The following pages link to Klaus Reiner Schenk-Hoppé (Q224062):
Displayed 48 items.
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- Market selection and survival of investment strategies (Q556404) (← links)
- Consumption paths under prospect utility in an optimal growth model (Q621265) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- Markets do not select for a liquidity preference as behavior towards risk (Q956503) (← links)
- From discrete to continuous time evolutionary finance models (Q964562) (← links)
- Item:Q224062 (redirect page) (← links)
- Stochastic Hopf bifurcation: An example (Q1390074) (← links)
- Exponential growth of fixed-mix strategies in stationary asset markets (Q1424717) (← links)
- Random attractors -- general properties, existence and applications to stochastic bifurcation theory (Q1576765) (← links)
- An evolutionary model of Bertrand oligopoly (Q1593742) (← links)
- Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
- Sample-path stability of non-stationary dynamic economic systems (Q1854750) (← links)
- Introduction to the special issue: Stochastic financial economics, Volume 1 (Q1938963) (← links)
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset (Q1938966) (← links)
- Introduction to the special issue: Stochastic financial economics, Volume 2 (Q1938968) (← links)
- The evolution of Walrasian behavior in oligopolies (Q1975170) (← links)
- A multidimensional Fatou lemma for conditional expectations (Q2055399) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Behavioral equilibrium and evolutionary dynamics in asset markets (Q2222217) (← links)
- Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
- Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- Mathematical financial economics. A basic introduction (Q2349243) (← links)
- Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive (Q2365363) (← links)
- Pure and randomized equilibria in the stochastic von Neumann-Gale model (Q2384446) (← links)
- Evolutionary stable stock markets (Q2580974) (← links)
- TOWARD AN UNDERSTANDING OF STOCHASTIC HOPF BIFURCATION (Q2924944) (← links)
- FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES (Q3022063) (← links)
- Linearization and local stability of random dynamical systems (Q3085069) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- (Q3368270) (← links)
- The von Neumann-Gale Growth Model and Its Stochastic Generalization (Q3426479) (← links)
- Stochastic equilibria in von Neumann--Gale dynamical systems (Q3506721) (← links)
- Financial markets. The joy of volatility (Q3518383) (← links)
- (Un)anticipated Technological Change in an Endogenous Growth Model (Q3574738) (← links)
- Volatility-induced financial growth (Q3593598) (← links)
- (Q4263370) (← links)
- (Q4268834) (← links)
- (Q4416809) (← links)
- RANDOM DYNAMICAL SYSTEMS IN ECONOMICS (Q4460414) (← links)
- IS THERE A GOLDEN RULE FOR THE STOCHASTIC SOLOW GROWTH MODEL? (Q4804669) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- (Q5324622) (← links)
- On the Evolution of Investment Strategies and the Kelly Rule—A Darwinian Approach* (Q5439979) (← links)
- Random fixed points in a stochastic Solow growth model (Q5953013) (← links)