Klaus Reiner Schenk-Hoppé

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Thorsten HensFinance, University of ZurichVerifisert e-postadresse på bf.uzh.ch
Rabah AmirJ.E.Lundy Professor of Economics, University of IowaVerifisert e-postadresse på uiowa.edu
M A H DempsterProfessor Emeritus, Statistical Laboratory, University of Cambridge & MD, Cambridge SystemsVerifisert e-postadresse på cam.ac.uk
Jan PalczewskiUniversity of LeedsVerifisert e-postadresse på leeds.ac.uk
Christian EwaldProfessor of EconomicsVerifisert e-postadresse på inn.no
Daniel LadleyProfessor of Finance, School of Business, University of LeicesterVerifisert e-postadresse på leicester.ac.uk
Rolf PoulsenProfessor of Mathematical Finance, University of CopenhagenVerifisert e-postadresse på math.ku.dk
Esmaeil Babaei KhezerlooManchester Metropolitan UniversityVerifisert e-postadresse på mmu.ac.uk
Alena AudzeyevaKeele University, UKVerifisert e-postadresse på keele.ac.uk
Ana B. AniaAssociate Professor of Economics, University of ViennaVerifisert e-postadresse på univie.ac.at
N. Sri NamachchivayaProfessor of Aerospace Engineering, University of Illinois at Urbana-ChampaignVerifisert e-postadresse på illinois.edu
Carlos Alos-FerrerChair Professor of Economics, Lancaster University Management SchoolVerifisert e-postadresse på lancaster.ac.uk
Huamao WangAssociate Professor in Finance, Risk and Banking, Nottingham University Business School, UniversityVerifisert e-postadresse på nottingham.ac.uk
Zhaojun YangSouthern University of Science and TechnologyVerifisert e-postadresse på sustech.edu.cn
Eduard KrkoskaDepartment of Economics, University of OxfordVerifisert e-postadresse på economics.ox.ac.uk
Barbara SummersUniversity of Leeds, Centre for Decision ResearchVerifisert e-postadresse på lubs.leeds.ac.uk
S. D. FlåmUniversity of BergenVerifisert e-postadresse på econ.uib.no
Raffaele RossiProfessor of Economics, University of BirminghamVerifisert e-postadresse på bham.ac.uk
Myroslav PidkuykoBanco de EspañaVerifisert e-postadresse på bde.es

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Klaus Reiner Schenk-Hoppé

University of Manchester and NHH

Verifisert e-postadresse på manchester.ac.uk - Startside

Financial Economics Financial Markets and Trading Dynamic Economic Theory Random Dynamical Systems


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
Toward an understanding of stochastic Hopf bifurcation: a case study L Arnold, N Sri Namachchivaya, KR Schenk-Hoppé International Journal of Bifurcation and Chaos 6 (11), 1947-1975, 1996	211	1996
Bifurcation scenarios of the noisy Duffing-van der Pol oscillator KR Schenk-Hoppé Nonlinear dynamics 11, 255-274, 1996	148	1996
Handbook of financial markets: dynamics and evolution T Hens, KR Schenk-Hoppé Elsevier, 2009	143	2009
Evolutionary stable stock markets IV Evstigneev, T Hens, KR Schenk-Hoppé Economic Theory 27, 449-468, 2006	141	2006
Evolutionary stability of portfolio rules in incomplete markets T Hens, KR Schenk-Hoppé Journal of mathematical economics 41 (1-2), 43-66, 2005	117	2005
Market selection and survival of investment strategies R Amir, IV Evstigneev, T Hens, KR Schenk–Hoppé Journal of Mathematical Economics 41 (1-2), 105-122, 2005	103	2005
Market selection of financial trading strategies: Global stability IV Evstigneev, T Hens, KR Schenk‐Hoppé Mathematical Finance 12 (4), 329-339, 2002	101	2002
An evolutionary model of Bertrand oligopoly C Alós–Ferrer, AB Ania, KR Schenk–Hoppé Games and Economic Behavior 33 (1), 1-19, 2000	101	2000
Evolutionary finance IV Evstigneev, T Hens, KR Schenk-Hoppé Handbook of financial markets: dynamics and evolution, 507-566, 2009	98	2009
Random attractors--general properties, existence and applications to stochastic bifurcation theory KR Schenk-Hoppé Discrete and Continuous Dynamical Systems 4 (1), 99-130, 1997	88	1997
Risk minimization in stochastic volatility models: model risk and empirical performance R Poulsen, KR Schenk-Hoppé, CO Ewald Quantitative Finance 9 (6), 693-704, 2009	84	2009
The stochastic brusselator: Parametric noise destroys hoft bifurcation H Crauel, M Gundlach, L Arnold, G Bleckert, KR Schenk-Hoppé Stochastic dynamics, 71-92, 1999	79	1999
Globally evolutionarily stable portfolio rules IV Evstigneev, T Hens, KR Schenk-Hoppé Journal of Economic Theory 140 (1), 197-228, 2008	72	2008
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024	62	2024
Random dynamical systems in economics KR Schenk-Hoppé Stochastics and Dynamics 1 (01), 63-83, 2001	61	2001
Volatility-induced financial growth MAH Dempster, IV Evstigneev, KR Schenk-Hoppé Quantitative Finance 7 (2), 151-160, 2007	58	2007
Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive KR Schenk-Hoppé Zeitschrift für angewandte Mathematik und Physik ZAMP 47 (5), 740-759, 1996	53	1996
Asset market games of survival: a synthesis of evolutionary and dynamic games R Amir, IV Evstigneev, KR Schenk-Hoppé Annals of Finance 9 (2), 121-144, 2013	52	2013
Random fixed points in a stochastic Solow growth model KR Schenk-Hoppé, B Schmalfuss Journal of Mathematical Economics 36 (1), 19-30, 2001	52	2001
An application of evolutionary finance to firms listed in the Swiss market index T Hens, KR Schenk-Hoppé, M Stalder Zurich IEER Working Paper, 2002	49	2002

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