• Hedging without sweat: a genetic programming approach 

      Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (Journal article; Peer reviewed, 2013-06-26)
      Hedging in the presence of transaction costs leads to complex optimization problems. These problems typically lack closed-form solutions, and their implementation relies on numerical methods that provide hedging strategies ...
    • 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 ...
    • Innovasjon og innovasjonskonkurranser 

      Mæland, Jøril (Journal article; Peer reviewed, 2014)
      Bedrifter og offentlige virksomheter bruker i økende grad innovasjonskonkurranser til å løse teknologiske utfordringer og fremme nye produkter og tjenester. Gjennom en innovasjonskonkurranse inviterer oppdragsgiver uavhengige ...
    • 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)