11
H index
12
i10 index
524
Citations
Igor V. Evstigneev : Citation Profile
| RESEARCH PRODUCTION: 36 Articles 57 Papers 1 Books 25 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1994 - 2025). 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:
| Cites to:
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Main data
Where Igor V. Evstigneev has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 7 |
| Economic Theory | 4 |
| Annals of Finance | 4 |
| Annals of Operations Research | 2 |
| Mathematical Methods of Operations Research | 2 |
| Games and Economic Behavior | 2 |
| Mathematical Finance | 2 |
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 16 |
| Discussion Papers / University of Copenhagen. Department of Economics | 3 |
| Post-Print / HAL | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Igor V. Evstigneev (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | On convergence of forecasts in prediction markets. (2024). Badulina, Nina ; Zhitlukhin, Mikhail ; Shatilovich, Dmitry. In: Papers. RePEc:arx:papers:2402.16345. Full description at Econpapers || Download paper |
| 2024 | The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284. Full description at Econpapers || Download paper |
| 2025 | Macroscopic properties of equity markets: stylized facts and portfolio performance. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven ; Song, Qien. In: Papers. RePEc:arx:papers:2409.10859. Full description at Econpapers || Download paper |
| 2025 | Contest vs. Competition in Cournot Duopoly: Schaffers Paradox. (2025). AMIR, Rabah ; Evstigneev, Igor V ; Zhitlukhin, Mikhail V. In: Papers. RePEc:arx:papers:2509.00960. Full description at Econpapers || Download paper |
| 2024 | Second‐best socially optimal R&D under output spillovers. (2024). Badra, Yassine ; Halmenschlager, Christine ; Gaumont, Damien. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:26:y:2024:i:3:n:e12691. Full description at Econpapers || Download paper |
| 2024 | Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review. (2024). Gokhale, Gautam Milind ; Mittal, Ankur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-8. Full description at Econpapers || Download paper |
| 2025 | Pricing anomalies in a general equilibrium model with biased learning. (2025). Bottazzi, Giulio ; Antico, Andrea ; Giachini, Daniele. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000085. Full description at Econpapers || Download paper |
| 2025 | Non-cooperative and cooperative environmental R&D risk choices under environmental corporate social responsibility guidelines. (2025). Lee, Sang-Ho ; Xing, Mingqing. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:2:s2949753125000050. Full description at Econpapers || Download paper |
| 2024 | Network externalities in a vertically differentiated luxury goods market. (2024). , Leonard ; Sun, JI ; Liu, Huizhong ; Wu, DI. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:128:y:2024:i:c:p:100-109. Full description at Econpapers || Download paper |
| 2025 | Does lower electric vehicle production cost spur traditional automaker electrification? Spillovers of cost-reduction investments. (2025). Wang, KE ; Pi, Zhenyang. In: Resource and Energy Economics. RePEc:eee:resene:v:81:y:2025:i:c:s0928765525000016. Full description at Econpapers || Download paper |
| 2025 | Selection of R&D techniques: The influence of spillover effects and government subsidies. (2025). Fan, Yiming ; Chen, Kehong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:194:y:2025:i:c:s1366554524004708. Full description at Econpapers || Download paper |
| 2024 | Stability Analysis of the Credit Market in Supply Chain Finance Based on Stochastic Evolutionary Game Theory. (2024). Wang, Xiaopin ; Zhu, Quanxin ; He, Jingshi ; Weng, Jiatong ; Ding, Hong. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1764-:d:1409702. Full description at Econpapers || Download paper |
| 2024 | Asset pricing and hedging in financial markets with fixed and proportional transaction costs. (2024). Babaei, Esmaeil. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:2:d:10.1007_s10436-024-00441-w. Full description at Econpapers || Download paper |
| 2025 | Network externalities, consumer heterogeneity, and optimal monopoly pricing. (2025). Shrivastav, Sumit. In: Marketing Letters. RePEc:kap:mktlet:v:36:y:2025:i:3:d:10.1007_s11002-024-09763-1. Full description at Econpapers || Download paper |
| 2024 | Spillovers and strategic commitment in R&D. (2024). Tian, Jingwen ; Liu, Huizhong. In: Theory and Decision. RePEc:kap:theord:v:96:y:2024:i:3:d:10.1007_s11238-023-09953-9. Full description at Econpapers || Download paper |
