Klaus Reiner Schenk-Hoppé

University of Manchester - Department of Economics

Professor

Arthur Lewis Building

Oxford Road

Manchester, M13 9PL

United Kingdom

SCHOLARLY PAPERS

70

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SSRN CITATIONS
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SSRN RANKINGS

Top 1,962

in Total Papers Citations

90

CROSSREF CITATIONS

581

Ideas:
“  I am currently working on many things!  ”

Scholarly Papers (70)

1.

Cryptocurrencies: Economic Benefits and Risks

University of Manchester, FinTech working paper no. 2, October 2017
Number of pages: 56 Posted: 27 Oct 2017 Last Revised: 15 Nov 2017
Octavian Nica, Karolina Piotrowska and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students, University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 2,865 (5,609)
Citation 5

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Cryptocurrencies, blockchain, ICO, Bitcoin, altcoin, decentralisation, market efficiency, financial stability

2.

Non-Standard Errors

Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 29 Nov 2021
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Prokopczuk Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund (IMF), Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Lum University Giuseppe Degennaro, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, affiliation not provided to SSRN, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, Queen's University - Smith School of Business, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of Sydney Business School, Université Paris Dauphine, Hong Kong Institute for Monetary and Financial Research, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University, Justus Liebig University Giessen, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna Graduate School of Finance (VGSF), Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Auburn University, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Stockholm School of Economics, University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, Leibniz University Hannover, Pontifical Catholic University of Chile and Aalto University
Downloads 2,751 (6,208)

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non-standard errors, multi-analyst approach, liquidity

3.

An Evolutionary Portfolio Theory

Working Paper No. 74
Number of pages: 27 Posted: 21 Jun 2001
Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 1,772 (12,212)
Citation 8

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Portfolio theory, evolutionary finance, incomplete markets

4.

Evolutionary Finance

Swiss Finance Institute Research Paper No. 08-14
Number of pages: 60 Posted: 04 Jul 2008 Last Revised: 17 Dec 2008
Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 1,387 (17,887)
Citation 6

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Evolutionary Finance, Wealth Dynamics, Market Interaction

5.

Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series

Institute for Empirical Research in Economics Working Paper No. 54
Number of pages: 20 Posted: 22 Nov 2000
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 1,160 (23,315)
Citation 15

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Detrending, Business Cycles, Random Dynamical Systems

6.
Downloads 992 ( 29,255)
Citation 43

Random Dynamical Systems in Economics

University of Zurich, IEER Working Paper No. 67
Number of pages: 21 Posted: 04 Apr 2002
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 992 (28,821)
Citation 43

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Random Dynamical Systems in Economics

Posted: 08 Aug 2001
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics

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7.

From Rags to Riches: On Constant Proportions Investment Strategies

IEER Working Paper No. 89
Number of pages: 16 Posted: 17 Oct 2001
Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 981 (29,707)
Citation 35

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8.

The Joy of Volatility

FINRISK Working Paper No. 374
Number of pages: 6 Posted: 28 Apr 2007
M. A. H. Dempster, Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Cambridge - Centre for Financial Research, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 939 (31,631)

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Volatility, capital growth, investment, constant proportions strategies

9.

Cryptocurrencies: Concept and Current Market Structure

University of Manchester, FinTech working paper no. 1, October 2017
Number of pages: 65 Posted: 27 Oct 2017 Last Revised: 13 Nov 2017
Octavian Nica, Karolina Piotrowska and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students, University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 910 (33,086)
Citation 2

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Cryptocurrencies, blockchain, Bitcoin, mining, governance, decentralisation

10.

Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance

FINRISK Working Paper No. 361, Swiss Finance Institute Research Paper No. 07-10
Number of pages: 23 Posted: 23 Feb 2007 Last Revised: 04 Dec 2007
Rolf Poulsen, Klaus Reiner Schenk-Hoppé and Christian-Oliver Ewald
University of Copenhagen - Department of Statistics and Operations Research, University of Manchester - Department of Economics and University of Glasgow
Downloads 875 (34,883)
Citation 14

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Locally risk-minimizing hedge, delta hedge, stochastic volatility,

11.
Downloads 800 ( 39,493)
Citation 1

Financial Markets and Stochastic Growth

Zurich IEER Working Paper No. 66
Number of pages: 29 Posted: 07 Feb 2001
Leonard J. Mirman and Klaus Reiner Schenk-Hoppé
University of Virginia - Department of Economics and University of Manchester - Department of Economics
Downloads 782 (40,173)
Citation 1

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Financial Markets and Stochastic Growth

Number of pages: 18 Posted: 12 Sep 2003
Leonard J. Mirman and Klaus Reiner Schenk-Hoppé
University of Virginia - Department of Economics and University of Manchester - Department of Economics
Downloads 18 (687,123)
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12.

