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Klaus Reiner Schenk-Hoppé
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Cited by
Year
Toward an understanding of stochastic Hopf bifurcation: a case study
L Arnold, N Sri Namachchivaya, KR Schenk-Hoppé
International Journal of Bifurcation and Chaos 6 (11), 1947-1975, 1996
1861996
Handbook of financial markets: dynamics and evolution
T Hens, KR Schenk-Hoppé
Elsevier, 2009
1602009
Bifurcation scenarios of the noisy Duffing-van der Pol oscillator
KR Schenk-Hoppé
Nonlinear dynamics 11 (3), 255-274, 1996
1381996
Evolutionary stable stock markets
IV Evstigneev, T Hens, KR Schenk-Hoppé
Economic Theory 27 (2), 449-468, 2006
1212006
Evolutionary stability of portfolio rules in incomplete markets
T Hens, KR Schenk-Hoppé
Journal of mathematical economics 41 (1-2), 43-66, 2005
1122005
An evolutionary model of Bertrand oligopoly
C Alós–Ferrer, AB Ania, KR Schenk–Hoppé
Games and Economic Behavior 33 (1), 1-19, 2000
942000
Market selection and survival of investment strategies
R Amir, IV Evstigneev, T Hens, KR Schenk–Hoppé
Journal of Mathematical Economics 41 (1-2), 105-122, 2005
932005
Market selection of financial trading strategies: Global stability
IV Evstigneev, T Hens, KR Schenk‐Hoppé
Mathematical Finance 12 (4), 329-339, 2002
932002
Evolutionary finance
IV Evstigneev, T Hens, KR Schenk-Hoppé
Handbook of financial markets: dynamics and evolution, 507-566, 2009
912009
Random attractors--general properties, existence and applications to stochastic bifurcation theory
KR Schenk-Hoppé
Discrete & Continuous Dynamical Systems 4 (1), 99, 1998
861998
Risk minimization in stochastic volatility models: model risk and empirical performance
R Poulsen, KR Schenk-Hoppé, CO Ewald
Quantitative Finance 9 (6), 693-704, 2009
812009
The stochastic brusselator: Parametric noise destroys hoft bifurcation
L Arnold, G Bleckert, KR Schenk-Hoppé
Stochastic dynamics, 71-92, 1999
741999
Globally evolutionarily stable portfolio rules
IV Evstigneev, T Hens, KR Schenk-Hoppé
Journal of Economic Theory 140 (1), 197-228, 2008
622008
Random dynamical systems in economics
KR Schenk-Hoppé
Stochastics and Dynamics 1 (01), 63-83, 2001
622001
Volatility-induced financial growth
MAH Dempster, IV Evstigneev, KR Schenk-Hoppé
Quantitative Finance 7 (2), 151-160, 2007
542007
Random fixed points in a stochastic Solow growth model
KR Schenk-Hoppé, B Schmalfuss
Journal of Mathematical Economics 36 (1), 19-30, 2001
512001
The evolution of Walrasian behavior in oligopolies
KR Schenk-Hoppé
Journal of Mathematical Economics 33 (1), 35-55, 2000
502000
Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive
KR Schenk-Hoppé
Zeitschrift für angewandte Mathematik und Physik ZAMP 47 (5), 740-759, 1996
481996
An application of evolutionary finance to firms listed in the Swiss market index
T Hens, KR Schenk-Hoppé, M Stalder
Zurich IEER Working Paper, 2002
472002
Exponential growth of fixed-mix strategies in stationary asset markets
MAH Dempster, IV Evstigneev, KR Schenk-Hoppé
Finance and Stochastics 7 (2), 263-276, 2003
462003
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