Similar Search Results

Evolutionary finance: introduction to the special issue

Hens, Thorsten; Schenk-Hoppe, Klaus Reiner - In: Journal of Mathematical Economics 41 (2005) 1-2, pp. 1-5

Persistent link: https://www.econbiz.de/10005124494

Market selection and survival of investment strategies

Amir, Rabah; Evstigneev, Igor V.; Hens, Thorsten; … - In: Journal of Mathematical Economics 41 (2005) 1-2, pp. 105-122

Persistent link: https://www.econbiz.de/10005388327

The evolution of Walrasian behavior in oligopolies

Schenk-Hoppe, Klaus Reiner - In: Journal of Mathematical Economics 33 (2000) 1, pp. 35-55

Persistent link: https://www.econbiz.de/10005374214

Random fixed points in a stochastic Solow growth model

Schenk-Hoppe, Klaus Reiner; Schmalfu[ss], Bjorn - In: Journal of Mathematical Economics 36 (2001) 1, pp. 19-30

Persistent link: https://www.econbiz.de/10005388057

Pure and randomized equilibria in the stochastic von Neumann-Gale model

Evstigneev, Igor V.; Schenk-Hoppe, Klaus Reiner - In: Journal of Mathematical Economics 43 (2007) 7-8, pp. 871-887

Persistent link: https://www.econbiz.de/10005388254

Two remarks on the uniqueness of equilibria in the CAPM

Hens, Thorsten; Laitenberger, Jorg; Loffler, Andreas - In: Journal of Mathematical Economics 37 (2002) 2, pp. 123-132

Persistent link: https://www.econbiz.de/10005374323

Stability of tatonnement processes of short period equilibria with rational expectations

Hens, Thorsten - In: Journal of Mathematical Economics 28 (1997) 1, pp. 41-67

Persistent link: https://www.econbiz.de/10005216645

An extension of Mantel (1976) to incomplete markets

Hens, Thorsten - In: Journal of Mathematical Economics 36 (2001) 2, pp. 141-149

Persistent link: https://www.econbiz.de/10005216734

Nash competitive equilibria and two-period fund separation

Hens, Thorsten; Reimann, Stefan; Vogt, Bodo - In: Journal of Mathematical Economics 40 (2004) 3-4, pp. 321-346

Persistent link: https://www.econbiz.de/10005216780

Financial market equilibria with cumulative prospect theory

De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver - In: Journal of Mathematical Economics 46 (2010) 5, pp. 633-651

The paper first shows that financial market equilibria need not to exist if agents possess cumulative prospect theory preferences with piecewise-power value functions. This is due to the boundary behavior of the cumulative prospect theory value function, which might cause an infinite...

Persistent link: https://www.econbiz.de/10008870850