Journal Publications

ZORA Publication List

Publications

• 2006

  • De Giorgi, E., & Hens, T. (2006). Making prospect theory fit for finance Financial Markets and Portfolio Management, 20, 339–360. https://doi.org/10.1007/s11408-006-0019-1
  • Hens, T., Herings, P. J.-J., & Predtetchinskii, A. (2006). Limits to Arbitrage When Market Participation Is Restricted Journal of Mathematical Economics, 42, 556–564. https://doi.org/10.1016/j.jmateco.2006.04.001
  • Hens, T., & Schenk-Hoppe, K. R. (2006). Markets Do Not Select for a Liquidity Preference as Behavior Towards Risk Journal of Economic Dynamics and Control, 30, 279–292. https://doi.org/10.1016/j.jedc.2004.08.011
  • Evstigneev, I. V., Hens, T., & Schenk-Hoppe, K. R. (2006). Evolutionary Stable Stock Markets Economic Theory, 27, 449–468. https://doi.org/10.1007/s00199-005-0607-8

• 2005

  • Hens, T., & Schenk-Hoppé, K. R. (2005). Evolutionary finance: introduction to the special issue Journal of Mathematical Economics, 41, 1–5. https://doi.org/10.1016/j.jmateco.2004.09.001
  • Hens, T., & Schenk-Hoppé, K. R. (2005). Evolutionary stability of portfolio rules in incomplete markets Journal of Mathematical Economics, 41, 43–66. https://doi.org/10.1016/j.jmateco.2003.01.001
  • Amir, R., Evstigneev, I. V., Hens, T., & Schenk–Hoppé, K. R. (2005). Market selection and survival of investment strategies Journal of Mathematical Economics, 41, 105–122. https://doi.org/10.1016/j.jmateco.2003.10.006

• 2004

  • Hens, Thorsten; Pilgrim, Beate (2004). Sunspot equilibria and the transfer paradox Economic Theory, 24(3):583-602.
  • Hens, T., Reimann, S., & Vogt, B. (2004). Nash competitive equilibria and two-period fund separation Journal of Mathematical Economics, 40, 321–346. https://doi.org/10.1016/j.jmateco.2004.01.001

• 2002

  • Hens, T., Evstigneev, I. V., & Schenk-Hoppé, K. R. (2002). Market selection of financial trading strategies: global stability Mathematical Finance, 12, 329–339. https://doi.org/10.1111/j.1467-9965.2002.tb00127.x
  • Hens, T., Laitenberger, J., & Löffler, A. (2002). Two remarks on the uniqueness of equilibria in the CAPM Journal of Mathematical Economics, 37, 123–132. https://doi.org/10.1016/S0304-4068(02)00012-5
  • Hens, T., Schenk-Hoppé, K. R., & Stalder, M. (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, 465–487.

• 2001

  • Hens, T. (2001). An extension of Mantel (1976) to incomplete markets Journal of Mathematical Economics, 36, 141–149. https://doi.org/10.1016/S0304-4068(01)00071-4
  • Bettzüge, Marc Oliver; Hens, Thorsten (2001). An evolutionary approach to financial innovation Review of Economic Studies, 68(3):493-522.

• 2000

  • Bettzüge, M. O., Hens, T., Laitenberger, M., & Siwik, T. (2000). On Choquet prices in a GEI-model with intermediation costs Research in Economics, 54, 133–152. https://doi.org/10.1006/reec.1999.0214
  • Hens, T. (2000). Do Sunspots Matter When Spot Market Equilibria are Unique? Econometrica, 68, 435–441. https://doi.org/10.1111/1468-0262.00117

• 1999

  • Hens, T., Kirman, A., Phlips, L., & Jaeger, E. (1999). Exchange rates and oligopoly European Economic Review, 43, 621–648. https://doi.org/10.1016/S0014-2921(98)00020-8
  • Gottardi, P., & Hens, T. (1999). Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets Economic Theory, 13, 287–308. https://doi.org/10.1007/s001990050255

• 1998

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

• 1997

  • Hens, T. (1997). Stability of tâtonnement processes of short period equilibria with rational expectations Journal of Mathematical Economics, 28, 41–67. https://doi.org/10.1016/S0304-4068(96)00789-6

Pagination