Journal Publications

ZORA Publication List

Publications

• 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.

• 2005

  • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2005). Evolutionary finance: introduction to the special issue. Journal of Mathematical Economics, 41(1-2):1-5.
  • Amir, Rabah; Evstigneev, Igor V; Hens, Thorsten; Schenk–Hoppé, Klaus Reiner (2005). Market selection and survival of investment strategies. Journal of Mathematical Economics, 41(1-2):105-122.
  • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2005). Evolutionary stability of portfolio rules in incomplete markets. Journal of Mathematical Economics, 41(1-2):43-66.

• 2004

  • Hens, Thorsten; Pilgrim, Beate (2004). Sunspot equilibria and the transfer paradox. Economic Theory, 24(3):583-602.
  • Hens, Thorsten; Reimann, Stefan; Vogt, Bodo (2004). Nash competitive equilibria and two-period fund separation. Journal of Mathematical Economics, 40(3-4):321-346.

• 2002

  • Hens, Thorsten; Evstigneev, Igor V; Schenk-Hoppé, Klaus Reiner (2002). Market selection of financial trading strategies: global stability. Mathematical Finance, 12(4):329-339.
  • Hens, Thorsten; Laitenberger, Jörg; Löffler, Andreas (2002). Two remarks on the uniqueness of equilibria in the CAPM. Journal of Mathematical Economics, 37(2):123-132.
  • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Martin (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(4):465-487.

• 2001

  • Hens, Thorsten (2001). An extension of Mantel (1976) to incomplete markets. Journal of Mathematical Economics, 36(2):141-149.
  • Bettzüge, Marc Oliver; Hens, Thorsten (2001). An evolutionary approach to financial innovation. Review of Economic Studies, 68(3):493-522.

• 2000

  • Bettzüge, Marc Oliver; Hens, Thorsten; Laitenberger, Marta; Siwik, Thomas (2000). On Choquet prices in a GEI-model with intermediation costs. Research in Economics, 54(2):133-152.
  • Hens, Thorsten (2000). Do Sunspots Matter When Spot Market Equilibria are Unique?. Econometrica, 68(2):435-441.

• 1999

  • Hens, Thorsten; Kirman, Alan; Phlips, Luis; Jaeger, Eckart (1999). Exchange rates and oligopoly. European Economic Review, 43(3):621-648.
  • Gottardi, Piero; Hens, Thorsten (1999). Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets. Economic Theory, 13(2):287-308.

• 1998

  • Hens, Thorsten (1998). Financial Intermediation Versus Stock Markets in a Dynamic Intertemporal Model. Journal of Institutional and Theoretical Economics, 154(1):325-327.

• 1997

  • Hens, Thorsten (1997). Stability of tâtonnement processes of short period equilibria with rational expectations. Journal of Mathematical Economics, 28(1):41-67.
  • Hens, Thorsten (1997). Exchange rates and perfect competition. Journal of Economics, 65(2):151-161.

• 1996

  • Gottardi, Piero; Hens, Thorsten (1996). The Survival Assumption and Existence of Competitive Equilibria When Asset Markets are Incomplete. Journal of Economic Theory, 71(2):313-323.
  • Bottazzi, Jean-Marc; Hens, Thorsten (1996). Excess Demand Functions and Incomplete Markets. Journal of Economic Theory, 68(1):49-63.

Pagination