Details about Vladislav Kargin

Access statistics for papers by Vladislav Kargin.

Last updated 2022-08-08. Update your information in the RePEc Author Service.

Short-id: pka58

Working Papers

2004

1. Coordination Games with Quantum Information
   Game Theory and Information, University Library of Munich, Germany View citations (1)
2. Dynamics of Interest Rate Curve by Functional Auto-Regression
   Macroeconomics, University Library of Munich, Germany View citations (1)
   Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (1)
3. Lattice Option Pricing By Multidimensional Interpolation
   Finance, University Library of Munich, Germany View citations (1)
   See also Journal Article LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION, Mathematical Finance, Wiley Blackwell (2005) View citations (6) (2005)
4. Optimal Convergence Trading
   Finance, University Library of Munich, Germany View citations (1)
   Also in Papers, arXiv.org (2003) View citations (2)

2003

5. Consistent Estimation of Pricing Kernels from Noisy Price Data
   Finance, University Library of Munich, Germany
   Also in Papers, arXiv.org (2003)
6. On Bond Portfolio Management
   Papers, arXiv.org
7. Optimal Asset Allocation with Asymptotic Criteria
   Papers, arXiv.org
8. Portfolio Management for a Random Field of Bond Returns
   Finance, University Library of Munich, Germany
9. Uncertainty of the Shapley Value
   Game Theory and Information, University Library of Munich, Germany View citations (2)
   See also Journal Article UNCERTAINTY OF THE SHAPLEY VALUE, International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd. (2005) View citations (3) (2005)
10. Value Investing in Emerging Markets: Risks and Benefits
    International Finance, University Library of Munich, Germany
    See also Journal Article Value investing in emerging markets: risks and benefits, Emerging Markets Review, Elsevier (2002) View citations (6) (2002)

Journal Articles

2016

1. On variation of word frequencies in Russian literary texts
   Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 328-334 View citations (1)

2015

2. On estimation in the reduced-rank regression with a large number of responses and predictors
   Journal of Multivariate Analysis, 2015, 140, (C), 377-394 View citations (2)

2011

3. On Free Stochastic Differential Equations
   Journal of Theoretical Probability, 2011, 24, (3), 821-848
4. Relaxation time is monotone in temperature in the mean-field Ising model
   Statistics & Probability Letters, 2011, 81, (8), 1094-1097

2008

5. Curve forecasting by functional autoregression
   Journal of Multivariate Analysis, 2008, 99, (10), 2508-2526 View citations (55)
6. On coordination games with quantum correlations
   International Journal of Game Theory, 2008, 37, (2), 211-218 View citations (2)

2007

7. Berry–Esseen for Free Random Variables
   Journal of Theoretical Probability, 2007, 20, (2), 381-395

2005

8. LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
   Mathematical Finance, 2005, 15, (4), 635-647 View citations (6)
   See also Working Paper Lattice Option Pricing By Multidimensional Interpolation, Finance (2004) View citations (1) (2004)
9. UNCERTAINTY OF THE SHAPLEY VALUE
   International Game Theory Review (IGTR), 2005, 07, (04), 517-529 View citations (3)
   See also Working Paper Uncertainty of the Shapley Value, Game Theory and Information (2003) View citations (2) (2003)

2003

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

2002

11. Value investing in emerging markets: risks and benefits
    Emerging Markets Review, 2002, 3, (3), 233-244 View citations (6)
    See also Working Paper Value Investing in Emerging Markets: Risks and Benefits, International Finance (2003) (2003)