| Publication | Date of Publication | Type |
|---|
| An evolutionary finance model with short selling and endogenous asset supply | 2022-05-31 | Paper |
| Financial intermediation and the welfare theorems in incomplete markets | 2022-05-31 | Paper |
| An evolutionary finance model with a risk-free asset | 2021-05-03 | Paper |
| Behavioral equilibrium and evolutionary dynamics in asset markets | 2021-01-26 | Paper |
| Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets | 2020-04-29 | Paper |
| Solutions to Financial Economics | 2019-09-02 | Paper |
| Economic foundations for finance. From Main Street to Wall Street | 2019-06-04 | Paper |
| Three Solutions to the Pricing Kernel Puzzle* | 2018-11-07 | Paper |
| The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab | 2018-11-01 | Paper |
| Estimating cumulative prospect theory parameters from an international survey | 2018-04-03 | Paper |
| Financial economics. A concise introduction to classical and behavioral finance | 2016-06-16 | Paper |
| Mathematical financial economics. A basic introduction | 2015-06-22 | Paper |
| Can utility optimization explain the demand for structured investment products? | 2015-04-01 | Paper |
| Book review of: František Slanina: Essentials of econophysics modelling. | 2014-09-04 | Paper |
| Financial Economics | 2014-01-30 | Paper |
| Risk aversion in the large and in the small | 2013-07-26 | Paper |
| Evolutionary finance and dynamic games | 2013-02-26 | Paper |
| Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset | 2013-02-26 | Paper |
| Financial market equilibria with cumulative prospect theory | 2011-01-21 | Paper |
| Indirect reciprocity and money | 2010-11-25 | Paper |
| Markets do not select for a liquidity preference as behavior towards risk | 2008-11-25 | Paper |
| Globally evolutionarily stable portfolio rules | 2008-06-11 | Paper |
| Computational aspects of prospect theory with asset pricing applications | 2007-08-17 | Paper |
| Strategic asset allocation and market timing: a reinforcement learning approach | 2007-08-17 | Paper |
| Limits to arbitrage when market participation is restricted | 2006-12-07 | Paper |
| Evolutionary stable stock markets | 2006-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5692543 | 2005-09-28 | Paper |
| Evolutionary stability of portfolio rules in incomplete markets | 2005-06-13 | Paper |
| Market selection and survival of investment strategies | 2005-06-13 | Paper |
| Sunspot equilibria and the transfer paradox | 2005-02-11 | Paper |
| Nash competitive equilibria and two-period fund separation | 2004-08-19 | Paper |
| An extension of Mantel (1976) to incomplete markets | 2003-03-12 | Paper |
| Two remarks on the uniqueness of equilibria in the CAPM | 2002-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4552709 | 2002-09-03 | Paper |
| An evolutionary approach to financial innovation | 2002-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524802 | 2001-12-16 | Paper |
| Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets | 1999-07-18 | Paper |
| Market demand functions in the capital asset pricing model | 1999-05-05 | Paper |
| Exchange rates and perfect competition | 1998-05-06 | Paper |
| Stability of tâtonnement processes of short period equilibria with rational expectations | 1998-03-02 | Paper |
| The survival assumption and existence of competitive equilibria when asset markets are incomplete | 1998-01-25 | Paper |
| Gross substitution in financial markets | 1997-02-28 | Paper |
| Excess demand functions and incomplete markets | 1996-07-03 | Paper |
| A note on Savage's theorem with a finite number of states | 1992-08-03 | Paper |
