Details about Igor V. Evstigneev

Access statistics for papers by Igor V. Evstigneev.

Last updated 2013-10-25. Update your information in the RePEc Author Service.

Short-id: pev36

Working Papers

2009

1. Growing wealth with fixed-mix strategies
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
2. Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
   Papers, arXiv.org
3. Survival and Evolutionary Stability of the Kelly Rule
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (5)

2008

4. Asset Market Games of Survival
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
5. Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
6. Evolutionary Finance
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (12)
7. Strategies of Survival in Dynamic Asset Market Games
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)

2007

8. Arbitrage in Stationary Markets
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006) View citations (1)
   See also Journal Article Arbitrage in stationary markets, Decisions in Economics and Finance, Springer (2009) View citations (1) (2009)
9. Capital growth theory and von Neumann-Gale dynamics
   Economics Discussion Paper Series, Economics, The University of Manchester
10. Rapid paths in von Neumann-Gale dynamical systems
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)

2006

11. Dynamic interaction models of economic equilibrium
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article Dynamic interaction models of economic equilibrium, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (1) (2009)
12. Stochastic equilibria in von Neumann–Gale dynamical systems
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
13. VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article Pure and randomized equilibria in the stochastic von Neumann-Gale model, Journal of Mathematical Economics, Elsevier (2007) View citations (5) (2007)
14. Volatility-Induced Financial Growth
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)
    See also Journal Article Volatility-induced financial growth, Quantitative Finance, Taylor & Francis Journals (2007) View citations (12) (2007)

2005

15. Globally Evolutionarily Stable Portfolio Rules
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
    See also Journal Article Globally evolutionarily stable portfolio rules, Journal of Economic Theory, Elsevier (2008) View citations (30) (2008)
16. Random Field Models of Microeconomic Dynamics
    Economics Discussion Paper Series, Economics, The University of Manchester

2003

17. Evolutionary Stable Stock Markets
    Discussion Papers, University of Copenhagen. Department of Economics View citations (10)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (39)
    See also Journal Article Evolutionary stable stock markets, Economic Theory, Springer (2006) View citations (38) (2006)
18. Market selection and survival of investment strategies
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2002)
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (44)
    Discussion Papers, University of Copenhagen. Department of Economics (2002)
    See also Journal Article Market selection and survival of investment strategies, Journal of Mathematical Economics, Elsevier (2005) View citations (41) (2005)
19. Volatility-induced Growth in Financial Markets
    Discussion Papers, University of Copenhagen. Department of Economics

2001

20. Non-cooperative Versus Cooperative R & D with Endogenous Spillover
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (2)
21. Noncooperative versus cooperative R&D with endogenous spillover rates
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
    See also Journal Article Noncooperative versus cooperative R&D with endogenous spillover rates, Games and Economic Behavior, Elsevier (2003) View citations (105) (2003)
22. Stochastic Economies with Locally Interacting Agents
    Working Papers, Santa Fe Institute View citations (1)

2000

23. Convex Stochastic Duality and the "Biting Lemma"
    Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen
24. Noncooperative R&D and Optimal R&D Cartels
    CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics View citations (1)
25. Sharing Nonconvex Costs
    Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen View citations (14)
26. Stochastic Programming: Non-Anticipativity and Lagrange Multipliers
    Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen View citations (5)

1997

27. The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen View citations (7)

1996

28. Metonymy and Cross Section Demand
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article Metonymy and cross-section demand, Journal of Mathematical Economics, Elsevier (1997) View citations (2) (1997)

Undated

29. From Rags to Riches: On Constant Proportions Investment Strategies
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (13)
30. Market Selection of Financial Trading Strategies: Global Stability
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (46)
    See also Journal Article MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY, Mathematical Finance, Wiley Blackwell (2002) View citations (46) (2002)

Journal Articles

2013

1. Asset market games of survival: a synthesis of evolutionary and dynamic games
   Annals of Finance, 2013, 9, (2), 121-144 View citations (24)
2. Introduction: behavioral and evolutionary finance
   Annals of Finance, 2013, 9, (2), 115-119 View citations (4)

