Igor V. Evstigneev : Citation Profile


Are you Igor V. Evstigneev?

University of Manchester

10

H index

10

i10 index

406

Citations

RESEARCH PRODUCTION:

22

Articles

35

Papers

RESEARCH ACTIVITY:

   19 years (1994 - 2013). See details.
   Cites by year: 21
   Journals where Igor V. Evstigneev has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 22 (5.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pev36
   Updated: 2022-09-24    RAS profile: 2013-10-25    
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Relations with other researchers


Works with:

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 (42)

Bottazzi, Giulio (36)

Dindo, Pietro (22)

Flåm, Sjur (21)

Anufriev, Mikhail (19)

Hommes, Cars (16)

Wagener, Florian (15)

Stachurski, John (10)

AMIR, Rabah (8)

Berentsen, Aleksander (8)

Versaevel, Bruno (7)

Cites to:

Schenk-Hoppé, Klaus (42)

Jouini, Elyès (17)

AMIR, Rabah (16)

Blume, Lawrence (10)

Полтерович, Виктор (8)

Easley, David (8)

Turnovsky, Stephen J (7)

Brock, William (7)

Hansen, Lars (7)

Кабанов, Юрий (6)

Hommes, Cars (6)

Main data


Where Igor V. Evstigneev has published?


Journals with more than one article published# docs
Journal of Mathematical Economics6
Annals of Finance3
Quantitative Finance2
Mathematical 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 (2022 and 2021)


YearTitle of citing document
2021Optimal 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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2021Capital growth and survival strategies in a market with endogenous prices. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2101.09777.

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2021Asymptotically optimal strategies in a diffusion approximation of a repeated betting game. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2108.11998.

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2021Organizational Structure and Technological Investment. (2021). Matsushima, Noriaki ; Shinohara, Ryusuke ; MacHo-Stadler, Ines. In: Working Papers. RePEc:bge:wpaper:1243.

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2021Organizational Structure and Technological Investment. (2021). Matsushima, Noriaki ; Macho-Stadler, Ines ; Shinohara, Ryusuke ; MacHostadler, Ines. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:4:p:785-816.

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2021University–firm competition in basic research: Simultaneous versus sequential moves. (2021). AMIR, Rabah ; Halmenschlager, Christine ; Chalioti, Evangelia. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:6:p:1199-1219.

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2021Optimal intellectual property rights policy by an importing country. (2021). Yasaki, Yoshihito ; Tanno, Tadanobu ; Ikeda, Takeshi. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003906.

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2022Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345.

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2022Spatial competition, strategic R&D and the structure of innovation networks. (2022). Yang, Lihong ; Wang, Shixun. In: Journal of Business Research. RePEc:eee:jbrese:v:139:y:2022:i:c:p:13-31.

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2021Dynamic innovation and pricing decisions in a supply-Chain. (2021). Liang, Liang ; Dolgui, Alexandre ; Chutani, Anshuman ; Song, Jian. In: Omega. RePEc:eee:jomega:v:103:y:2021:i:c:s0305048321000323.

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2021Arbitrage concepts under trading restrictions in discrete-time financial markets. (2021). Runggaldier, Wolfgang J ; Fontana, Claudio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:66-80.

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2021Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship. (2021). Hunnes, John A ; Zakamulin, Valeriy. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:182-197.

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2021Pollution abatement with disruptive R&D investment. (2021). Espinola-Arredondo, Ana ; Munoz-Garcia, Felix ; Strandholm, John C. In: Resource and Energy Economics. RePEc:eee:resene:v:66:y:2021:i:c:s0928765521000439.

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2022The Network Structure of Innovation Networks. (2022). Yang, Lihong ; Wang, Shixun. In: Networks and Spatial Economics. RePEc:kap:netspa:v:22:y:2022:i:1:d:10.1007_s11067-021-09556-3.

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2021A Kantian Analysis of Pricing and R & D. (2021). Donduran, Murat ; Unveren, Burak. In: Review of Industrial Organization. RePEc:kap:revind:v:58:y:2021:i:4:d:10.1007_s11151-020-09801-y.

