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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
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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
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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
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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
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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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An application of evolutionary finance to firms listed in the Swiss Market Index
Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Marco - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 465-487
Persistent link: https://www.econbiz.de/10001720988
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Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michal A. H.; Evstigneev, Igor V.; … - In: Finance and stochastics 7 (2003) 2, pp. 263-276
Persistent link: https://www.econbiz.de/10001762762
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From rages to riches : on constant proportions investment strategies
Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 563-573
Persistent link: https://www.econbiz.de/10001743182
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Market selection of constant proportions investment strategies in continuous time
Palczewski, Jan; Schenk-Hoppé, Klaus Reiner - In: Journal of mathematical economics 46 (2010) 2, pp. 248-266
Persistent link: https://www.econbiz.de/10009299731
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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil; Evstigneev, Igor V.; Schenk-Hoppé, … - In: Mathematics and financial economics 14 (2020) 2, pp. 283-305
Persistent link: https://www.econbiz.de/10012240281