2009

3. Arbitrage in stationary markets
   Decisions in Economics and Finance, 2009, 32, (1), 5-12 View citations (1)
   See also Working Paper Arbitrage in Stationary Markets, Swiss Finance Institute Research Paper Series (2007) (2007)
4. Dynamic interaction models of economic equilibrium
   Journal of Economic Dynamics and Control, 2009, 33, (1), 166-182 View citations (1)
   See also Working Paper Dynamic interaction models of economic equilibrium, Economics Discussion Paper Series (2006) (2006)

2008

5. Financial markets. The joy of volatility
   Quantitative Finance, 2008, 8, (1), 1-3 View citations (5)
6. Globally evolutionarily stable portfolio rules
   Journal of Economic Theory, 2008, 140, (1), 197-228 View citations (30)
   See also Working Paper Globally Evolutionarily Stable Portfolio Rules, Discussion Papers (2005) (2005)

2007

7. Pure and randomized equilibria in the stochastic von Neumann-Gale model
   Journal of Mathematical Economics, 2007, 43, (7-8), 871-887 View citations (5)
   See also Working Paper VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model, Economics Discussion Paper Series (2006) (2006)
8. Volatility-induced financial growth
   Quantitative Finance, 2007, 7, (2), 151-160 View citations (12)
   See also Working Paper Volatility-Induced Financial Growth, Economics Discussion Paper Series (2006) View citations (2) (2006)

2006

9. Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model
   Annals of Finance, 2006, 2, (4), 327-355 View citations (15)
10. Evolutionary stable stock markets
    Economic Theory, 2006, 27, (2), 449-468 View citations (38)
    See also Working Paper Evolutionary Stable Stock Markets, Discussion Papers (2003) View citations (10) (2003)

2005

11. Market selection and survival of investment strategies
    Journal of Mathematical Economics, 2005, 41, (1-2), 105-122 View citations (41)
    See also Working Paper Market selection and survival of investment strategies, LIDAM Discussion Papers CORE (2003) (2003)

2004

12. On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria
    Mathematical Finance, 2004, 14, (2), 201-221 View citations (11)

2003

13. Noncooperative versus cooperative R&D with endogenous spillover rates
    Games and Economic Behavior, 2003, 42, (2), 183-207 View citations (105)
    See also Working Paper Noncooperative versus cooperative R&D with endogenous spillover rates, LIDAM Discussion Papers CORE (2001) View citations (9) (2001)

2002

14. Exponential growth of fixed-mix strategies in stationary asset markets
    Finance and Stochastics, 2003, 7, (2), 263-276 View citations (7)
15. MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
    Mathematical Finance, 2002, 12, (4), 329-339 View citations (46)
    See also Working Paper Market Selection of Financial Trading Strategies: Global Stability, IEW - Working Papers View citations (46)

2001

16. On Dynkin's model of economic equilibrium under uncertainty
    Economics Bulletin, 2001, 3, (12), 1-8

2000

17. A functional central limit theorem for equilibrium paths of economic dynamics
    Journal of Mathematical Economics, 2000, 33, (1), 81-99 View citations (6)

1999

18. STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS
    Macroeconomic Dynamics, 1999, 3, (2), 149-166 View citations (5)

1997

19. Metonymy and cross-section demand
    Journal of Mathematical Economics, 1997, 28, (4), 397-414 View citations (2)
    See also Working Paper Metonymy and Cross Section Demand, LIDAM Discussion Papers CORE (1996) (1996)

1995

20. Stochastic equilibria on graphs, II
    Journal of Mathematical Economics, 1995, 24, (4), 383-406 View citations (11)
    Also in Journal of Mathematical Economics, 1994, 23, (5), 401-433 (1994) View citations (11)

1994

21. A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
    Stochastic Processes and their Applications, 1994, 52, (1), 65-74