Klaus Reiner Schenk-Hoppe

Adjunct Professor Klaus Reiner Schenk-Hoppe

+47 55 95 98 33
Financial Markets Trading


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
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