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Viser treff 1-50 av 54 << Forrige 1 2    Neste >>

2021
1 Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten.
Universal time preference. PLOS ONE 2021 ;Volum 16.(2) s. -
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2020
2 Amir, Rabah; Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten.
An evolutionary finance model with short selling and endogenous asset supply. Economic Theory 2020
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3 Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten.
An evolutionary finance model with a risk-free asset. Annals of Finance 2020
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4 Belkov, Sergei; Evstigneev, Igor V; Hens, Thorsten; Xu, Le.
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets. Mathematics and Financial Economics 2020
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5 Bettzüge, Marc Oliver; Hens, Thorsten; Zierhut, Michael.
Financial intermediation and the welfare theorems in incomplete markets. Economic Theory 2020
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6 Evstigneev, Igor; Hens, Thorsten; Potapova, Valeriya; Schenk-Hoppe, Klaus Reiner.
Behavioral equilibrium and evolutionary dynamics in asset markets. Journal of Mathematical Economics 2020 ;Volum 91. s. 121-135
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7 Hens, Thorsten; Schindler, Nilüfer.
Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. Journal of Economic Behavior and Organization 2020 ;Volum 172. s. 161-179
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8 Hens, Thorsten; Naebi, Fatemeh.
Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly. Applied Economics Letters 2020
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9 Hens, Thorsten; Schenk-Hoppe, Klaus Reiner; Woesthoff, Mathis-Hendrik.
Escaping the Backtesting Illusion. Journal of Portfolio Management 2020 ;Volum 46.(4) s. 81-93
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2019
10 Bradbury, Meike A.S.; Hens, Thorsten; Zeisberger, Stefan.
How persistent are the effects of experience sampling on investor behavior?. Journal of Banking & Finance 2019 ;Volum 98. s. 61-79
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2018
11 Hens, Thorsten; Lensberg, Terje; Schenk-Hoppe, Klaus Reiner.
Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. International Review of Finance 2018 ;Volum 18.(4) s. 727-741
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12 Hens, Thorsten; Schenk-Hoppe, Klaus Reiner.
Patience Is a Virtue: In Value Investing. International Review of Finance 2018
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2017
13 Hens, Thorsten; Mayer, János.
Cumulative prospect theory and mean–variance analysis: a rigorous comparison. Journal of Computational Finance 2017 ;Volum 21.(3) s. 47-73
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14 Hens, Thorsten; Mayer, János.
Decision Theory Matters for Financial Advice. Computational Economics 2017 s. 1-32
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15 Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten.
Estimating cumulative prospect theory parameters from an international survey. Theory and Decision 2017 ;Volum 82.(4) s. 567-596
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16 Wang, Mei; Rieger, Marc Oliver; Hens, Thorsten.
The Impact of Culture on Loss Aversion. Journal of Behavioral Decision Making 2017 ;Volum 30.(2) s. 270-281
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2016
17 Bachmann, Kremena; Hens, Thorsten.
Is there Swissness in investment decision behavior and investment competence?. Finanzmarkt und Portfolio Management 2016 ;Volum 30.(3) s. 233-275
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18 Dluhosch, Barbara; Hens, Thorsten.
A rigorous approach to business services offshoring and North–North trade. Applied Economics 2016 ;Volum 48.(15) s. 1390-1401
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19 Wang, Mei; Rieger, Marc Oliver; Hens, Thorsten.
How time preferences differ: Evidence from 53 countries. Journal of Economic Psychology 2016 ;Volum 52. s. 115-135
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2015
20 Bachmann, Kremena; Hens, Thorsten.
Investment competence and advice seeking. Journal of Behavioral and Experimental Finance 2015 ;Volum 6. s. 27-41
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21 Bradbury, Mike A. S.; Hens, Thorsten; Zeisberger, Stefan.
Improving Investment Decisions with Simulated Experience. Review of Finance 2015 ;Volum 19.(3) s. 1019-1052
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22 Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten.
Risk preferences around the world. Management science 2015 ;Volum 61.(3) s. 637-648
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2014
23 Brune, Amelie; Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei.
The war puzzle: contradictory effects of international conflicts on stock markets. International Review of Economics 2014 ;Volum 62.(1) s. 1-21
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24 Hens, Thorsten; Rieger, Marc Oliver.
Can utility optimization explain the demand for structured investment products?. Quantitative finance (Print) 2014 ;Volum 14.(4) s. 673-681
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2013
25 Fischbacher, Urs; Hens, Thorsten; Zeisberger, Stefan.
The impact of monetary policy on stock market bubbles and trading behavior: Evidence from the lab. Journal of Economic Dynamics and Control 2013 ;Volum 37.(10) s. 2104-2122
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26 Haug, Jørgen; Hens, Thorsten; Woehrmann, Peter.
Risk aversion in the large and in the small. Economics Letters 2013 ;Volum 118.(2) s. 310-313
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27 Hens, Thorsten; Reichlin, Christian.
Three Solutions to the Pricing Kernel Puzzle. Review of Finance 2013 ;Volum 17.(3) s. 1065-1098
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2011
28 Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppe, Klaus Reiner.
