Journal Publications

ZORA Publication List

Publications

• 2012

  • Hens, Thorsten; Rieger, Marc O (2012). Explaining the demand for structured financial products: survey and field experiment evidence. Zeitschrift für Betriebswirtschaft, 82(5):491-508.
  • Levy, Haim; De Giorgi, Enrico G; Hens, Thorsten (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?. European financial management, 18(2):163-182.

• 2011

  • Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Wöhrmann, Peter (2011). An evolutionary explanation of the value premium puzzle. Journal of Evolutionary Economics, 21(5):803-815.
  • Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2011). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Mathematics and Financial Economics, 5(3):185-202.
  • Hens, Thorsten; Amir, Rabah; Evstigneev, I V; Xu, Le (2011). Evolutionary finance and dynamic games. Mathematics and Financial Economics, 5(3):161-184.
  • Hens, Thorsten; Vlcek, Martin (2011). Does prospect theory explain the disposition effect?. Journal of Behavioral Finance, 12(3):141-157.
  • De Giorgi, Enrico; Hens, Thorsten; Mayer, Janos (2011). A note on reward-risk portfolio selection and two-fund separation. Finance Research Letters, 8(2):52-58.

• 2010

  • Hens, Thorsten; Vogt, Bodo (2010). Indirect Reciprocity and Money. Games and Economic Behavior, 70(2):354-374.
  • De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver (2010). Financial Market Equilibria with Cumulative Prospect Theory. Journal of Mathematical Economics, 46(5):633-651.
  • Hens, Thorsten; Gerber, Anke; Woehrmann, Peter (2010). Dynamic general equilibrium and T-period fund separation. Journal of Financial and Quantitative Analysis, 45(2):369-400.
  • Gerber, Anke; Hens, Thorsten; Vogt, Bodo (2010). Rational investor sentiment in a repeated stochastic game with imperfect monitoring. Journal of Economic Behavior & Organization, 76(3):669-704.

• 2009

  • Hens, Thorsten; Steude, Sven C (2009). The leverage effect without leverage. Finance Research Letters, 6(2):83-94.
  • De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management?. Investment Management and Financial Innovations, 6(1):122-129.

• 2008

  • Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2008). Globally evolutionarily stable portfolio rules. Journal of Economic Theory, 140(1):197-228.

• 2007

  • Woehrmann, Peter; Hens, Thorsten (2007). Strategic asset allocation and market timing: a reinforcement learning approach. Computational Economics, 29(3-4):369-381.
  • De Giorgi, Enrico; Mayer, János; Hens, Thorsten (2007). Computational aspects of prospect theory with asset pricing applications. Computational Economics, 29(3-4):267-281.
  • Hens, Thorsten; Schenk-Hoppe, Klaus Reiner; Vogt, Bodo (2007). The great capitol hill baby sitting co-op: Anecdote or evidence for the optimum quantity of money?. Journal of Money, Credit, and Banking, 39(6):1305-1333.

• 2006

  • De Giorgi, Enrico; Hens, Thorsten (2006). Making prospect theory fit for finance. Financial markets and portfolio management, 20(3):339-360.
  • Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2006). Evolutionary Stable Stock Markets. Economic Theory, 27:449-468.
  • Hens, Thorsten; Herings, P Jean-Jacques; Predtetchinskii, Arkadi (2006). Limits to Arbitrage When Market Participation Is Restricted. Journal of Mathematical Economics, 42(4-5):556-564.
  • 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.

Pagination