| Publication | Date of Publication | Type |
|---|
Von Neumann–Gale model, market frictions and capital growth
Stochastics | 2022-07-06 | Paper |
A multidimensional Fatou lemma for conditional expectations
Positivity | 2021-12-01 | Paper |
Behavioral equilibrium and evolutionary dynamics in asset markets
Journal of Mathematical Economics | 2021-01-26 | Paper |
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Mathematics and Financial Economics | 2020-04-29 | Paper |
Log-optimal and rapid paths in von Neumann-Gale dynamical systems
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
Itchy feet vs cool heads: flow of funds in an agent-based financial market
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Dynamic portfolio optimization with transaction costs and state-dependent drift
European Journal of Operational Research | 2016-10-06 | Paper |
Mathematical financial economics. A basic introduction
Springer Texts in Business and Economics | 2015-06-22 | Paper |
Asset market games of survival: a synthesis of evolutionary and dynamic games
Annals of Finance | 2014-11-12 | Paper |
Toward an understanding of stochastic Hopf bifurcation: a case study
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2014-10-20 | Paper |
Introduction to the special issue: Stochastic financial economics, Volume 1
Mathematics and Financial Economics | 2013-02-26 | Paper |
Introduction to the special issue: Stochastic financial economics, Volume 2
Mathematics and Financial Economics | 2013-02-26 | Paper |
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
Mathematics and Financial Economics | 2013-02-26 | Paper |
Linearization and local stability of random dynamical systems
Proceedings of the American Mathematical Society | 2011-03-28 | Paper |
Consumption paths under prospect utility in an optimal growth model
Journal of Economic Dynamics and Control | 2011-02-02 | Paper |
(Un)anticipated technological change in an endogenous growth model
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
From discrete to continuous time evolutionary finance models
Journal of Economic Dynamics and Control | 2010-04-22 | Paper |
Market selection of constant proportions investment strategies in continuous time
Journal of Mathematical Economics | 2010-03-01 | Paper |
Risk minimization in stochastic volatility models: model risk and empirical performance
Quantitative Finance | 2009-10-16 | Paper |
Do stylised facts of order book markets need strategic behaviour?
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
| scientific article; zbMATH DE number 5589679 (Why is no real title available?) | 2009-08-03 | Paper |
Markets do not select for a liquidity preference as behavior towards risk
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
Financial markets. The joy of volatility
Quantitative Finance | 2008-08-07 | Paper |
Stochastic equilibria in von Neumann--Gale dynamical systems
Transactions of the American Mathematical Society | 2008-06-17 | Paper |
Globally evolutionarily stable portfolio rules
Journal of Economic Theory | 2008-06-11 | Paper |
On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach*
Review of Finance | 2008-01-30 | Paper |
Pure and randomized equilibria in the stochastic von Neumann-Gale model
Journal of Mathematical Economics | 2007-09-21 | Paper |
Volatility-induced financial growth
Quantitative Finance | 2007-07-23 | Paper |
The von Neumann-Gale Growth Model and Its Stochastic Generalization
Handbook on Optimal Growth 1 | 2007-03-09 | Paper |
| Economic growth and business cycles: a critical comment on detrending time series | 2006-01-27 | Paper |
Evolutionary stable stock markets
Economic Theory | 2006-01-10 | Paper |
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Evolutionary stability of portfolio rules in incomplete markets
Journal of Mathematical Economics | 2005-06-13 | Paper |
Market selection and survival of investment strategies
Journal of Mathematical Economics | 2005-06-13 | Paper |
RANDOM DYNAMICAL SYSTEMS IN ECONOMICS
Stochastics and Dynamics | 2004-05-18 | Paper |
Exponential growth of fixed-mix strategies in stationary asset markets
Finance and Stochastics | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 1959559 (Why is no real title available?) | 2003-08-05 | Paper |
IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL?
Macroeconomic Dynamics | 2003-04-28 | Paper |
Sample-path stability of non-stationary dynamic economic systems
Annals of Operations Research | 2003-01-27 | Paper |
The evolution of Walrasian behavior in oligopolies
Journal of Mathematical Economics | 2001-05-11 | Paper |
An evolutionary model of Bertrand oligopoly
Games and Economic Behavior | 2001-01-25 | Paper |
Random fixed points in a stochastic Solow growth model
Journal of Mathematical Economics | 2001-01-01 | Paper |
Random attractors -- general properties, existence and applications to stochastic bifurcation theory
Discrete and Continuous Dynamical Systems | 2000-08-16 | Paper |
| scientific article; zbMATH DE number 1341821 (Why is no real title available?) | 2000-07-05 | Paper |
| scientific article; zbMATH DE number 1354477 (Why is no real title available?) | 2000-02-01 | Paper |
Stochastic Hopf bifurcation: An example
International Journal of Non-Linear Mechanics | 1998-11-15 | Paper |
Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 1997-12-02 | Paper |
