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Details about Igor V. Evstigneev

Homepage:http://www.evstigneev.net
Workplace:School of Economics, University of Manchester, (more information at EDIRC)

Access statistics for papers by Igor V. Evstigneev.

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

Short-id: pev36


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Working Papers

2009

  1. Growing wealth with fixed-mix strategies
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads 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 Downloads
  3. Survival and Evolutionary Stability of the Kelly Rule
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (5)

2008

  1. Asset Market Games of Survival
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)
  2. Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  3. Evolutionary Finance
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (11)
  4. Strategies of Survival in Dynamic Asset Market Games
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)

2007

  1. Arbitrage in Stationary Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads View citations (1)

    See also Journal Article in Decisions in Economics and Finance (2009)
  2. Capital growth theory and von Neumann-Gale dynamics
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads
  3. Rapid paths in von Neumann-Gale dynamical systems
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (2)

2006

  1. Dynamic interaction models of economic equilibrium
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
  2. Stochastic equilibria in von Neumann–Gale dynamical systems
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (1)
  3. VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Journal of Mathematical Economics (2007)
  4. Volatility-Induced Financial Growth
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (2)
    See also Journal Article in Quantitative Finance (2007)

2005

  1. Globally Evolutionarily Stable Portfolio Rules
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads
    See also Journal Article in Journal of Economic Theory (2008)
  2. Random Field Models of Microeconomic Dynamics
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads

2003

  1. Evolutionary Stable Stock Markets
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (10)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (41)

    See also Journal Article in Economic Theory (2006)
  2. Market selection and survival of investment strategies
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2002) Downloads
    Economics Discussion Paper Series, Economics, The University of Manchester (2002)
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (44)

    See also Journal Article in Journal of Mathematical Economics (2005)
  3. Volatility-induced Growth in Financial Markets
    Discussion Papers, University of Copenhagen. Department of Economics Downloads

2001

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

2000

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

1997

  1. 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

  1. Metonymy and Cross Section Demand
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Mathematical Economics (1997)

Undated

  1. From Rags to Riches: On Constant Proportions Investment Strategies
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (13)
  2. Market Selection of Financial Trading Strategies: Global Stability
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (48)
    See also Journal Article in Mathematical Finance (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 Downloads View citations (20)
  2. Introduction: behavioral and evolutionary finance
    Annals of Finance, 2013, 9, (2), 115-119 Downloads View citations (3)

2009

  1. Arbitrage in stationary markets
    Decisions in Economics and Finance, 2009, 32, (1), 5-12 Downloads View citations (1)
    See also Working Paper (2007)
  2. Dynamic interaction models of economic equilibrium
    Journal of Economic Dynamics and Control, 2009, 33, (1), 166-182 Downloads View citations (1)
    See also Working Paper (2006)

2008

  1. Financial markets. The joy of volatility
    Quantitative Finance, 2008, 8, (1), 1-3 Downloads View citations (5)
  2. Globally evolutionarily stable portfolio rules
    Journal of Economic Theory, 2008, 140, (1), 197-228 Downloads View citations (28)
    See also Working Paper (2005)

2007

  1. Pure and randomized equilibria in the stochastic von Neumann-Gale model
    Journal of Mathematical Economics, 2007, 43, (7-8), 871-887 Downloads View citations (5)
    See also Working Paper (2006)
  2. Volatility-induced financial growth
    Quantitative Finance, 2007, 7, (2), 151-160 Downloads View citations (10)
    See also Working Paper (2006)

2006

  1. 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 Downloads View citations (14)
  2. Evolutionary stable stock markets
    Economic Theory, 2006, 27, (2), 449-468 Downloads View citations (38)
    See also Working Paper (2003)

2005

  1. Market selection and survival of investment strategies
    Journal of Mathematical Economics, 2005, 41, (1-2), 105-122 Downloads View citations (37)
    See also Working Paper (2003)

2004

  1. On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria
    Mathematical Finance, 2004, 14, (2), 201-221 Downloads View citations (5)

2003

  1. Noncooperative versus cooperative R&D with endogenous spillover rates
    Games and Economic Behavior, 2003, 42, (2), 183-207 Downloads View citations (100)
    See also Working Paper (2001)

2002

  1. Exponential growth of fixed-mix strategies in stationary asset markets
    Finance and Stochastics, 2003, 7, (2), 263-276 Downloads View citations (7)
  2. MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
    Mathematical Finance, 2002, 12, (4), 329-339 Downloads View citations (44)
    See also Working Paper

2001

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

2000

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

1999

  1. STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS
    Macroeconomic Dynamics, 1999, 3, (2), 149-166 Downloads View citations (4)

1997

  1. Metonymy and cross-section demand
    Journal of Mathematical Economics, 1997, 28, (4), 397-414 Downloads View citations (2)
    See also Working Paper (1996)

1995

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

1994

  1. 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 Downloads

Chapters

 
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