathematical Economics

Downloads 302 (89,871)

Citation 1

Abstract:

On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-Op

HWWA Working Paper No. 255

Number of pages: 24 Posted: 08 Jan 2004 Last Revised: 21 Nov 2011

Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt

University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Bielefeld University - Center for Mathematical Economics

Downloads 58 (336,003)

Citation 1

Abstract:

27.

Soft Landing of a Stock Market Bubble. An Experimental Study

Zurich IEER Working Paper No. 90

Number of pages: 62 Posted: 06 Feb 2002

Ralf M. Becker, Urs Fischbacher and Thorsten Hens

Deutsche Bank Securities, Inc. - Global Markets Research, Economy, University of Konstanz - Faculty of Economics and Statistics and University of Zurich - Department of Banking and Finance

Downloads 346 (71,244)

Citation 2

Abstract:

28.

Does Prospect Theory Explain the Disposition Effect?

NHH Dept. of Finance & Management Science Discussion Paper No. 18/2005

Number of pages: 38 Posted: 13 Mar 2007

Thorsten Hens and Martin Vlcek

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Economics

Downloads 339 (61,907)

Citation 16

Abstract:

29.

Evolutionary Finance and Dynamic Games

Swiss Finance Institute Research Paper No. 09-49

Number of pages: 39 Posted: 25 Jan 2010

Rabah Amir, Igor V. Evstigneev, Thorsten Hens and Le Xu

University of Arizona - Department of Economics, University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester

Downloads 295 (78,852)

Citation 1

Abstract:

30.

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

Swiss Finance Institute Research Paper No. 11-21

Number of pages: 30 Posted: 31 May 2011

Amelie Brune, Thorsten Hens, Marc Oliver Rieger and Mei Wang

University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Trier and WHU - Otto Beisheim School of Management

Downloads 293 (75,036)

Abstract:

31.

Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison

Downloads 287 ( 95,663)

2

Cumulative Prospect Theory and Mean Variance Analysis: A Rigorous Comparison

Swiss Finance Institute Research Paper No. 14-23

Number of pages: 46 Posted: 28 Mar 2014

Thorsten Hens and Janos Mayer

University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration

Downloads 286 (95,518)

Abstract:

Cumulative Prospect Theory and Mean–Variance Analysis: A Rigorous Comparison

Journal of Computational Finance, Vol. 21, No. 3, 2017

Number of pages: 28 Posted: 02 Dec 2017

Thorsten Hens and Janos Mayer

University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration

Downloads 1 (616,824)

Add to Cart

Abstract:

32.

Survival and Evolutionary Stability of the Kelly Rule

Swiss Finance Institute Research Paper No. 09-32

Number of pages: 17 Posted: 07 Sep 2009

Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 275 (86,219)

Abstract:

33.

Local Stability Analysis of a Stochastic Evolutionary Financial Market Model with a Risk-free Asset

Swiss Finance Institute Research Paper No. 10-36

Number of pages: 26 Posted: 04 Sep 2010 Last Revised: 17 Nov 2011

Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 272 (95,663)

Abstract:

34.

Modelling Alpha-Opportunities Within the CAPM

Number of pages: 26 Posted: 03 Mar 2007

Anke Gerber and Thorsten Hens

Universität Hamburg and University of Zurich - Department of Banking and Finance

Downloads 250 (94,197)

Citation 2

Abstract:

35.

Markets Do Not Select for a Liquidity Preference as Behavior Towards Risk

U of Copenhagen Institute of Economics Working Paper No. 02-18, Zurich IEER Working Paper No. 139

Number of pages: 16 Posted: 27 Jan 2003

Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 234 (117,295)

Citation 3

Abstract:

36.

The Great Capitol Hill Baby Sitting Co-Op: Anecdote or Evidence for the Optimum Quantity of Money?

