Journal Publications

ZORA Publication List

Publications

• 2013

  • Hens, T., & Reichlin, C. (2013). Three solutions to the pricing kernel puzzle Review of Finance, 17, 1065–1098. https://doi.org/10.1093/rof/rfs008
  • Haug, J., Hens, T., & Woehrmann, P. (2013). Risk aversion in the large and in the small Economics Letters, 118, 310–313. https://doi.org/10.1016/j.econlet.2012.11.013
  • Fischbacher, U., Hens, T., & Zeisberger, S. (2013). The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab Journal of Economic Dynamics and Control, 37, 2104–2122. https://doi.org/10.1016/j.jedc.2013.04.004

• 2012

  • Levy, H., De Giorgi, E. G., & Hens, T. (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? European Financial Management, 18, 163–182. https://doi.org/10.1111/j.1468-036X.2011.00617.x
  • Hens, T., & Rieger, M. O. (2012). Explaining the demand for structured financial products: survey and field experiment evidence Journal of Business Economics / Zeitschrift Für Betriebswirtschaft, 82, 491–508. https://doi.org/10.1007/s11573-012-0560-5

• 2011

  • Hens, T., Lensberg, T., Schenk-Hoppé, K. R., & Wöhrmann, P. (2011). An evolutionary explanation of the value premium puzzle Journal of Evolutionary Economics, 21, 803–815. https://doi.org/10.1007/s00191-010-0213-1
  • De Giorgi, E., Hens, T., & Mayer, J. (2011). A note on reward-risk portfolio selection and two-fund separation Finance Research Letters, 8, 52–58. https://doi.org/10.1016/j.frl.2010.11.003
  • Hens, T., Amir, R., Evstigneev, I. V., & Xu, L. (2011). Evolutionary finance and dynamic games Mathematics and Financial Economics, 5, 161–184. https://doi.org/10.1007/s11579-011-0053-2
  • Evstigneev, I. V., Hens, T., & Schenk-Hoppé, K. R. (2011). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset Mathematics and Financial Economics, 5, 185–202. https://doi.org/10.1007/s11579-011-0056-z
  • Hens, T., & Vlcek, M. (2011). Does prospect theory explain the disposition effect? Journal of Behavioral Finance, 12, 141–157. https://doi.org/10.1080/15427560.2011.601976

• 2010

  • Hens, T., & Vogt, B. (2010). Indirect Reciprocity and Money Games and Economic Behavior, 70, 354–374. https://doi.org/10.1016/j.geb.2010.02.003
  • De Giorgi, E., Hens, T., & Rieger, M. O. (2010). Financial Market Equilibria with Cumulative Prospect Theory Journal of Mathematical Economics, 46, 633–651. https://doi.org/10.1016/j.jmateco.2010.06.001
  • Hens, T., Gerber, A., & Woehrmann, P. (2010). Dynamic general equilibrium and T-period fund separation Journal of Financial and Quantitative Analysis, 45, 369–400. https://doi.org/10.1017/S0022109010000049
  • Gerber, A., Hens, T., & Vogt, B. (2010). Rational investor sentiment in a repeated stochastic game with imperfect monitoring Journal of Economic Behavior & Organization, 76, 669–704. https://doi.org/10.1016/j.jebo.2010.08.001

• 2009

  • Hens, T., & Steude, S. C. (2009). The leverage effect without leverage Finance Research Letters, 6, 83–94. https://doi.org/10.1016/j.frl.2009.01.002
  • De Giorgi, E., & Hens, T. (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management? Investment Management and Financial Innovations, 6, 122–129.

• 2008

  • Evstigneev, I. V., Hens, T., & Schenk-Hoppé, K. R. (2008). Globally evolutionarily stable portfolio rules Journal of Economic Theory, 140, 197–228. https://doi.org/10.1016/j.jet.2007.09.005

• 2007

  • Woehrmann, P., & Hens, T. (2007). Strategic asset allocation and market timing: a reinforcement learning approach Computational Economics, 29, 369–381. https://doi.org/10.1007/s10614-006-9064-0
  • De Giorgi, E., Mayer, J., & Hens, T. (2007). Computational aspects of prospect theory with asset pricing applications Computational Economics, 29, 267–281. https://doi.org/10.1007/s10614-006-9062-2
  • Hens, T., Schenk-Hoppe, K. R., & Vogt, B. (2007). The great capitol hill baby sitting co-op: Anecdote or evidence for the optimum quantity of money? Journal of Money, Credit and Banking, 39, 1305–1333. https://doi.org/10.1111/j.1538-4616.2007.00068.x

Pagination