Journal Publications

ZORA Publication List

Publications

• 2006

  • 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.
  • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2005). Evolutionary stability of portfolio rules in incomplete markets Journal of Mathematical Economics, 41(1-2):43-66.
  • 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.

• 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

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

• 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.

Pagination