Random Fixed Points in a Stochastic Solow Growth Model

Zurich IEER Working Paper No. 65
Number of pages: 15 Posted: 07 Feb 2001
Bjorn Schmalfuss and Klaus Reiner Schenk-Hoppé
University of Applied Sciences Merseburg and University of Manchester - Department of Economics
Downloads 788 (40,306)
Citation 48

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Solow Growth Model; Random Dynamical Systems; Random Fixed Points; Ergodic Markov Equilibria

13.

Growing Wealth with Fixed-Mix Strategies

Swiss Finance Institute Research Paper No. 09-37
Number of pages: 34 Posted: 28 Sep 2009 Last Revised: 14 Dec 2009
M. A. H. Dempster, Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Cambridge - Centre for Financial Research, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 707 (46,664)
Citation 2

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Volatility, Constant proportions strategies, Fixed-mix strategies, Financial markets, Investment, Exponential growth, Transaction costs

14.

Market Selection and Survival of Investment Strategies

Zurich IEER Working Paper No. 91
Number of pages: 23 Posted: 14 Nov 2001
Rabah Amir, Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev and Thorsten Hens
University of Arizona - Department of Economics, University of Manchester - Department of Economics, University of Manchester - Economics, School of Social Sciences and University of Zurich - Department of Banking and Finance
Downloads 620 (55,497)
Citation 44

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evolutionary finance, portfolio theory, investment strategies, CAPM, market selection, incomplete markets

Is There a Golden Rule for the Stochastic Solow Growth Model?

Zurich IEER Working Paper No. 33
Number of pages: 25 Posted: 16 Oct 2000
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 619 (54,908)
Citation 43

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Stochastic Solow model, Golden Rule, random fixed points, random dynamical systems.

Is There a Golden Rule for the Stochastic Solow Growth Model?

Posted: 18 Jul 2001
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics

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Stochastic Solow model, Golden Rule, random fixed points, random dynamical systems.

16.

Exponential Growth of Fixed-Mix Strategies in Stationary Asset Markets

U of Cambridge Working Paper No. WP 01/2002
Number of pages: 16 Posted: 11 Apr 2002
M. A. H. Dempster, Klaus Reiner Schenk-Hoppé and Igor V. Evstigneev
University of Cambridge - Centre for Financial Research, University of Manchester - Department of Economics and University of Manchester - Economics, School of Social Sciences
Downloads 563 (62,596)
Citation 3

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Asset allocation, Fixed-mix strategies, Stationary markets, Exponential growth, Products of random matrices, Stochastic version of the Perron-Frobenius theorem

Market Selection of Financial Trading Strategies: Global Stability

Zurich IEER Working Paper No. 83, Finrisk Working Paper No. 11
Number of pages: 17 Posted: 08 Aug 2001
Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé and Thorsten Hens
University of Manchester - Economics, School of Social Sciences, University of Manchester - Department of Economics and University of Zurich - Department of Banking and Finance
Downloads 531 (66,658)
Citation 34

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Evolutionary finance, market selection, incomplete markets, Kelly rule

Market Selection of Financial Trading Strategies: Global Stability

Number of pages: 11 Posted: 07 Feb 2003
Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 18 (687,123)
Citation 2
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18.

Evolutionary Behavioural Finance

Swiss Finance Institute Research Paper No. 15-16
Number of pages: 29 Posted: 06 Jun 2015
Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 526 (68,186)

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19.

An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index

Zurich IEER Working Paper No. 128
Number of pages: 28 Posted: 19 Feb 2003
Thorsten Hens, Klaus Reiner Schenk-Hoppé and Martin Stalder
University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Universitat Zurich
Downloads 496 (73,322)
Citation 38

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Evolutionary Finance, Behavioral Finance, CAPM, Rebalancing Rules, Growth Optimal Portfolio

20.

