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Details about Vladislav Kargin

E-mail:
Homepage:http://www.prismnet.com/~slava
Workplace:University of Cambridge, Statistical Laboratory

Access statistics for papers by Vladislav Kargin.

Last updated 2016-03-29. Update your information in the RePEc Author Service.

Short-id: pka58


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Working Papers

2004

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

2003

  1. Consistent Estimation of Pricing Kernels from Noisy Price Data
    Finance, University Library of Munich, Germany Downloads
    Also in Papers, arXiv.org (2003) Downloads
  2. On Bond Portfolio Management
    Papers, arXiv.org Downloads
  3. Optimal Asset Allocation with Asymptotic Criteria
    Papers, arXiv.org Downloads
  4. Portfolio Management for a Random Field of Bond Returns
    Finance, University Library of Munich, Germany Downloads
  5. Uncertainty of the Shapley Value
    Game Theory and Information, University Library of Munich, Germany Downloads View citations (2)
  6. Value Investing in Emerging Markets: Risks and Benefits
    International Finance, University Library of Munich, Germany Downloads
    See also Journal Article in Emerging Markets Review (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 Downloads

2015

  1. On estimation in the reduced-rank regression with a large number of responses and predictors
    Journal of Multivariate Analysis, 2015, 140, (C), 377-394 Downloads View citations (1)

2011

  1. Relaxation time is monotone in temperature in the mean-field Ising model
    Statistics & Probability Letters, 2011, 81, (8), 1094-1097 Downloads

2008

  1. Curve forecasting by functional autoregression
    Journal of Multivariate Analysis, 2008, 99, (10), 2508-2526 Downloads View citations (38)
  2. On coordination games with quantum correlations
    International Journal of Game Theory, 2008, 37, (2), 211-218 Downloads View citations (2)

2005

  1. LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
    Mathematical Finance, 2005, 15, (4), 635-647 Downloads View citations (4)
    See also Working Paper (2004)

2003

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

2002

  1. Value investing in emerging markets: risks and benefits
    Emerging Markets Review, 2002, 3, (3), 233-244 Downloads View citations (4)
    See also Working Paper (2003)
 
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