| Publication | Date of Publication | Type |
|---|
An evolutionary finance model with short selling and endogenous asset supply
Economic Theory | 2022-05-31 | Paper |
Financial intermediation and the welfare theorems in incomplete markets
Economic Theory | 2022-05-31 | Paper |
An evolutionary finance model with a risk-free asset
Annals of Finance | 2021-05-03 | Paper |
Behavioral equilibrium and evolutionary dynamics in asset markets
Journal of Mathematical Economics | 2021-01-26 | Paper |
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Mathematics and Financial Economics | 2020-04-29 | Paper |
Solutions to financial economics. Exercises on classical and behavioral finance
Springer Texts in Business and Economics | 2019-09-02 | Paper |
Economic foundations for finance. From Main Street to Wall Street
Springer Texts in Business and Economics | 2019-06-04 | Paper |
Three solutions to the pricing kernel puzzle
Review of Finance | 2018-11-07 | Paper |
The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Estimating cumulative prospect theory parameters from an international survey
Theory and Decision | 2018-04-03 | Paper |
Financial economics. A concise introduction to classical and behavioral finance
Springer Texts in Business and Economics | 2016-06-16 | Paper |
Mathematical financial economics. A basic introduction
Springer Texts in Business and Economics | 2015-06-22 | Paper |
Can utility optimization explain the demand for structured investment products?
Quantitative Finance | 2015-04-01 | Paper |
Book review of: František Slanina: Essentials of econophysics modelling.
Journal of Economics | 2014-09-04 | Paper |
Financial economics. A concise introduction to classical and behavioral finance
| 2014-01-30 | Paper |
Risk aversion in the large and in the small
Economics Letters | 2013-07-26 | Paper |
Evolutionary finance and dynamic games
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 |
Financial market equilibria with cumulative prospect theory
Journal of Mathematical Economics | 2011-01-21 | Paper |
Indirect reciprocity and money
Games and Economic Behavior | 2010-11-25 | Paper |
Markets do not select for a liquidity preference as behavior towards risk
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
Globally evolutionarily stable portfolio rules
Journal of Economic Theory | 2008-06-11 | Paper |
Computational aspects of prospect theory with asset pricing applications
Computational Economics | 2007-08-17 | Paper |
Strategic asset allocation and market timing: a reinforcement learning approach
Computational Economics | 2007-08-17 | Paper |
Limits to arbitrage when market participation is restricted
Journal of Mathematical Economics | 2006-12-07 | Paper |
Evolutionary stable stock markets
Economic Theory | 2006-01-10 | Paper |
scientific article; zbMATH DE number 2209545 (Why is no real title available?)
| 2005-09-28 | 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 |
Sunspot equilibria and the transfer paradox
Economic Theory | 2005-02-11 | Paper |
Nash competitive equilibria and two-period fund separation
Journal of Mathematical Economics | 2004-08-19 | Paper |
An extension of Mantel (1976) to incomplete markets
Journal of Mathematical Economics | 2003-03-12 | Paper |
Two remarks on the uniqueness of equilibria in the CAPM
Journal of Mathematical Economics | 2002-12-02 | Paper |
scientific article; zbMATH DE number 1795162 (Why is no real title available?)
| 2002-09-03 | Paper |
An evolutionary approach to financial innovation
The Review of Economic Studies | 2002-01-14 | Paper |
scientific article; zbMATH DE number 1552541 (Why is no real title available?)
| 2001-12-16 | Paper |
Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets
Economic Theory | 1999-07-18 | Paper |
Market demand functions in the capital asset pricing model
Journal of Economic Theory | 1999-05-05 | Paper |
Exchange rates and perfect competition
Journal of Economics | 1998-05-06 | Paper |
Stability of tâtonnement processes of short period equilibria with rational expectations
Journal of Mathematical Economics | 1998-03-02 | Paper |
The survival assumption and existence of competitive equilibria when asset markets are incomplete
Journal of Economic Theory | 1998-01-25 | Paper |
Gross substitution in financial markets
Economics Letters | 1997-02-28 | Paper |
Excess demand functions and incomplete markets
Journal of Economic Theory | 1996-07-03 | Paper |
A note on Savage's theorem with a finite number of states
Journal of Risk and Uncertainty | 1992-08-03 | Paper |
