Klaus Reiner Schenk-Hoppé

Available identifiers

zbMath Open schenk-hoppe.klaus-reinerMaRDI QIDQ224062

List of research outcomes

Publication	Date of Publication	Type
Von Neumann–Gale model, market frictions and capital growth	2022-07-06	Paper
A multidimensional Fatou lemma for conditional expectations	2021-12-01	Paper
Behavioral equilibrium and evolutionary dynamics in asset markets	2021-01-26	Paper
Von Neumann-Gale dynamics and capital growth in financial markets with frictions	2020-04-29	Paper
Log-optimal and rapid paths in von Neumann-Gale dynamical systems	2019-10-04	Paper
Itchy feet vs cool heads: flow of funds in an agent-based financial market	2018-08-10	Paper
Dynamic portfolio optimization with transaction costs and state-dependent drift	2016-10-06	Paper
Mathematical financial economics. A basic introduction	2015-06-22	Paper
Asset market games of survival: a synthesis of evolutionary and dynamic games	2014-11-12	Paper
TOWARD AN UNDERSTANDING OF STOCHASTIC HOPF BIFURCATION	2014-10-20	Paper
Introduction to the special issue: Stochastic financial economics, Volume 1	2013-02-26	Paper
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset	2013-02-26	Paper
Introduction to the special issue: Stochastic financial economics, Volume 2	2013-02-26	Paper
Linearization and local stability of random dynamical systems	2011-03-28	Paper
Consumption paths under prospect utility in an optimal growth model	2011-02-02	Paper
(Un)anticipated Technological Change in an Endogenous Growth Model	2010-07-02	Paper
From discrete to continuous time evolutionary finance models	2010-04-22	Paper
Market selection of constant proportions investment strategies in continuous time	2010-03-01	Paper
Risk minimization in stochastic volatility models: model risk and empirical performance	2009-10-16	Paper
Do stylised facts of order book markets need strategic behaviour?	2009-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q5324622	2009-08-03	Paper
Markets do not select for a liquidity preference as behavior towards risk	2008-11-25	Paper
Financial markets. The joy of volatility	2008-08-07	Paper
Stochastic equilibria in von Neumann--Gale dynamical systems	2008-06-17	Paper
Globally evolutionarily stable portfolio rules	2008-06-11	Paper
On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*	2008-01-30	Paper
Pure and randomized equilibria in the stochastic von Neumann-Gale model	2007-09-21	Paper
Volatility-induced financial growth	2007-07-23	Paper
The von Neumann-Gale Growth Model and Its Stochastic Generalization	2007-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3368270	2006-01-27	Paper
Evolutionary stable stock markets	2006-01-10	Paper
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES	2005-06-22	Paper
Evolutionary stability of portfolio rules in incomplete markets	2005-06-13	Paper
Market selection and survival of investment strategies	2005-06-13	Paper
RANDOM DYNAMICAL SYSTEMS IN ECONOMICS	2004-05-18	Paper
Exponential growth of fixed-mix strategies in stationary asset markets	2004-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q4416809	2003-08-05	Paper
IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL?	2003-04-28	Paper
Sample-path stability of non-stationary dynamic economic systems	2003-01-27	Paper
The evolution of Walrasian behavior in oligopolies	2001-05-11	Paper
An evolutionary model of Bertrand oligopoly	2001-01-25	Paper
Random fixed points in a stochastic Solow growth model	2001-01-01	Paper
Random attractors -- general properties, existence and applications to stochastic bifurcation theory	2000-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q4263370	2000-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q4268834	2000-02-01	Paper
Stochastic Hopf bifurcation: An example	1998-11-15	Paper
Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive	1997-12-02	Paper

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