Similar Search Results

Behavioral equilibrium and evolutionary dynamics in asset markets

Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - In: Journal of mathematical economics 91 (2020), pp. 121-135

Persistent link: https://www.econbiz.de/10012801334

Structure of general equilibrium models with incomplete markets and a single consumption good

Hens, Thorsten - 1991

Persistent link: https://www.econbiz.de/10000834116

Market demand functions in the CAPM

Bottazzi, Jean-Marc; Hens, Thorsten; Löffler, András - 1995

Persistent link: https://www.econbiz.de/10000548309

Existence and uniqueness of equilibria in the CAPM with a riskless asset

Hens, Thorsten; Löffler, Andreas - 1997

Persistent link: https://www.econbiz.de/10000652111

Globally evolutionarily stable portfolio rules

Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Journal of economic theory 140 (2008) 1, pp. 197-228

Persistent link: https://www.econbiz.de/10003725543

Evolutionary finance

Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Handbook of financial markets : dynamics and evolution, (pp. 507-566). 2009

Persistent link: https://www.econbiz.de/10003820648

Three solutions to the pricing kernel puzzle

Hens, Thorsten; Reichlin, Christian - 2010

The pricing kernel is an important link between economics and finance. In standard models of financial economics it is proportional to the aggregate marginal utility in the economy. We first how that none of the three standard assumptions (completeness, risk aversion, and correct beliefs) is...

Persistent link: https://www.econbiz.de/10003979507

Dynamic general equilibrium and T-period fund separation

Gerber, Anke; Hens, Thorsten; Wöhrmann, Peter - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 369-400

Persistent link: https://www.econbiz.de/10003990695

Globally evolutionarily stable portfolio rules

Evstigneev, Igor V. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003237585

Evolutionary finance

Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - 2008

authors in the theory and applications of evolutionary finance models. An introduction to and the motivation of the modeling … strategies, discusses the relation to the Kelly rule and implications for asset pricing theory, and introduces a continuous …

Persistent link: https://www.econbiz.de/10003961707