Volatility-Induced Financial Growth

FINRISK Working Paper No. 131
Number of pages: 23 Posted: 14 Jun 2007
M. A. H. Dempster, Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Cambridge - Centre for Financial Research, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 473 (77,674)
Citation 3

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Volatility, constant proportions strategies, financial markets, investment, exponential growth, transaction costs

21.

Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes

Swiss Finance Institute Research Paper No. 12-27
Number of pages: 57 Posted: 14 Aug 2012 Last Revised: 01 Nov 2014
Terje Lensberg, Klaus Reiner Schenk-Hoppé and Daniel Ladley
Norwegian School of Economics (NHH) - Department of Finance, University of Manchester - Department of Economics and University of Leicester - School of Business
Downloads 470 (78,286)
Citation 2

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financial regulation, portfolio management, market microstructure

22.

Stochastic Tastes and Money in a Neo-Keynesian Economy

Zurich IEER Working Paper No. 88
Number of pages: 21 Posted: 17 Oct 2001
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 467 (78,860)
Citation 33

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Microeconomic models of money, stochastic preferences, fix-price equilibria, rationing, dynamics of money distributions

Asset Market Games of Survival: A Synthesis of Evolutionary and Dynamic Games

Swiss Finance Institute Research Paper No. 08-31
Number of pages: 34 Posted: 27 Oct 2008 Last Revised: 10 Jan 2011
Rabah Amir, Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Arizona - Department of Economics, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 421 (88,401)
Citation 9

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evolutionary finance, dynamic games, stochastic games, evolutionary game theory, games of survival.

Asset Market Games of Survival

EFA 2009 Bergen Meetings Paper
Number of pages: 15 Posted: 17 Feb 2009
Rabah Amir, Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Arizona - Department of Economics, University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 41 (536,433)
Citation 1

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evolutionary finance, dynamic games, stochastic games, games of survival

24.

Evolution of Portfolio Rules in Incomplete Markets

Zurich IEER Working Paper No. 74
Number of pages: 31 Posted: 26 Oct 2001
Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 462 (79,895)
Citation 36

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Portfolio theory, evolutionary finance, incomplete markets

25.

On the Evolution of Investment Strategies and the Kelly Rule - a Darwinian Approach

Swiss Finance Institute Research Paper No. 06-38
Number of pages: 30 Posted: 13 Dec 2006
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 460 (80,319)
Citation 4

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Evolutionary finance, portfolio choice, asset pricing, genetic programming

26.

Closed-Form Solutions for European and Digital Calls in the Hull and White Stochastic Volatility Model and Their Relation to Locally R-Minimizing and Delta Hedges

Swiss Finance Institute Research Paper No. 07-11
Number of pages: 22 Posted: 20 Jan 2007
Christian-Oliver Ewald, Klaus Reiner Schenk-Hoppé and Zhaojun Yang
University of Glasgow, University of Manchester - Department of Economics and Southern University of Science and Technology - Department of Finance
Downloads 454 (81,596)

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Stochastic volatility models, incomplete markets, Delta hedging, locally R-minimizing hedging strategies, Malliavin calculus

On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-Op

Zurich IEER Working Paper No. 108
Number of pages: 31 Posted: 13 Mar 2002 Last Revised: 23 Dec 2011
Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt
University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Bielefeld University - Center for Mathematical Economics
Downloads 308 (125,753)
Citation 26

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micro foundations of money, optimal quantity of money

On the Micro-Foundations of Money: The Capitol Hill Baby-Sitting Co-Op

HWWA Working Paper No. 255
Number of pages: 24 Posted: 08 Jan 2004 Last Revised: 21 Nov 2011
Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt
University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Bielefeld University - Center for Mathematical Economics
Downloads 74 (405,103)
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micro foundations of money, optimal, quantity of money

28.

Business Cycle Phenomena in Overlapping Generations Economies with Stochastic Production

Zurich IEER Working Paper No. 30
Number of pages: 22 Posted: 06 Nov 2000
Jens-Ulrich Peter and Klaus Reiner Schenk-Hoppé
Bielefeld University and University of Manchester - Department of Economics
Downloads 373 (102,500)
Citation 45

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overlapping generations, real business cycles, technology shocks, random dynamical

29.

