Toward an understanding of stochastic Hopf bifurcation: a case study L Arnold, N Sri Namachchivaya, KR Schenk-Hoppé International Journal of Bifurcation and Chaos 6 (11), 1947-1975, 1996 | 209 | 1996 |
Bifurcation scenarios of the noisy Duffing-van der Pol oscillator KR Schenk-Hoppé Nonlinear dynamics 11, 255-274, 1996 | 146 | 1996 |
Evolutionary stable stock markets IV Evstigneev, T Hens, KR Schenk-Hoppé Economic Theory 27, 449-468, 2006 | 140 | 2006 |
Evolutionary stability of portfolio rules in incomplete markets T Hens, KR Schenk-Hoppé Journal of mathematical economics 41 (1-2), 43-66, 2005 | 116 | 2005 |
Handbook of financial markets: dynamics and evolution T Hens, KR Schenk-Hoppé Elsevier, 2009 | 115 | 2009 |
Market selection and survival of investment strategies R Amir, IV Evstigneev, T Hens, KR Schenk–Hoppé Journal of Mathematical Economics 41 (1-2), 105-122, 2005 | 101 | 2005 |
Market selection of financial trading strategies: Global stability IV Evstigneev, T Hens, KR Schenk‐Hoppé Mathematical Finance 12 (4), 329-339, 2002 | 101 | 2002 |
Evolutionary finance IV Evstigneev, T Hens, KR Schenk-Hoppé Handbook of financial markets: dynamics and evolution, 507-566, 2009 | 100 | 2009 |
An evolutionary model of Bertrand oligopoly C Alós–Ferrer, AB Ania, KR Schenk–Hoppé Games and Economic Behavior 33 (1), 1-19, 2000 | 99 | 2000 |
Random attractors--general properties, existence and applications to stochastic bifurcation theory KR Schenk-Hoppé Discrete and Continuous Dynamical Systems 4 (1), 99-130, 1997 | 88 | 1997 |
Risk minimization in stochastic volatility models: model risk and empirical performance R Poulsen, KR Schenk-Hoppé, CO Ewald Quantitative Finance 9 (6), 693-704, 2009 | 84 | 2009 |
The stochastic brusselator: Parametric noise destroys hoft bifurcation H Crauel, M Gundlach, L Arnold, G Bleckert, KR Schenk-Hoppé Stochastic dynamics, 71-92, 1999 | 79 | 1999 |
Globally evolutionarily stable portfolio rules IV Evstigneev, T Hens, KR Schenk-Hoppé Journal of Economic Theory 140 (1), 197-228, 2008 | 71 | 2008 |
Random dynamical systems in economics KR Schenk-Hoppé Stochastics and Dynamics 1 (01), 63-83, 2001 | 61 | 2001 |
Volatility-induced financial growth MAH Dempster, IV Evstigneev, KR Schenk-Hoppé Quantitative Finance 7 (2), 151-160, 2007 | 57 | 2007 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 52 | 2024 |
Asset market games of survival: a synthesis of evolutionary and dynamic games R Amir, IV Evstigneev, KR Schenk-Hoppé Annals of Finance 9 (2), 121-144, 2013 | 52 | 2013 |
Random fixed points in a stochastic Solow growth model KR Schenk-Hoppé, B Schmalfuss Journal of Mathematical Economics 36 (1), 19-30, 2001 | 52 | 2001 |
Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive KR Schenk-Hoppé Zeitschrift für angewandte Mathematik und Physik ZAMP 47 (5), 740-759, 1996 | 52 | 1996 |
The evolution of Walrasian behavior in oligopolies KR Schenk-Hoppé Journal of Mathematical Economics 33 (1), 35-55, 2000 | 49 | 2000 |