Thorsten Hens is professor for financial economics at the IEW, university of Zurich. After his Ph.D., university of Bonn, he has held positions in Bielefeld, Paris and Stanford and is currently also an adjunct professor at the Finance Department of the Norwegian Business School, NHH, in Bergen. He is the vice director of the National Centre of Competence in Research "Financial Valuation and Risk Management". Thorsten Hens is a CEPR research fellow and he colaborates in the European Science Foundation project "Behavioural Models in Economics and Finance". He published more than 30 papers in refereed international journals. His research areas are behavioral and evolutionary finance.

His consulting experience include applications of behavioural finance for private banks and applications of evolutionary finance in investment banking. He is a regular speaker at investment advisory conferences organized for practitioners. He is a governing board member of several financial institutions in Switzerland.

Klaus Reiner Schenk-Hoppé is Associate Professor at the Institute of Economics at Copenhagen University, Denmark. He holds a PhD and MS in Mathematics from the University of Bremen, Germany. His research interests are finance (evolutionary finance), economic dynamics and random dynamical systems. Currently he is a member of the National Centre of Competence in Research "Financial Valuation and Risk Management" and the European Science Foundation project "Behavioural Models in Economics and Finance". He published more than 20 papers in refereed international journals.

Igor Evstigneev is Professor of Mathematical Economics at the School of Economic Studies of the University of Manchester. He has worked both in pure mathematics (probability theory, nonlinear functional analysis) and in various fields dealing with the applications of mathematics in economics and finance (stochastic models of economic equilibrium, stochastic growth models, evolutionary finance). Igor Evstigneev published two monographs and more than 70 papers in leading journals. The main topics of his current research are: (a) random dynamical systems in economics and finance; (b) applications of the theory of random fields to the modelling of economies with locally interacting agents; (c) asset pricing and hedging in financial markets with transaction costs and trading constraints.

Enrico De Giorgi is Post Doc at the Institute for Empirical Research in Economics, University of Zurich . He holds a MS in Mathematics from the Swiss Federal Institute of Technology, Zurich and a PhD in Economics from the University of Zurich . He held a research position at RiskLab Switzerland . His research interests are evolutionary finance and risk management. Currently, he is a member of the national Centre of Competence in Research "Financial Valuation and Risk Management".