Igor V. Evstigneev : Citation Profile


Are you Igor V. Evstigneev?

University of Manchester

7

H index

6

i10 index

255

Citations

RESEARCH PRODUCTION:

22

Articles

35

Papers

RESEARCH ACTIVITY:

   19 years (1994 - 2013). See details.
   Cites by year: 13
   Journals where Igor V. Evstigneev has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 21 (7.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pev36
   Updated: 2019-11-16    RAS profile: 2013-10-25    
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Relations with other researchers


Works with:

Schenk-Hoppé, Klaus (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Igor V. Evstigneev.

Is cited by:

Schenk-Hoppé, Klaus (29)

Flåm, Sjur (20)

Bottazzi, Giulio (20)

Hommes, Cars (14)

Wagener, Florian (13)

Dindo, Pietro (12)

Anufriev, Mikhail (11)

Stachurski, John (10)

Berentsen, Aleksander (8)

Lokshin, Boris (7)

Rocheteau, Guillaume (7)

Cites to:

Schenk-Hoppé, Klaus (25)

AMIR, Rabah (12)

Jouini, Elyès (11)

Blume, Lawrence (10)

Полтерович, Виктор (8)

Easley, David (8)

Brock, William (6)

Кабанов, Юрий (6)

Hommes, Cars (5)

Kirman, Alan (4)

NAPP, Clotilde (3)

Main data


Where Igor V. Evstigneev has published?


Journals with more than one article published# docs
Journal of Mathematical Economics6
Annals of Finance3
Mathematical Finance2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute7
Discussion Papers / University of Copenhagen. Department of Economics3

Recent works citing Igor V. Evstigneev (2018 and 2017)


YearTitle of citing document
2017Are You the Right Partner ? R&D Agreement as a Screening Device. (2017). Marini, Marco ; Conti, Chiara. In: DIAG Technical Reports. RePEc:aeg:report:2017-09.

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2019Survival investment strategies in a continuous-time market model with competition. (2019). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:1811.12491.

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2019Relatively growth optimal investment strategies in a market model with competition. (2019). Zhitlukhin, Mikhail ; Drokin, Yaroslav. In: Papers. RePEc:arx:papers:1908.01171.

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2019Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs. (2019). Xu, Zhikang ; Roux, Alet. In: Papers. RePEc:arx:papers:1909.06260.

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2018Technology spillovers and outside options in a bilateral duopoly. (2018). Zhao, Laixun ; Matsushima, Noriaki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1039.

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2018Transaction costs, market structure and efficient coverage of emissions trading scheme: A microlevel study from the pilots in China. (2018). Wang, XU ; Fan, Ying ; Zhu, Lei. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:657-671.

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2017Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish. (2017). Massari, Filippo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:190-205.

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2018Neurofinance versus the efficient markets hypothesis. (2018). Ardalan, Kavous. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:170-176.

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2019Research among copycats: R&D, spillovers, and feedback strategies. (2019). Wagener, Florian ; Smrkolj, Grega. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:65:y:2019:i:c:p:82-120.

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2019Dynamic risk-sharing game and reinsurance contract design. (2019). Weng, Chengguo ; Liu, Yanchu ; Chen, Shumin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:216-231.

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2018Collingridge and the dilemma of control: Towards responsible and accountable innovation. (2018). Genus, Audley ; Stirling, Andy. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:1:p:61-69.

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2018Cooperation or non-cooperation in R&D: how should research be funded?. (2018). Gibert, Romain ; Cabon-Dhersin, Marie-Laure. In: Post-Print. RePEc:hal:journl:hal-02006515.

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2017Cooperation or non-cooperation in R&D: how should research be funded? *. (2017). Gibert, Romain ; Cabon-Dhersin, Marie-Laure. In: Working Papers. RePEc:hal:wpaper:hal-01587014.

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2019R&D cooperation, proximity and distribution of public funding between public and private research sectors. (2019). Gibert, Romain ; Cabon-Dhersin, Marie-Laure. In: Working Papers. RePEc:hal:wpaper:hal-02006489.

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2017Social Status and Inequality in an Integrated Walrasian-General Equilibrium and Neoclassical-Growth Theory. (2017). Zhang, Wei-Bin. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:4:p:95-118.

