Browsing NHH Brage by Author "Schenk-Hoppe, Klaus Reiner"
Lensberg, Terje; Schenk-Hoppe, Klaus Reiner; Ladley, Dan (Journal article; Peer reviewed, 2015)We quantify the effects of financial regulation in an equilibrium model with delegated portfolio manage- ment. Fund managers trade stocks and bonds in an order-driven market, subject to transaction taxes and constraints ...
Krkoska, Eduard; Schenk-Hoppe, Klaus Reiner (Journal article; Peer reviewed, 2019)We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and ...
Babaei, Esmaeil; Evstigneev, Igor V; Schenk-Hoppe, Klaus Reiner; Zhitlukhin, Mikhail (Journal article; Peer reviewed, 2020)