From Discrete to Continuous Time Evolutionary Finance Models

Swiss Finance Institute Research Paper No. 08-30
Number of pages: 28 Posted: 28 Oct 2008
Jan Palczewski and Klaus Reiner Schenk-Hoppé
University of Leeds - School of Mathematics and University of Manchester - Department of Economics
Downloads 358 (107,264)
Citation 3

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evolutionary finance, market interaction, wealth dynamics, self-financing strategies, endogenous prices

30.

Firm Life Cycles Under Additive Shocks

Swiss Finance Institute Research Paper No. 10-39
Number of pages: 28 Posted: 30 Sep 2010 Last Revised: 01 Dec 2011
Klaus Reiner Schenk-Hoppé and Urs Schweri
University of Manchester - Department of Economics and University of Zurich
Downloads 353 (108,969)

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Firm life cycle; financing constraints; additive production shock; optimal dividend and investment policy.

31.

Survival and Evolutionary Stability of the Kelly Rule

Swiss Finance Institute Research Paper No. 09-32
Number of pages: 17 Posted: 07 Sep 2009
Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 343 (112,581)
Citation 5

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evolutionary finance, wealth dynamics, survival and extinction of portfolio rules, evolutionary stability, Kelly rule

Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

Swiss Finance Institute Research Paper No. 17-10
Number of pages: 23 Posted: 23 Mar 2017 Last Revised: 12 Sep 2017
Thorsten Hens, Terje Lensberg and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 321 (120,263)
Citation 1

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Front running; HFT; market quality

Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

International Review of Finance, Vol. 18, Issue 4, pp. 727-741, 2018
Number of pages: 15 Posted: 07 Dec 2018
Thorsten Hens, Terje Lensberg and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 1 (838,431)
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33.

Local Stability Analysis of a Stochastic Evolutionary Financial Market Model with a Risk-free Asset

Swiss Finance Institute Research Paper No. 10-36
Number of pages: 26 Posted: 04 Sep 2010 Last Revised: 17 Nov 2011
Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 313 (124,275)
Citation 2

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Evolutionary finance, risk-free asset, local stability, linearization, random dynamical systems

34.

Sample-Path Stability of Non-Stationary Dynamic Economic Systems

Institute for Empirical Research in Economics Working Paper No. 46
Number of pages: 21 Posted: 22 Nov 2000
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 306 (127,327)
Citation 34

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35.

Do Stylised Facts of Order Book Markets Need Strategic Behaviour?

Swiss Finance Institute Research Paper No. 07-20
Number of pages: 27 Posted: 02 Jul 2007
Daniel Ladley and Klaus Reiner Schenk-Hoppé
University of Leicester - School of Business and University of Manchester - Department of Economics
Downloads 304 (128,221)
Citation 2

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Order book markets, stylised facts, market mechanism, strategic behaviour, price dynamics, order flow behaviour, Limit order book, order behaviour

36.

Resuscitating the Cobweb Cycle

U of Zurich, Inst. for Empirical Economic Research Working Paper No. 123
Number of pages: 8 Posted: 16 Sep 2002
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 304 (128,221)

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Cobweb model, rational beliefs, rational expectations

37.

Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

Norwegian School of Economics (NHH), Department of Finance Working Paper No. 2014-1
Number of pages: 38 Posted: 31 Oct 2013 Last Revised: 13 Jan 2014
Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé and Huamao Wang
University of Leeds - School of Mathematics, University of Copenhagen - Department of Statistics and Operations Research, University of Manchester - Department of Economics and University of Kent - Kent Business School
Downloads 295 (132,431)
Citation 3

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Portfolio choice, State-dependent drift, Transaction costs, Numerical methods, Dynamic programming

38.

Smart-Beta Herding and Its Economic Risks: Riding the Dragon?

FinTech working paper no. 3, 2018
Number of pages: 54 Posted: 09 Oct 2018
Eduard Krkoska and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 282 (138,711)

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Smart beta, factor investing, herding

39.

