Journal Publications

ZORA Publication List

Publications

• 2018

  • Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (2018). Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. International Review of Finance, 18(4):727-741.
  • Hens, Thorsten; Mayer, János (2018). Decision Theory Matters for Financial Advice. Computational Economics, 52(1):195-226.
  • Bachmann, Kremena; Hens, Thorsten; Stössel, Remo (2018). Which measures predict risk taking in a multi-stage controlled investment decision process?. Financial Services Review, 26:339-365.

• 2017

  • Hens, Thorsten; Mayer, János (2017). Cumulative prospect theory and mean-variance analysis: a rigorous comparison. Journal of Computational Finance, 21(3):47-73.
  • Hens, Thorsten; Gerber, Anke (2017). Modelling alpha in a CAPM with heterogenous beliefs. Journal of Finance & Economics, 5(2):1-21.
  • Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten (2017). Estimating cumulative prospect theory parameters from an international survey. Theory and Decision, 82(4):567-596.
  • Hens, Thorsten; Rieger, Marc O; Wang, Mei (2017). The Impact of Culture on Loss Aversion. Journal of Behavioral Decision Making, 30(2):270-281.

• 2016

  • Bachmann, Kremena; Hens, Thorsten (2016). Is there Swissness in investment decision behavior and investment competence?. Financial markets and portfolio management, 30(3):233-275.
  • Dluhosch, Barbara; Hens, Thorsten (2016). A rigorous approach to business services offshoring and North–North trade. Applied Economics, 48(15):1390-1401.
  • Wang, Mei; Rieger, Marc Oliver; Hens, Thorsten (2016). How time preferences differ: Evidence from 53 countries. Journal of Economic Psychology, 52:115-135.

• 2015

  • Brune, Amelie; Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2015). The war puzzle: contradictory effects of international conflicts on stock markets. International Review of Economics, 62(1):1-21.
  • Bachmann, Kremena; Hens, Thorsten (2015). Investment competence and advice seeking. Journal of Behavioral and Experimental Finance, 6:27-41.
  • Hens, Thorsten; Breuer, Wolfgang; Wang, Mei; Salzmann, Astrid J (2015). On the determinants of household debt maturity choice. Applied Economics, 47(5):449-465.
  • Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten (2015). Risk preferences around the world. Management Science, 61(3):637-648.
  • Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2015). Improving investment decisions with simulated experience. Review of Finance, 19(3):1019-1052.

• 2014

  • Hens, Thorsten (2014). Slanina, František : Essentials of econophysics modelling.. Journal of Economics, 112(3):295-297.
  • Hens, Thorsten; Rieger, Marc Oliver (2014). Can utility optimization explain the demand for structured investment products?. Quantitative Finance, 14(4):673-681.

• 2013

  • Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2013). International evidence on the equity premium puzzle and time discounting. Multinational Finance Journal, 17(3/4):149-163.
  • Hens, Thorsten; Reichlin, Christian (2013). Three solutions to the pricing kernel puzzle. Review of Finance, 17(3):1065-1098.
  • Haug, Jorgen; Hens, Thorsten; Woehrmann, Peter (2013). Risk aversion in the large and in the small. Economics Letters, 118(2):310-313.
  • Fischbacher, Urs; Hens, Thorsten; Zeisberger, Stefan (2013). The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab. Journal of Economic Dynamics and Control, 37(10):2104-2122.

Pagination