Klaus Reiner Schenk-Hoppe

Adjunct Professor Klaus Reiner Schenk-Hoppe

E-mail
Klaus.Schenk-Hoppe@nhh.no
Telephone
+47 55 95 98 33
Department
Finance
Expertise
Financial Markets Trading

BIOGRAPHY

Klaus Reiner Schenk-Hoppé is Adjunct Professor alongside his position as Professor of Financial Economics at the School of Social Sciences, University of Manchester. After being awarded a PhD in Mathematics from the University of Bremen, Germany in 1996, Schenk-Hoppé held positions at Universities of Leeds (Professor and Centenary Chair in Financial Mathematics, 2005-1014), Copenhagen (Associate professor, 2002-2004), Zurich (Assistant professor, 1999-2002) and Bielefeld (Assistant professor/postdoc, 1996-1999).

Schenk-Hoppé has published more than 60 articles in international peer-reviewed journals. He is the author of the textbook "Mathematical Financial Economics" (Springer, 2015, joint with Igor V. Evstigneev and T. Hens) and editor of the book "Financial Markets: Dynamics and Evolution" (North-Holland, 2009, a volume in the Handbooks in Finance series, joint with T. Hens). He also co-edited special issues for the Annals of Finance (2013), Mathematics and Financial Economics (2011) and the Journal of Mathematical Economics (2006).

Schenk-Hoppé's current research interests include financial economics, computational
economics and finance, dynamic economic theory and random dynamical systems theory.

Selected publications

Author(s) Title Publisher
Palczewski, Jan; Schenk-Hoppe, Klaus Reiner; Wang, Tongya Itchy feet vs cool heads: Flow of funds in an agent-based financial market Journal of Economic Dynamics and Control Volume 63; page 53 - 68; 2016
Lensberg, Terje; Palczewski, Jan; Ladley, Daniel; Schenk-Hoppe, Klaus Reiner Fragmentation and Stability of Markets Journal of Economic Behavior and Organization Volume 119; page 466 - 481; 2015
Palczewski, Jan; Poulsen, Rolf; Schenk-Hoppe, Klaus Reiner; Wang, Huamao Dynamic portfolio optimization with transaction costs and state-dependent drift European Journal of Operational Research Volume 243 (3); page 921 - 931; 2015
Lensberg, Terje; Schenk-Hoppe, Klaus Reiner; Ladley, Dan Costs and benefits of financial regulation: Short-selling bans and transaction taxes Journal of Banking & Finance Volume 51; page 103 - 118; 2015
More publications in Cristin

Dissemination