Forecasting Customer Behaviour in a Multi-Service Financial Organisation: A Profitability Perspective

International Journal of Forecasting, Vol. 28, No. 2, 507-518
Number of pages: 30 Posted: 25 Nov 2010 Last Revised: 04 Sep 2014
Alena Audzeyeva, Barbara Summers and Klaus Reiner Schenk-Hoppé
Keele University - Keele Management School, University of Leeds - Faculty of Business and University of Manchester - Department of Economics
Downloads 278 (140,833)

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Finance, Profitability Forecasting, Bootstrapping, Customer Lifetime Value, CLV Models, Customer Relationship Management

40.

Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-Shaped Law of Motion

U of Copenhagen, Economics Discussion Paper No. 02-13
Number of pages: 16 Posted: 03 Dec 2002
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 272 (144,037)

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S-shaped stochastic law of motion, random dynamical systems, poverty traps, business cycles, production shocks

41.

Patience is a Virtue - In Value Investing

Swiss Finance Institute Research Paper No. 18-26
Number of pages: 22 Posted: 23 Mar 2018 Last Revised: 02 Apr 2018
Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 250 (156,786)

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Financial market stability; delegated fund management; investor patience; agent-based modeling; evolutionary finance

42.

Markets Do Not Select for a Liquidity Preference as Behavior Towards Risk

U of Copenhagen Institute of Economics Working Paper No. 02-18, Zurich IEER Working Paper No. 139
Number of pages: 16 Posted: 27 Jan 2003
Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 242 (161,798)

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demand for money, portfolio theory, evolutionary finance

43.

Market Selection of Constant Proportions Investment Strategies in Continuous Time

Swiss Finance Institute Research Paper No. 08-29
Number of pages: 32 Posted: 28 Oct 2008 Last Revised: 18 Nov 2008
Jan Palczewski and Klaus Reiner Schenk-Hoppé
University of Leeds - School of Mathematics and University of Manchester - Department of Economics
Downloads 221 (176,522)
Citation 4

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evolutionary finance, wealth dynamics, endogenous asset prices, random dynamical systems

44.

The Great Capitol Hill Baby Sitting Co-Op: Anecdote or Evidence for the Optimum Quantity of Money?

Number of pages: 43 Posted: 22 Jun 2006 Last Revised: 21 Nov 2011
Thorsten Hens, Klaus Reiner Schenk-Hoppé and Bodo Vogt
University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and Bielefeld University - Center for Mathematical Economics
Downloads 220 (177,271)
Citation 2

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Microeconomic foundation of money, optimum quantity of money, experimental monetary economics

45.

Globally Evolutionarily Stable Portfolio Rules

FINRISK Working Paper No. 238
Number of pages: 43 Posted: 20 Sep 2005 Last Revised: 23 Nov 2007
Igor V. Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 213 (182,731)
Citation 4

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Evolutionary Finance, Wealth Dynamics, Survival and Extinction of Portfolio Rules, Evolutionary Stability, Kelly Rule

46.

The Von Neumann-Gale Growth Model and its Stochastic Generalization

National Centre of Competence in Research FINRISK Working Paper No. 208
Number of pages: 48 Posted: 09 Mar 2006
Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 205 (189,273)

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von Neumann-Gale model, stochastic generalization, financial applications

47.

Sovereign Rating Transitions and the Price of Default Risk in Emerging Markets

Swiss Finance Institute Research Paper No. 07-18
Number of pages: 37 Posted: 02 Jul 2007
Alena Audzeyeva and Klaus Reiner Schenk-Hoppé
Keele University - Keele Management School and University of Manchester - Department of Economics
Downloads 204 (190,186)

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Emerging markets, sovereign default, rating transitions, yield spreads, default premia

48.

Evolutionary Stable Stock Markets

Zurich IEER Working Paper No. 170
Number of pages: 25 Posted: 04 Dec 2003
Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé and Thorsten Hens
University of Manchester - Economics, School of Social Sciences, University of Manchester - Department of Economics and University of Zurich - Department of Banking and Finance
Downloads 187 (205,727)
Citation 11

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evolutionary finance, portfolio theory, incomplete markets

49.

Parking: Unwanted Insights from Economics

Number of pages: 9 Posted: 08 May 2008
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 149 (249,415)

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Parking

50.

Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets

Swiss Finance Institute Research Paper No. 20-19, Forthcoming, Journal of Mathematical Economics
Number of pages: 41 Posted: 09 Apr 2020 Last Revised: 14 Sep 2020
Igor V. Evstigneev, Thorsten Hens, Valeriya Potapova and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and University of Manchester - Department of Economics
Downloads 145 (254,979)

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Evolutionary finance, Behavioral finance, Stochastic dynamic games, DSGE, survival portfolio rules.

51.

Herding in Smart-Beta Investment Products

Number of pages: 29 Posted: 10 Apr 2019
Eduard Krkoska and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 142 (259,244)

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herding, factor investing, risk

52.

The Role of Country, Regional and Global Market Risks in the Dynamics of Latin American Yield Spreads

Journal of International Financial Markets, Institutions and Money, Vol. 20, 404-402
Number of pages: 26 Posted: 09 Mar 2008 Last Revised: 04 Sep 2014
Alena Audzeyeva and Klaus Reiner Schenk-Hoppé
Keele University - Keele Management School and University of Manchester - Department of Economics
Downloads 122 (290,999)
Citation 1

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Emerging market debt, yield spreads, Eurobonds, market risks

53.

Taxing Financial Transactions

Number of pages: 4 Posted: 21 Feb 2013
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 119 (296,227)

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Financial regulation, stock markets, transaction taxes

54.

An Evolutionary Explanation of the Value Premium Puzzle

NCCR Financial Valuation and Risk Management Working Paper No. 280
Number of pages: 17 Posted: 26 Jul 2010
Thorsten Hens, Terje Lensberg, Klaus Reiner Schenk-Hoppé and Peter Woehrmann
University of Zurich - Department of Banking and Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Manchester - Department of Economics and University of Zurich
Downloads 111 (311,134)
Citation 2

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Value Premium, Evolutionary Finance

55.

Consumption Paths Under Prospect Utility in an Optimal Growth Model

Swiss Finance Institute Research Paper No. 10-38
Number of pages: 22 Posted: 09 Oct 2010
Reto Foellmi, Rina Rosenblatt-Wisch and Klaus Reiner Schenk-Hoppé
University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research, Swiss National Bank and University of Manchester - Department of Economics
Downloads 110 (313,135)

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Ramsey growth model; prospect theory; loss aversion; optimal consumption

56.

Fragmentation and Stability of Markets

Norwegian School of Economics (NHH), Department of Finance Working Paper No. 2013-7
Number of pages: 41 Posted: 03 Aug 2013 Last Revised: 15 Oct 2015
Daniel Ladley, Terje Lensberg, Jan Palczewski and Klaus Reiner Schenk-Hoppé
University of Leicester - School of Business, Norwegian School of Economics (NHH) - Department of Finance, University of Leeds - School of Mathematics and University of Manchester - Department of Economics
Downloads 96 (342,653)
Citation 1

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Skills, market fragmentation, volatility, market resilience

57.

Margin Requirements and Evolutionary Asset Pricing

Swiss Finance Institute Research Paper No. 17-20
Number of pages: 41 Posted: 14 Jun 2017
Anastasiia Sokko and Klaus Reiner Schenk-Hoppé
University of Zurich, Department of Banking and Finance and University of Manchester - Department of Economics
Downloads 84 (372,423)

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Margin Trading; Short Selling; Brokers; Evolutionary Finance

58.

Von Neumann-Gale Model, Market Frictions, and Capital Growth

Number of pages: 40 Posted: 15 Jan 2019
Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé and Mikhail Zhitlukhin
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students, University of Manchester - Economics, School of Social Sciences, University of Manchester - Department of Economics and Steklov Mathematical Institute
Downloads 80 (383,332)
Citation 1

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capital growth theory, transaction costs, benchmark strategies, numeraire portfolios, random dynamical systems, convex multivalued operators, von Neumann-Gale dynamical systems, rapid paths

59.

The Resolution of Long-Run Risk

Number of pages: 33 Posted: 24 May 2019
Myroslav Pidkuyko, Raffaele Rossi and Klaus Reiner Schenk-Hoppé
Banco de España, University of Manchester - Department of Economics and University of Manchester - Department of Economics
Downloads 71 (409,887)

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Durable Goods, Long-Run Risk Models, Particle Filtering, Timing and Risk Premium

60.