Number of pages: 43 Posted: 22 Jun 2006 Last Revised: 21 Nov 2011

Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt

University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Bielefeld University - Center for Mathematical Economics

Downloads 195 (132,093)

Abstract:

37.

Risk Aversion in the Large and in the Small

Swiss Finance Institute Research Paper No. 11-24

Number of pages: 21 Posted: 06 Jul 2011

Jørgen Haug, Thorsten Hens and Peter Wohrmann

Norwegian School of Economics, University of Zurich - Department of Banking and Finance and University of Zurich - Swiss Banking Institute (ISB)

Downloads 181 (131,516)

Abstract:

38.

Globally Evolutionarily Stable Portfolio Rules

FINRISK Working Paper No. 238

Number of pages: 43 Posted: 20 Sep 2005 Last Revised: 23 Nov 2007

Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 170 (154,060)

Citation 10

Abstract:

39.

Evolutionary Stable Stock Markets

Zurich IEER Working Paper No. 170

Number of pages: 25 Posted: 04 Dec 2003

Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé and Thorsten Hens

University of Manchester - Economics, School of Social Sciences, University of Manchester - Department of Economics and University of Zurich - Department of Banking and Finance

Downloads 168 (156,364)

Citation 20

Abstract:

40.

A Note on Reward-Risk Portfolio Selection and Two-Fund Separation

Number of pages: 9 Posted: 24 Nov 2010

Enrico G. De Giorgi, Thorsten Hens and Janos Mayer

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration

Downloads 153 (154,802)

Abstract:

41.

The Earnings Game with Behavioral Investors

Number of pages: 49 Posted: 04 Mar 2008

Thorsten Hens

University of Zurich - Department of Banking and Finance

Downloads 152 (166,438)

Abstract:

42.

Evolutionary Behavioural Finance

Swiss Finance Institute Research Paper No. 15-16

Number of pages: 29 Posted: 06 Jun 2015

Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 148 (62,278)

Abstract:

43.

Prospect Theory and the Size and Value Premium Puzzles

NHH Finance & Management Science Discussion Paper No. 20/2005

Number of pages: 10 Posted: 13 Mar 2007

Enrico G. De Giorgi, Thorsten Hens and Thierry Post

University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Nazarbayev University

Downloads 140 (171,894)

Citation 2

Abstract:

44.

On the Determinants of Household Debt Maturity Choice

Applied Economics 47, 449-465, 2015

Number of pages: 33 Posted: 03 Feb 2011 Last Revised: 10 Mar 2016

Wolfgang Breuer, Thorsten Hens, Astrid Juliane Salzmann and Mei Wang

RWTH Aachen University, University of Zurich - Department of Banking and Finance, RWTH Aachen University - Department of Finance and WHU - Otto Beisheim School of Management

Downloads 138 (161,242)

Abstract:

45.

Theory Matters for Financial Advice!

Swiss Finance Institute Research Paper No. 14-22

Number of pages: 27 Posted: 28 Mar 2014

Thorsten Hens and Janos Mayer

University of Zurich - Department of Banking and Finance and University of Zurich - Institute of Business Administration

Downloads 137 (141,616)

Abstract:

46.

Dynamic General Equilibrium and T-Period Fund Separation

Number of pages: 37 Posted: 22 Feb 2006

Anke Gerber, Thorsten Hens and Peter Woehrmann

Universität Hamburg, University of Zurich - Department of Banking and Finance and University of Zurich

Downloads 93 (238,417)

Citation 1

Abstract:

47.

Limits to Arbitrage When Market Participation is Restricted

IEW Working Paper No. 176

Number of pages: 15 Posted: 07 Nov 2004

Thorsten Hens, P. Jean-Jacques Herings and Arkadi Predtetchinski

University of Zurich - Department of Banking and Finance, Maastricht University and Maastricht University - Department of Economics

Downloads 92 (241,673)

Abstract:

48.