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2019Endogenous heterogeneity in duopoly with deterministic one-way spillovers. (2019). Gama, Adriana ; Masson, Virginie ; Maret, Isabelle. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0329-0.

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2018Dynamics Evolution of Trading Strategies of Investors in Financial Market. (2018). Wu, Bing Hui ; He, Jianmin ; Duan, Tingting. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9639-3.

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2018The growth of relative wealth and the Kelly criterion. (2018). Lo, Andrew W ; Zhang, Ruixun ; Orr, Allen H. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:20:y:2018:i:1:d:10.1007_s10818-017-9253-z.

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2018Evolution, finance, and the population genetics of relative wealth. (2018). Orr, Allen H. In: Journal of Bioeconomics. RePEc:kap:jbioec:v:20:y:2018:i:1:d:10.1007_s10818-017-9254-y.

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2018Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth. (2018). Schenk-Hoppé, Klaus ; Zhitlukhin, M V ; Schenk-Hoppe, K R ; Evstigneev, I V ; Babaei, E. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1816.

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2019Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems. (2019). Schenk-Hoppé, Klaus ; Evstigneev, I V ; Babaei, E. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1902.

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2019Money and Modernization in Early Modern England. (2019). Palma, Nuno ; Schenk-Hoppe, K R ; Evstigneev, I V ; Babaei, E. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1903.

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2018Behavioral attitudes toward current economic events: a lesson from neuroeconomics. (2018). Ardalan, Kavous. In: Business Economics. RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0089-x.

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2017One Lab, Two Firms, Many Possibilities: on R&D outsourcing in the biopharmaceutical industry. (2017). Billette de Villemeur, Etienne ; Versaevel, Bruno. In: MPRA Paper. RePEc:pra:mprapa:76903.

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2017Are You the Right Partner ? R&D Agreement as a Screening Device. (2017). Marini, Marco ; Conti, Chiara. In: MPRA Paper. RePEc:pra:mprapa:80423.

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2018Spillovers and R&D Incentive under Incomplete Information. (2018). Chatterjee, Rittwik ; Kabiraj, Tarun ; Chattopadhyay, Srobonti. In: MPRA Paper. RePEc:pra:mprapa:85089.

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2018On the Choice of R&D Organization. (2018). Kabiraj, Abhishek. In: MPRA Paper. RePEc:pra:mprapa:87503.

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2019Uncertain R&D Outcomes and Cooperation in R&D. (2019). Kabiraj, Tarun. In: MPRA Paper. RePEc:pra:mprapa:94676.

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2019Volatility versus downside risk: performance protection in dynamic portfolio strategies. (2019). Consigli, Giorgio ; Canestrelli, Elio ; Barro, Diana . In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0310-4.

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2018Long-run heterogeneity in an exchange economy with fixed-mix traders. (2018). Dindo, Pietro ; Giachini, Daniele ; Bottazzi, Giulio. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:2:d:10.1007_s00199-017-1066-8.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/04.

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2018New Results on Betting Strategies, Market Selection, and the Role of Luck. (2018). Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/08.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: Working Papers. RePEc:ven:wpaper:2018:03.

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2017GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS. (2017). Arai, Takuji. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:02:n:s021902491750011x.

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Works by Igor V. Evstigneev:


