Klaus Reiner Schenk-Hoppé

Publication Activity (10 Years)

Years Active: 2000-2015
Publications (10 Years): 1

Top Topics

Transaction Costs

Portfolio Optimization

State Dependent

Factor Analysis

Top Venues

Eur. J. Oper. Res.

Publications

Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé, Huamao Wang
Dynamic portfolio optimization with transaction costs and state-dependent drift. Eur. J. Oper. Res. 243 (3) (2015)
Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
Globally evolutionarily stable portfolio rules. J. Econ. Theory 140 (1) (2008)
Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé
Exponential growth of fixed-mix strategies in stationary asset markets. Finance Stochastics 7 (2) (2003)
Klaus Reiner Schenk-Hoppé
Sample-Path Stability of Non-Stationary Dynamic Economic Systems. Ann. Oper. Res. 114 (1-4) (2002)
Carlos Alós-Ferrer, Ana B. Ania, Klaus Reiner Schenk-Hoppé
An Evolutionary Model of Bertrand Oligopoly. Games Econ. Behav. 33 (1) (2000)