| 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: a case study | 2014-10-20 | Paper |
| Introduction to the special issue: Stochastic financial economics, Volume 1 | 2013-02-26 | Paper |
| Introduction to the special issue: Stochastic financial economics, Volume 2 | 2013-02-26 | Paper |
| Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset | 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 |