YearTitleTypeCited
2009Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model In: Papers.
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paper0
2002MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance.
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article29
Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 29
paper
2004On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria In: Mathematical Finance.
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article3
2007Arbitrage in Stationary Markets In: Swiss Finance Institute Research Paper Series.
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paper0
2006Arbitrage in stationary markets.(2006) In: The School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 0
paper
2009Arbitrage in stationary markets.(2009) In: Decisions in Economics and Finance.
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This paper has another version. Agregated cites: 0
article
2008Capital growth under transaction costs: An analysis based on the von Neumann-Gale model In: Swiss Finance Institute Research Paper Series.
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paper0
2008Evolutionary Finance In: Swiss Finance Institute Research Paper Series.
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paper5
2008Asset Market Games of Survival In: Swiss Finance Institute Research Paper Series.
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paper0
2008Strategies of Survival in Dynamic Asset Market Games In: Swiss Finance Institute Research Paper Series.
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paper1
2009Survival and Evolutionary Stability of the Kelly Rule In: Swiss Finance Institute Research Paper Series.
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paper3
2009Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series.
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paper3
1996Metonymy and Cross Section Demand In: CORE Discussion Papers.
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paper2
1997Metonymy and cross-section demand.(1997) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 2
article
2001Noncooperative versus cooperative R&D with endogenous spillover rates In: CORE Discussion Papers.
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paper66
2003Noncooperative versus cooperative R&D with endogenous spillover rates.(2003) In: Games and Economic Behavior.
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This paper has another version. Agregated cites: 66
article
2003Market selection and survival of investment strategies In: CORE Discussion Papers.
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paper30
2005Market selection and survival of investment strategies.(2005) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 30
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2002Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers.
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This paper has another version. Agregated cites: 30
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2002Market Selection and Survival of Investment Strategies.(2002) In: The School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 30
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Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 30
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1999STOCHASTIC VERSION OF POLTEROVICHS MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS In: Macroeconomic Dynamics.
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article3
2001On Dynkins model of economic equilibrium under uncertainty In: Economics Bulletin.
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article0
2009Dynamic interaction models of economic equilibrium In: Journal of Economic Dynamics and Control.
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article1
2006Dynamic interaction models of economic equilibrium.(2006) In: The School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
2008Globally evolutionarily stable portfolio rules In: Journal of Economic Theory.
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article16
2005Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
1994Stochastic equilibria on graphs, I In: Journal of Mathematical Economics.
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article6
1995Stochastic equilibria on graphs, II.(1995) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 6
article
2000A functional central limit theorem for equilibrium paths of economic dynamics In: Journal of Mathematical Economics.
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article5
2007Pure and randomized equilibria in the stochastic von Neumann-Gale model In: Journal of Mathematical Economics.
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article2
2006VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model.(2006) In: The School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 2
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1994A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy In: Stochastic Processes and their Applications.
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article0
2000Convex Stochastic Duality and the Biting Lemma. In: Norway; Department of Economics, University of Bergen.
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paper0
2000Stochastic Programming: Non-Anticipativity and Lagrange Multipliers. In: Norway; Department of Economics, University of Bergen.
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paper4
2000Sharing Nonconvex Costs. In: Norway; Department of Economics, University of Bergen.
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paper14
1997The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics. In: Norway; Department of Economics, University of Bergen.
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paper6
2006Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model In: Annals of Finance.
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article9
2013Introduction: behavioral and evolutionary finance In: Annals of Finance.
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article2
2013Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance.
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article3
2000Noncooperative R&D and Optimal R&D Cartels. In: CIE Discussion Papers.
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paper1
2003Evolutionary Stable Stock Markets. In: Discussion Papers.
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2006Evolutionary stable stock markets.(2006) In: Economic Theory.
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This paper has another version. Agregated cites: 19
article
Evolutionary Stable Stock Markets.() In: IEW - Working Papers.
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2003Volatility-induced Growth in Financial Markets. In: Discussion Papers.
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2001Non-cooperative Versus Cooperative R & D with Endogenous Spillover In: The School of Economics Discussion Paper Series.
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paper0
2005Random Field Models of Microeconomic Dynamics In: The School of Economics Discussion Paper Series.
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2006Stochastic equilibria in von Neumann–Gale dynamical systems In: The School of Economics Discussion Paper Series.
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2006Volatility-Induced Financial Growth In: The School of Economics Discussion Paper Series.
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2007Volatility-induced financial growth.(2007) In: Quantitative Finance.
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This paper has another version. Agregated cites: 5
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2007Rapid paths in von Neumann-Gale dynamical systems In: The School of Economics Discussion Paper Series.
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2007Capital growth theory and von Neumann-Gale dynamics In: The School of Economics Discussion Paper Series.
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2002Exponential growth of fixed-mix strategies in stationary asset markets In: Finance and Stochastics.
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article5
2008Financial markets. The joy of volatility In: Quantitative Finance.
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article4
2001Stochastic Economies with Locally Interacting Agents In: Working Papers.
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paper1
From Rags to Riches: On Constant Proportions Investment Strategies In: IEW - Working Papers.
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