Details about Vladislav Kargin

Access statistics for papers by Vladislav Kargin.

Last updated 2008-12-25. Update your information in the RePEc Author Service.

Short-id: pka58

Working Papers

2004

1. Coordination Games with Quantum Information
   Game Theory and Information, EconWPA View citations
2. Curve Forecasting by Functional Autoregression
   Discussion Papers, Columbia University, Department of Economics View citations
   See also Journal Article in Journal of Multivariate Analysis (2008)
3. Dynamics of Interest Rate Curve by Functional Auto-Regression
   Macroeconomics, EconWPA
   Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
4. Lattice Option Pricing By Multidimensional Interpolation
   Finance, EconWPA View citations
   See also Journal Article in Mathematical Finance (2005)
5. Optimal Convergence Trading
   Finance, EconWPA

2003

6. Consistent Estimation of Pricing Kernels from Noisy Price Data
   Finance, EconWPA
7. Portfolio Management for a Random Field of Bond Returns
   Finance, EconWPA
8. Uncertainty of the Shapley Value
   Game Theory and Information, EconWPA View citations
   See also Journal Article in International Game Theory Review (IGTR) (2005)
9. Value Investing in Emerging Markets: Risks and Benefits
   International Finance, EconWPA
   See also Journal Article in Emerging Markets Review (2002)

Journal Articles

2008

1. Curve forecasting by functional autoregression
   Journal of Multivariate Analysis, 2008, 99, (10), 2508-2526 View citations
   See also Working Paper (2004)
2. On coordination games with quantum correlations
   International Journal of Game Theory, 2008, 37, (2), 211-218 View citations

2005

3. LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
   Mathematical Finance, 2005, 15, (4), 635-647 View citations
   See also Working Paper (2004)
4. UNCERTAINTY OF THE SHAPLEY VALUE
   International Game Theory Review (IGTR), 2005, 07, (04), 517-529
   See also Working Paper (2003)

2003

5. Prevention of herding by experts
   Economics Letters, 2003, 78, (3), 401-407

2002

6. Value investing in emerging markets: risks and benefits
   Emerging Markets Review, 2002, 3, (3), 233-244
   See also Working Paper (2003)