All Publications

ZORA Publication List

Publications

• Journal Article

  • 2010

    • Hens, Thorsten; Vogt, Bodo (2010). Indirect Reciprocity and Money Games and Economic Behavior, 70(2):354-374.
    • Gerber, Anke; Hens, Thorsten; Vogt, Bodo (2010). Rational investor sentiment in a repeated stochastic game with imperfect monitoring Journal of Economic Behavior & Organization, 76(3):669-704.

  • 2009

    • Hens, Thorsten; Steude, Sven C (2009). The leverage effect without leverage Finance Research Letters, 6(2):83-94.
    • De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management?

  • 2008

    • Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2008). Globally evolutionarily stable portfolio rules Journal of Economic Theory, 140(1):197-228.

  • 2007

    • Woehrmann, Peter; Hens, Thorsten (2007). Strategic asset allocation and market timing: a reinforcement learning approach Computational Economics, 29(3-4):369-381.
    • De Giorgi, Enrico; Mayer, János; Hens, Thorsten (2007). Computational aspects of prospect theory with asset pricing applications Computational Economics, 29(3-4):267-281.
    • Hens, Thorsten; Schenk-Hoppe, Klaus Reiner; Vogt, Bodo (2007). The great capitol hill baby sitting co-op: Anecdote or evidence for the optimum quantity of money?

  • 2006

    • De Giorgi, Enrico; Hens, Thorsten (2006). Making prospect theory fit for finance Financial markets and portfolio management, 20(3):339-360.
    • Hens, Thorsten; Herings, P Jean-Jacques; Predtetchinskii, Arkadi (2006). Limits to Arbitrage When Market Participation Is Restricted Journal of Mathematical Economics, 42(4-5):556-564.
    • Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2006). Markets Do Not Select for a Liquidity Preference as Behavior Towards Risk Journal of Economic Dynamics and Control, 30(2):279-292.
    • Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2006). Evolutionary Stable Stock Markets Economic Theory, 27:449-468.

  • 2005

    • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2005). Evolutionary finance: introduction to the special issue Journal of Mathematical Economics, 41(1-2):1-5.
    • Amir, Rabah; Evstigneev, Igor V; Hens, Thorsten; Schenk–Hoppé, Klaus Reiner (2005). Market selection and survival of investment strategies Journal of Mathematical Economics, 41(1-2):105-122.
    • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2005). Evolutionary stability of portfolio rules in incomplete markets Journal of Mathematical Economics, 41(1-2):43-66.

  • 2004

    • Hens, Thorsten; Pilgrim, Beate (2004). Sunspot equilibria and the transfer paradox Economic Theory, 24(3):583-602.
    • Hens, Thorsten; Reimann, Stefan; Vogt, Bodo (2004). Nash competitive equilibria and two-period fund separation Journal of Mathematical Economics, 40(3-4):321-346.

  • 2002

    • Hens, Thorsten; Evstigneev, Igor V; Schenk-Hoppé, Klaus Reiner (2002). Market selection of financial trading strategies: global stability Mathematical Finance, 12(4):329-339.
    • Hens, Thorsten; Laitenberger, Jörg; Löffler, Andreas (2002). Two remarks on the uniqueness of equilibria in the CAPM Journal of Mathematical Economics, 37(2):123-132.
    • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Martin (2002). An application of evolutionary finance to firms listed in the Swiss Market Index Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 138(4):465-487.

  • 2001

    • Bettzüge, Marc Oliver; Hens, Thorsten (2001). An evolutionary approach to financial innovation Review of Economic Studies, 68(3):493-522.
    • Hens, Thorsten (2001). An extension of Mantel (1976) to incomplete markets Journal of Mathematical Economics, 36(2):141-149.

  • 2000

    • Bettzüge, Marc Oliver; Hens, Thorsten; Laitenberger, Marta; Siwik, Thomas (2000). On Choquet prices in a GEI-model with intermediation costs Research in Economics, 54(2):133-152.
    • Hens, Thorsten (2000). Do Sunspots Matter When Spot Market Equilibria are Unique?

  • 1999

    • Hens, Thorsten; Kirman, Alan; Phlips, Luis; Jaeger, Eckart (1999). Exchange rates and oligopoly European Economic Review, 43(3):621-648.
    • Gottardi, Piero; Hens, Thorsten (1999). Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets Economic Theory, 13(2):287-308.

  • 1998

    • Hens, Thorsten (1998). Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model Journal of Institutional and Theoretical Economics, 154(1):325-327.

  • 1997

    • Hens, Thorsten (1997). Stability of tâtonnement processes of short period equilibria with rational expectations Journal of Mathematical Economics, 28(1):41-67.
    • Hens, Thorsten (1997). Exchange rates and perfect competition Journal of Economics, 65(2):151-161.

  • 1996

    • Gottardi, Piero; Hens, Thorsten (1996). The Survival Assumption and Existence of Competitive Equilibria When Asset Markets are Incomplete Journal of Economic Theory, 71(2):313-323.
    • Bottazzi, Jean-Marc; Hens, Thorsten (1996). Excess Demand Functions and Incomplete Markets Journal of Economic Theory, 68(1):49-63.

  • 1995

    • Hens, Thorsten; Löffler, Andreas (1995). A Note on Gross Substitution in Financial Markets Economics Letters, 49(1):39-43.