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2021Unbeatable strategies. (2021). Evstigneev, Igor V ; Amir, Rabah ; Potapova, Valeriya. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2101.

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2022Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs. (2022). Vanaei, Mohammad Javad ; Evstigneev, Igor V. In: Economics Discussion Paper Series. RePEc:man:sespap:2202.

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2021The R&D investment decision game with product differentiation. (2021). Gori, Luca ; Buccella, Domenico ; Fanti, Luciano. In: Discussion Papers. RePEc:pie:dsedps:2021/278.

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2022A continuous-time asset market game with short-lived assets. (2022). Zhitlukhin, Mikhail. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00479-6.

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2021Corruption in Organizations: Some General Formulations and (In-)Corruptibility Results. (2021). Xu, Yongsheng ; Tang, Fang-Fang . In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics. RePEc:spr:homoec:v:38:y:2021:i:1:d:10.1007_s41412-021-00112-5.

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2022An evolutionary finance model with short selling and endogenous asset supply. (2022). Hens, Thorsten ; Evstigneev, Igor V ; Belkov, Sergei ; Amir, Rabah. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01269-x.

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2021Rationality and asset prices under belief heterogeneity. (2021). Giachini, Daniele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00708-1.

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2021Discrete beliefs space and equilibrium: a cautionary note. (2021). Berardi, Michele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:2:d:10.1007_s00191-020-00689-1.

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2021A contribution to the theory of R&D investments. (2021). Gori, Luca ; Fanti, Luciano ; Buccella, Domenico. In: GLO Discussion Paper Series. RePEc:zbw:glodps:940.

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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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article43
Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 43
paper
2004On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang?Bang No?Arbitrage Criteria In: Mathematical Finance.
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article5
2007Arbitrage in Stationary Markets In: Swiss Finance Institute Research Paper Series.
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paper0
2006Arbitrage in stationary markets.(2006) In: 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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paper17
2008Asset Market Games of Survival In: Swiss Finance Institute Research Paper Series.
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paper2
2008Strategies of Survival in Dynamic Asset Market Games In: Swiss Finance Institute Research Paper Series.
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paper2
2009Survival and Evolutionary Stability of the Kelly Rule In: Swiss Finance Institute Research Paper Series.
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paper6
2009Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series.
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paper6
1996Metonymy and Cross Section Demand In: LIDAM Discussion Papers CORE.
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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: LIDAM Discussion Papers CORE.
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paper103
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: 103
article
2003Market selection and survival of investment strategies In: LIDAM Discussion Papers CORE.
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paper42
2005Market selection and survival of investment strategies.(2005) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 42
article
2002Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers.
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This paper has another version. Agregated cites: 42
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2002Market Selection and Survival of Investment Strategies.(2002) In: Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 42
paper
Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 42
paper
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: Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 1
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2008Globally evolutionarily stable portfolio rules In: Journal of Economic Theory.
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article26
2005Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 26
paper
1994Stochastic equilibria on graphs, I In: Journal of Mathematical Economics.
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article7
1995Stochastic equilibria on graphs, II.(1995) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 7
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: Economics Discussion Paper Series.
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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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article11
2013Introduction: behavioral and evolutionary finance In: Annals of Finance.
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article3
2013Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance.
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article20
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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paper43
2006Evolutionary stable stock markets.(2006) In: Economic Theory.
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This paper has another version. Agregated cites: 43
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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paper0
2001Non-cooperative Versus Cooperative R & D with Endogenous Spillover In: Economics Discussion Paper Series.
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paper2
2005Random Field Models of Microeconomic Dynamics In: Economics Discussion Paper Series.
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2006Stochastic equilibria in von Neumann–Gale dynamical systems In: Economics Discussion Paper Series.
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paper0
2006Volatility-Induced Financial Growth In: Economics Discussion Paper Series.
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paper10
2007Volatility-induced financial growth.(2007) In: Quantitative Finance.
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This paper has another version. Agregated cites: 10
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2007Rapid paths in von Neumann-Gale dynamical systems In: Economics Discussion Paper Series.
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paper0
2007Capital growth theory and von Neumann-Gale dynamics In: Economics Discussion Paper Series.
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paper0
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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article5
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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