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Klaus Reiner Schenk-Hoppé
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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
2041996
Bifurcation scenarios of the noisy Duffing-van der Pol oscillator
KR Schenk-Hoppé
Nonlinear dynamics 11, 255-274, 1996
1441996
Evolutionary stable stock markets
IV Evstigneev, T Hens, KR Schenk-Hoppé
Economic Theory 27, 449-468, 2006
1392006
Evolutionary stability of portfolio rules in incomplete markets
T Hens, KR Schenk-Hoppé
Journal of mathematical economics 41 (1-2), 43-66, 2005
1152005
Handbook of financial markets: dynamics and evolution
T Hens, KR Schenk-Hoppé
Elsevier, 2009
1112009
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
1002005
Market selection of financial trading strategies: Global stability
IV Evstigneev, T Hens, KR Schenk‐Hoppé
Mathematical Finance 12 (4), 329-339, 2002
1002002
Evolutionary finance
IV Evstigneev, T Hens, KR Schenk-Hoppé
Handbook of financial markets: dynamics and evolution, 507-566, 2009
992009
An evolutionary model of Bertrand oligopoly
C Alós–Ferrer, AB Ania, KR Schenk–Hoppé
Games and Economic Behavior 33 (1), 1-19, 2000
972000
Random attractors--general properties, existence and applications to stochastic bifurcation theory
KR Schenk-Hoppé
Discrete and Continuous Dynamical Systems 4 (1), 99-130, 1997
881997
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
842009
The stochastic brusselator: Parametric noise destroys hoft bifurcation
H Crauel, M Gundlach, L Arnold, G Bleckert, KR Schenk-Hoppé
Stochastic dynamics, 71-92, 1999
781999
Globally evolutionarily stable portfolio rules
IV Evstigneev, T Hens, KR Schenk-Hoppé
Journal of Economic Theory 140 (1), 197-228, 2008
702008
Random dynamical systems in economics
KR Schenk-Hoppé
Stochastics and Dynamics 1 (01), 63-83, 2001
612001
Volatility-induced financial growth
MAH Dempster, IV Evstigneev, KR Schenk-Hoppé
Quantitative Finance 7 (2), 151-160, 2007
572007
Random fixed points in a stochastic Solow growth model
KR Schenk-Hoppé, B Schmalfuss
Journal of Mathematical Economics 36 (1), 19-30, 2001
522001
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
511996
Asset market games of survival: a synthesis of evolutionary and dynamic games
R Amir, IV Evstigneev, KR Schenk-Hoppé
Annals of Finance 9 (2), 121-144, 2013
502013
The evolution of Walrasian behavior in oligopolies
KR Schenk-Hoppé
Journal of Mathematical Economics 33 (1), 35-55, 2000
492000
Exponential growth of fixed-mix strategies in stationary asset markets
MAH Dempster, IV Evstigneev, KR Schenk-Hoppé
Finance and Stochastics 7, 263-276, 2003
472003
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