Stochastic Equilibria in Von Neumann-Gale Dynamical Systems

Number of pages: 21 Posted: 03 Nov 2006
Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 70 (412,950)
Citation 1

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Random dynamical systems, convex multivalued operators, von Neumann-Gale model, rapid paths, convex duality, stochastic equilibrium

61.

Pricing Defaulted Italian Mortgages

Number of pages: 17 Posted: 08 Dec 2019 Last Revised: 13 Jan 2020
Michela Pelizza and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 67 (422,778)

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Italy, defaulted mortgages, recovery rates, calibration

62.

Pure and Randomized Equilibria in the Stochastic Von Neumann-Gale Model

University of Manchester Economics Discussion Paper No. EDP-0603
Number of pages: 25 Posted: 02 Mar 2006
Igor V. Evstigneev and Klaus Reiner Schenk-Hoppé
University of Manchester - Economics, School of Social Sciences and University of Manchester - Department of Economics
Downloads 64 (432,927)
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C61, C62, O41

63.

(Un)Anticipated Technological Change in an Endogenous Growth Model

National Centre of Competence in Research Financial Valuation and Risk Management Working Paper No. 461
Number of pages: 21 Posted: 07 May 2008
Bruce A. Conway, Rina Rosenblatt-Wisch and Klaus Reiner Schenk-Hoppé
affiliation not provided to SSRN, Swiss National Bank and University of Manchester - Department of Economics
Downloads 62 (439,922)

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Two-sector endogenous growth model, technology shock, frictions, Runge-Kutta parallel-shooting algorithm.

64.

'Managing Demand' for Peer Reviews

Number of pages: 10 Posted: 02 Apr 2009
Klaus Reiner Schenk-Hoppé
University of Manchester - Department of Economics
Downloads 61 (443,376)

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Grant applications, peer review, costing, externality

65.

International Trade: Smarten Up to Talk the Talk

Number of pages: 67 Posted: 06 Oct 2019 Last Revised: 04 Dec 2019
Levi Haas and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 59 (450,617)

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Introduction to International Trade; History of Trade; Trade Models; Costs and Benefits of Trade; Trade Restrictions; Free Trade

66.

Itchy Feet vs Cool Heads: Flow of Funds in an Agent-Based Financial Market

Number of pages: 37 Posted: 30 Jun 2015
Jan Palczewski, Klaus Reiner Schenk-Hoppé and Tongya Wang
University of Leeds - School of Mathematics, University of Manchester - Department of Economics and University of Oxford - Said Business School
Downloads 49 (489,676)

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Portfolio management, agent-based financial market, evolutionary finance, flow of funds

67.

Cold Play: Learning Across Bimatrix Games

Journal of Economic Behavior and Organization, Vol. 185, 2021
Number of pages: 40 Posted: 08 Aug 2019 Last Revised: 25 Mar 2021
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 34 (561,173)

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One-shot games, solution concepts, genetic programming, evolutionary stability

68.

Economic Growth in the UK: Rolling with the Punches

Number of pages: 129 Posted: 16 Sep 2021 Last Revised: 26 Sep 2021
Julia Wardley-Kershaw and Klaus Reiner Schenk-Hoppé
University of Manchester, Faculty of Humanities, School of Social Sciences, Department of Economics, Students and University of Manchester - Department of Economics
Downloads 31 (577,731)

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Introduction to economic growth, history of growth, crises and growth, UK growth

69.

Hedging without Sweat: A Genetic Programming Approach

Quantitative Finance Letters, Volume 1, 2013
Number of pages: 20 Posted: 03 Aug 2013 Last Revised: 26 May 2017
Terje Lensberg and Klaus Reiner Schenk-Hoppé
Norwegian School of Economics (NHH) - Department of Finance and University of Manchester - Department of Economics
Downloads 26 (608,364)

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Hedging, transaction costs, closed-form approximations, genetic programming

70.

Evolution in Pecunia

Swiss Finance Institute Research Paper 20-44
Posted: 05 Jun 2020 Last Revised: 13 Jan 2021
Rabah Amir, Igor V. Evstigneev, Thorsten Hens, Valeriya Potapova and Klaus Reiner Schenk-Hoppé
University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and University of Manchester - Department of Economics

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Evolutionary finance, financial markets, evolutionarily stable investment strategies, survival, stochastic dynamics, local stability