Journal Publications
Forthcoming Publications
Complementarity and Substitutability of Investment Strategies Journal of Evolutionary Economics.
Published Papers in Academic Journals
ZORA Publication List
Publications
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2025
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2024
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Modelling sustainable investing in the CAPM Annals of Operations Research:Epub ahead of print.
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2023
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Experimental research on retirement decision-making: evidence from replications Journal of Banking and Finance, 152:106851.
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Evolutionary Finance: A model with endogenous asset payoffs Journal of Bioeconomics, 25:117-143.
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2022
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Evolutionary Finance for Multi-Asset Investors Financial Analysts Journal, 78(3):115-127.
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Stefan Nagel: Machine learning in asset pricing Journal of Economics, 136:91-92.
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Financial intermediation and the welfare theorems in incomplete markets Economic Theory, 73(2-3):457-486.
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An evolutionary finance model with short selling and endogenous asset supply Economic Theory, 73:655-677.
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Behavioral heterogeneity in the CAPM with evolutionary dynamics Journal of Evolutionary Economics, 32:1499-1521.
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2021
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Evolution in pecunia Proceedings of the National Academy of Sciences of the United States of America, 118(26):e2016514118.
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Universal time preference PLoS ONE, 16(2):e0245692.
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Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly Applied Economics Letters, 28(6):501-507.
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2020
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Patience Is a Virtue: In Value Investing International Review of Finance, 20(4):1019-1031.
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Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets Journal of Mathematical Economics, 91:121-135.
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An Evolutionary Finance Model with a Risk-Free Asset Annals of Finance, 16:593-607.
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Value and patience: The value premium in a dividend-growth model with hyperbolic discounting Journal of Economic Behavior & Organization, 172:161-179.
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Escaping the Backtesting Illusion Journal of Portfolio Management, 46(4):81-93.
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Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets Mathematics and Financial Economics, 14:249-262.
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2019
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Mystery Shopping als Teil der Compliance - Am Beispiel des Bilanz Private Banking Rating Schweizerische Zeitschrift für Wirtschafts- und Finanzmarktrecht (SZW), (6):568-581.
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