An Evolutionary Explanation of the Value Premium Puzzle

NCCR Financial Valuation and Risk Management Working Paper No. 280

Number of pages: 17 Posted: 26 Jul 2010

Thorsten Hens, Terje Lensberg, Klaus Reiner Schenk-Hoppé and Peter Woehrmann

University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Manchester - Department of Economics and University of Zurich

Downloads 89 (243,402)

Citation 2

Abstract:

49.

Money and Reciprocity

Zurich IEER Working Paper No. 138

Number of pages: 45 Posted: 28 Jan 2003

Bodo Vogt and Thorsten Hens

Bielefeld University - Center for Mathematical Economics and University of Zurich - Department of Banking and Finance

Downloads 86 (262,619)

Abstract:

50.

How Persistent are the Effects of Experience Sampling on Investor Behavior?

Swiss Finance Institute Research Paper No. 17-43

Number of pages: 51 Posted: 09 May 2015 Last Revised: 18 May 2018

Meike Bradbury, Thorsten Hens and Stefan Zeisberger

University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and Radboud University

Downloads 72 (63,153)

Abstract:

51.

Investment Competence and Advice Seeking

Journal of Behavioral and Experimental Finance (2015) 6, 27-41

Number of pages: 39 Posted: 27 Jul 2014 Last Revised: 03 Nov 2016

Kremena Bachmann and Thorsten Hens

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Downloads 70 (226,170)

Abstract:

52.

An Extension of Mantel (1976) to Incomplete Markets

Zurich IEER Working Paper No. 71

Number of pages: 16 Posted: 14 Feb 2001

Thorsten Hens

University of Zurich - Department of Banking and Finance

Downloads 69 (295,884)

Citation 1

Abstract:

53.

Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets

IEW Working Paper No. 188

Number of pages: 35 Posted: 06 Jun 2004

Thorsten Hens, Beate Pilgrim and Janos Mayer

University of Zurich - Department of Banking and Finance, University of Zurich - Department of Economics and University of Zurich - Institute of Business Administration

Downloads 67 (276,309)

Abstract:

54.

The Transfer Paradox and Sunspot Equilibria

University of Zurich, IEW Working Paper No. 70

Number of pages: 19 Posted: 14 Feb 2001

Thorsten Hens and Beate Pilgrim

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Economics

Downloads 64 (295,884)

Citation 1

Abstract:

55.

Is there Swissness in Investment Decision Behavior and Investment Competence?

Financial Markets and Portfolio Management, August 2016, Volume 30, Issue 3, pp 233–275,

Number of pages: 28 Posted: 31 Jan 2014 Last Revised: 01 Nov 2016

Kremena Bachmann and Thorsten Hens

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Downloads 26 (175,719)

Abstract:

56.

Patience is a Virtue - In Value Investing

Swiss Finance Institute Research Paper No. 18-26

Number of pages: 22 Posted: 23 Mar 2018 Last Revised: 02 Apr 2018

Thorsten Hens and Klaus Reiner Schenk-Hoppé

University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics

Downloads 0 (260,756)

Abstract:

57.

An Evolutionary Finance Model with a Risk-Free Asset

Swiss Finance Institute Research Paper No. 17-28

Number of pages: 21 Posted: 13 Oct 2017 Last Revised: 02 Dec 2017

Sergei Belkov, Igor V. Evstigneev and Thorsten Hens

University of Manchester, University of Manchester - Economics, School of Social Sciences and University of Zurich - Department of Banking and Finance

Downloads 0 (361,105)

Abstract:

58.

Evolutionary Finance Models with Short Selling and Endogenous Asset Supply

Swiss Finance Institute Research Paper No. 17-26

Number of pages: 31 Posted: 28 Sep 2017

Sergei Belkov, Igor V. Evstigneev and Thorsten Hens

University of Manchester, University of Manchester - Economics, School of Social Sciences and University of Zurich - Department of Banking and Finance

Downloads 0 (336,844)

Abstract:

59.

Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets

Swiss Finance Institute Research Paper No. 17-17

Number of pages: 20 Posted: 15 Aug 2017

Sergei Belkov, Igor V. Evstigneev, Thorsten Hens and Le Xu

University of Manchester, University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester

Downloads 0 (268,346)

Abstract:

60.

Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

Swiss Finance Institute Research Paper No. 17-10

Number of pages: 23 Posted: 23 Mar 2017 Last Revised: 12 Sep 2017

Thorsten Hens, Terje Lensberg and Klaus Reiner Schenk-Hoppé

University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics

Downloads 0 (122,980)

Abstract:

61.

Value and Patience: The Value Premium in a Dividend-Growth Model with Hyperbolic Discounting

Swiss Finance Institute Research Paper No. 13-32

Number of pages: 49 Posted: 08 Jun 2013 Last Revised: 12 Oct 2017

Nilufer Caliskan and Thorsten Hens

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Downloads 0 (40,780)

Abstract:

62.

Behavioural Finance and Investment Advice

Handbook of Behavioral Finance, 2010, Edward Elgar Publishing, pages: 301-321

Posted: 08 Apr 2013 Last Revised: 31 Jan 2014

Kremena Bachmann and Thorsten Hens

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Abstract:

63.

Earnings Management and Managerial Compensation

Swiss Finance Institute Research Paper No. 17-77

Number of pages: 44 Posted: 28 Mar 2013 Last Revised: 07 Mar 2018

Kremena Bachmann and Thorsten Hens

University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Downloads 0 (552,462)

Abstract:

64.

Making Prospect Theory Fit for Finance

Financial Markets and Portfolio Management, Vol. 20, No. 3, pp. 339-360, 2006

Posted: 17 Sep 2006

Enrico G. De Giorgi and Thorsten Hens

University of St. Gallen - SEPS: Economics and Political Sciences and University of Zurich - Department of Banking and Finance

Abstract:

65.

On Choquet Prices in a Gei-Model with Intermediation Costs

Research in Economics, Vol. 54, No. 2, June 2000

Posted: 22 Jan 2001

Marc Oliver Bettzuge, Thorsten Hens, Marta Laitenberger and Thomas Siwik

University of Zurich - Department of Economics, University of Zurich - Department of Banking and Finance, University of Bonn and Deloitte & Touche GmbH

Abstract:

66.

Disaggregation of Excess Demand and Comparative Statics with Incomplete Markets and Nominal Assets

Economic Theory, Vol. 13, Issue 2, February 1999

Posted: 24 Mar 1999

Piero Gottardi and Thorsten Hens

European University Institute - Department of Economics and University of Zurich - Department of Banking and Finance

Abstract:

67.

Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?

Financial Services Review (2018) Vol. 26, p. 339-365

Posted: 09 Dec 2014

Kremena Bachmann, Thorsten Hens and Remo Stössel

University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Downloads 233

Abstract:

68.

On Uniqueness of Equilibria in the CAPM

Zurich IEER Working Paper No. 39

Number of pages: 17 Posted: 26 Jul 2000

Thorsten Hens, Jörg Laitenberger and Andreas Loeffler

University of Zurich - Department of Banking and Finance, University of Hannover - Economics and Business Administration Area and Freie Universität Berlin

Downloads 0

Citation 3

Thorsten Hens

University of Zurich - Department of Banking and Finance

Professor of Financial Economics

Norwegian School of Economics and Business Administration (NHH)

Adjunct Professor for Financial Economics

Swiss Finance Institute (Zurich Center)

Professor of Financial Economics

68

Top 656

29,940

Top 3,513

154

Scholarly Papers (68)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Market Selection of Financial Trading Strategies: Global Stability

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

International Evidence on the Equity Premium Puzzle and Time Discounting

Abstract:

International Evidence on the Equity Premium Puzzle and Time Discounting

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Cumulative Prospect Theory and Mean–Variance Analysis: A Rigorous Comparison

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: