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Amir, Rabah; Evstigneev, Igor V.; Schenk-Hoppé, Klaus … - 2008

The paper examines a game-theoretic model of a financial market in which asset prices are determined endogenously in terms of a short-run equilibrium. Investors use general, adaptive strategies (portfolio rules) depending on the exogenous states of the world and the observed history of the game....

Persistent link: https://www.econbiz.de/10003966080

Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset

Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, … - In: Mathematics and financial economics 5 (2011) 3, pp. 185-202

Persistent link: https://www.econbiz.de/10009521742

Dynamic portfolio optimization with transaction costs and state-dependent drift

Palczewski, Jan; Poulsen, Rolf; Schenk-Hoppé, Klaus Reiner - In: European journal of operational research : EJOR 243 (2015) 3, pp. 921-931

Persistent link: https://www.econbiz.de/10010513816

Itchy feet vs cool heads : flow of funds in an agent-based financial market

Palczewski, Jan; Schenk-Hoppé, Klaus Reiner; Wang, Tongya - 2015

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Liability investment with downside risk

Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013

Persistent link: https://www.econbiz.de/10009748525

Portfolio choice with illiquid assets

Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761

Persistent link: https://www.econbiz.de/10010461809

Markets do not select for a liquidity preference as behavior towards risk

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - In: Journal of economic dynamics & control 30 (2006) 2, pp. 279-292

Persistent link: https://www.econbiz.de/10003269145

Survial of the fittest on Wall Street

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - In: Institutioneller Wandel, Marktprozesse und dynamische …, (pp. 339-367). 2004

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Why stocks may disappoint

Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508

Persistent link: https://www.econbiz.de/10002878239

Evolutionary stability of portfolio rules in incomplete markets

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - In: Journal of mathematical economics 41 (2005) 1/2, pp. 43-66

Persistent link: https://www.econbiz.de/10002643146

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