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Mathematics and Financial Economics 2011 ;Volum 5.(3) s. 185-202
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29 Hens, Thorsten; Lensberg, Terje; Schenk-Hoppe, Klaus Reiner; Wöhrmann, Peter.
An evolutionary explanation of the value premium puzzle. Journal of evolutionary economics 2011 ;Volum 21.(5) s. 803-815
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30 Hens, Thorsten; Amir, Rabah; Evstigneev, Igor V.; Xu, Le.
Evolutionary finance and dynamic games. Mathematics and Financial Economics 2011 ;Volum 5.(3) s. 161-184
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31 Hens, Thorsten; Vlcek, Martin.
Does Prospect Theory Explain the Disposition Effect?. Journal of Behavorial Finance 2011 ;Volum 12.(3) s. 141-157
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2010
32 De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver.
Financial market equilibria with cumulative prospect theory. Journal of Mathematical Economics 2010 ;Volum 46.(5) s. 633-651
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33 Gerber, Anke; Hens, Thorsten; Woehrmann, Peter.
Dynamic General Equilibrium and T-Period Fund Separation. Journal of Financial and Quantitative Analysis 2010 ;Volum 45.(2) s. 369-400
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34 Gerber, Anke; Hens, Thorsten; Woehrmann, Peter.
Dynamic General Equilibrium and T-Period Fund Separation. Journal of Financial and Quantitative Analysis 2010 ;Volum 45.(2) s. 369-400
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35 Hens, Thorsten; Vogt, Bodo.
Indirect reciprocity and money. Games and Economic Behavior 2010 ;Volum 70.(2) s. 354-374
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36 Hens, Thorsten; Vogt, Bodo.
Indirect reciprocity and money. Games and Economic Behavior 2010 ;Volum 70.(2) s. 354-374
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2008
37 Evstigneev, Igor V.; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner.
Globally evolutionarily stable portfolio rules. Journal of Economic Theory 2008 ;Volum 140.(1) s. 197-228
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2007
38 Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Vogt, Bodo.
The Great Capitol Hill Baby Sitting Co-op: Anecdote or Evidence for the Optimum Quantity of Money?. Journal of Money, Credit and Banking 2007 ;Volum 39.(6) s. 1305-1333
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39 De Giorgi, Enrico; Hens, Thorsten; Mayer, Janós.
Computational Aspects of Prospect Theory with Asset Pricing Applications. Computational Economics 2007 ;Volum 29.(3-4) s. 267-281
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40 Hens, Thorsten; Wöhrmann, Peter.
Strategic Asset Allocation and Market Timing: A Reinforcement Learning Approach. Computational Economics 2007 ;Volum 29.(3-4) s. 369-381
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2006
41 Hens, Thorsten; Schenk-Hoppé, Klaus Reiner.
Markets do not select for a liquidity preference as behavior towards risk. Journal of Economic Dynamics and Control 2006 ;Volum 30.(2) s. 279-292
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42 Evstigneev, Igor V.; Hens, Thorsten; Schenk–Hoppé, Klaus Reiner.
Evolutionary stable stock markets. Economic Theory 2006 ;Volum 27.(2) s. 449-468
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43 Hens, Thorsten; Herings, P. Jean-Jacques; Predtetchinskii, Arkadi.
Limits to arbitrage when market participation is restricted. Journal of Mathematical Economics 2006 ;Volum 42.(4-5) s. 556-564
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2005
44 Amir, Rabah; Evstigneev, Igor V.; Hens, Thorsten; Schenk–Hoppé, Klaus Reiner.
Market selection and survival of investment strategies. Journal of Mathematical Economics 2005 ;Volum 41.(1/2) s. 105-122
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45 Hens, Thorsten; Mayer, Janós; Pilgrim, Beate.
Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets. I: Essays in dynamic general equilibrium theory : Festschrift for David Cass. Springer 2005 s. 75-106
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46 Hens, Thorsten; Schenk–Hoppé, Klaus Reiner.
Evolutionary finance: introduction to the special issue. Journal of Mathematical Economics 2005 ;Volum 41.(1/2) s. 1-5
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47 Hens, Thorsten; Schenk–Hoppé, Klaus Reiner.
Evolutionary stability of portfolio rules in incomplete markets. Journal of Mathematical Economics 2005 ;Volum 41.(1/2) s. 43-66
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2004
48 Hens, Thorsten; Pilgrim, Beate.
Sunspot Equilibria and the Transfer Paradox. Economic Theory 2004 ;Volum 24.(3) s. 583-602
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49 Hens, Thorsten; Reimann, Stefan; Vogt, Bodo.
Nash competitive equilibria and two-period fund separation. Journal of Mathematical Economics 2004 ;Volum 40.(3-4) s. 321-346
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2002
50 Evstigneev, Igor V.; Hens, Thorsten; Schenk–Hoppé, Klaus Reiner.
Market Selection of Financial Trading Strategies: Global Stability. Mathematical Finance 2002 ;Volum 12.(4) s. 329-339
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