Blar i NHH Brage på forfatter "Schenk-Hoppe, Klaus Reiner"
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Costs and benefits of financial regulation: Short-selling bans and transaction taxes
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 ... -
Herding in Smart-Beta Investment Products
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 ... -
Von Neumann–Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil; Evstigneev, Igor V; Schenk-Hoppe, Klaus Reiner; Zhitlukhin, Mikhail (Journal article; Peer reviewed, 2020)