  • 1992

    • Hens, Thorsten (1992). A note on Savage's theorem with a finite number of states Journal of Risk and Uncertainty, 5:63-71.

• Book Section

  • 2020

    • Hens, Thorsten (2020). Will the Blockchain help to Denationalize Money?

  • 2017

    • Hens, Thorsten; Sethe, Rolf (2017). Die Bestimmung der Angemessenheit und der Geeignetheit von Finanzdienstleistungen und Finanzinstrumenten In: Weber, Rolf H; Stoffel, Walter A; Chenaux, Jean-Luc; Sethe, Rolf . Aktuelle Herausforderungen des Gesellschafts- und Finanzmarktrechts: Festschrift für Hans Caspar von der Crone zum 60. Geburtstag. Zürich: Schulthess Verlag, 589-618.

  • 2016

    • Hens, Thorsten; Axtell, Robert; Kirman, Alan; Couzin, Iain D; Fricke, Daniel; Hochberg, Michael E; Mayfield, John E; Schuster, Peter; Sethi, Rajiv (2016). Challenges of integration complexity and evolution into economics In: Wilson, David S; Kirman, Alan . Complexity and Evolution - Toward a New Synthesis for Economics. Cambridge, Massachusetts: MIT, 65-81.
    • Evstigneev, Igor; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2016). Evolutionary behavioural finance In: Haven, Emmanuel; Molyneux, Philip; Wilson, John; Fedotov, Sergei; Duygun, Meryem . The Handbook of Post Crisis Financial Modelling. London: Palgrave Macmillan UK, 214-234.
    • Hens, Thorsten (2016). Evolutionary Finance In: Leube, Kurt R . An Enterprising, Liberal and generous Mind. Fürstentum Liechtenstein: van Eck Verlag, 61-67.

  • 2013

    • Hens, Thorsten (2013). Anlegerschutz und Behavioral Finance In: Zobl, D; Giovanoli, M; Weber, R; Sethe, Rolf . Anlegerschutz im Finanzmarktrecht kontrovers diskutiert. Zürich, Basel und Genf: Schulthess Verlag, 1-12.
    • Brune, Amelie (2013). Experimentelle Ökonomie und Finanzmarktregulierung In: Hens, Thorsten; Sethe, Rolf; Von der Crone, Hans Caspar; Weber, Rolf H . Anlegerschutz im Finanzmarktrecht kontrovers diskutiert. Zürich: Schulthess Verlag, 13-24.

  • 2011

    • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Evstigneev, Igor V (2011). Survival and evolutionary stability of the Kelly rule In: MacLean, Leonard C; Thorp, Edward O; Ziemba, William T . The Kelly Capital Growth Investment Criterion: Theory and Practice. Singapore: World Scientific Publishing, 273-284.
    • Hens, Thorsten (2011). Speculative Bubbles - A Neo Austrian Perspective In: Leube, Kurt . Economics, Politics, Philosophy, and the Arts. Essays in Honor of H.S.H. Prince Philipp of Liechtenstein. Liechtenstein: van Eck Verlag, 31-40.

  • 2010

    • Hens, Thorsten; Bachmann, Kremena (2010). Behavioural Finance and Investment Advice In: Brian, Bruce . Handbook on Behavioural Finance. UK: Edward Elgar Publishing, 301-321.

  • 2005

    • Hens, Thorsten; Mayer, Janos; Pilgrim, Beate (2005). Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets In: Citanna, Alessandro; Donaldson, John; Polemarchakis, Herakles; Siconolfi, Paolo; Spear, Stephen . Essays in Dynamic General Equilibrium Theory : Festschrift for David Cass. Berlin: Springer (Bücher), 75-106.

  • 2004

    • Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2004). Survival of the Fittest on Wall Street In: Lehmann-Waffenschmidt, Marco; Ebner, Alexander; Fornahl, Dirk . Institutioneller Wandel, Marktprozesse und dynamische Wirtschaftspolitik : Perspektiven der Evolutorischen Ökonomik. Marburg: Metropolis, 339-370.

  • 2001

    • Hens, Thorsten (2001). A theoretical analysis of the mean Slutsky-income effect in the CAPM In: Debreu, Gérard; Neuefeind, Wilhelm; Trockel, Walter . Economics Essays : a Festschrift for Werner Hildenbrand. Berlin: Springer, 201-212.

  • 1999

    • Hens, Thorsten; Schmedders, Karl; Voss, Beate (1999). On multiplicity of competitive equilibria when financial markets are incomplete In: Herings, P Jean-Jacques; van der Laan, Gerard; Talman, Dolf . The Theory of Markets. Amsterdam: North-Holland (Elsevier), 165-191.

  • 1998

    • Hens, Thorsten (1998). Incomplete markets In: Kirman, Alan . Elements of general equilibrium analysis. Oxford: Blackwell Publishers, 139-210.

• Conference or Workshop item

  • 2012

    • Brune, Amelie; Hens, Thorsten (2012). Experimental Economics and Financial Market Regulation In: Internal seminar at the Royal Ministry of Finance, Norway, Oslo, Norway, 24 September 2012.

  • 2000

    • Keil, Thomas; Fomin, Vladislav (2000). Standardization: bridging the gap between economic and social theory In: International Conference on Information Systems, Brisbane, 10 December 2000 - 13 December 2000. ICIS, 206-217.

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