| 2024 | Evolutionary Finance: Models with Short-Lived Assets. (2024). Chen, Zerong. In: Economics Discussion Paper Series. RePEc:man:sespap:2402. Full description at Econpapers || Download paper |
| 2025 | Evolutionary Finance: Models with Long-Lived Assets. (2025). Chen, Zerong. In: Economics Discussion Paper Series. RePEc:man:sespap:2501. Full description at Econpapers || Download paper |
| 2024 | The prospect of the theory of network effects for analyzing inter-o rganizational networks. (2024). Soloviev, I ; Shaidullin, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:63:p:12-33. Full description at Econpapers || Download paper |
| 2025 | Evolutionary and agent-based computational finance: The new paradigms for asset pricing. (2025). Pastushkov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:196-222. Full description at Econpapers || Download paper |
| 2025 | Pro-competitive horizontal merger with cost reducing investments and network externalities. (2025). Mukherjee, Arijit ; Banerjee, Swapnendu ; Poddar, Sougata. In: Economic Theory Bulletin. RePEc:spr:etbull:v:13:y:2025:i:1:d:10.1007_s40505-024-00285-7. Full description at Econpapers || Download paper |
| 2024 | Cooperative vs. non-cooperative R&D under uncertain probability of success. (2024). Kabiraj, Tarun ; Chatterjee, Rittwik. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-024-00228-w. Full description at Econpapers || Download paper |
| 2024 | Substitutability in R&D and Open Innovation: Why Competing Firms Face a Paradox of Openness?. (2024). , Mario. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01338-1. Full description at Econpapers || Download paper |
| 2024 | Unbeatable strategies. (2024). Amir, Rabah ; Potapova, Valeriya ; Evstigneev, Igor V. In: Economic Theory. RePEc:spr:joecth:v:77:y:2024:i:4:d:10.1007_s00199-023-01521-0. Full description at Econpapers || Download paper |
| 2025 | On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends. (2025). Babaei, Esmaeil. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:1:d:10.1007_s00186-024-00881-0. Full description at Econpapers || Download paper |
| 2025 | Technology Licensing, Network Externalities and Social Welfare in Cournot Differentiated Duopoly. (2025). Gao, Longfei ; Yan, KE. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:5:p:3244-3249. Full description at Econpapers || Download paper |
Works by Igor V. Evstigneev:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Contest vs. Competition in Cournot Duopoly: Schaffers Paradox In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY In: Mathematical Finance. [Full Text][Citation analysis] | article | 45 |
| Market Selection of Financial Trading Strategies: Global Stability.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | ||
| 2004 | On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria In: Mathematical Finance. [Full Text][Citation analysis] | article | 10 |
| 2007 | Arbitrage in Stationary Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Arbitrage in stationary markets.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Arbitrage in stationary markets.(2009) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Capital growth under transaction costs: An analysis based on the von Neumann-Gale model In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Evolutionary Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2008 | Asset Market Games of Survival In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Strategies of Survival in Dynamic Asset Market Games In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Survival and Evolutionary Stability of the Kelly Rule In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Survival and Evolutionary Stability of the Kelly Rule.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | chapter | |
| 2009 | Growing wealth with fixed-mix strategies In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Growing Wealth with Fixed-Mix Strategies.(2011) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | chapter | |
| 2009 | Evolutionary Finance and Dynamic Games In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Evolutionary Behavioural Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Evolutionary Finance Models with Short Selling and Endogenous Asset Supply In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2017 | An Evolutionary Finance Model with a Risk-Free Asset In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2020 | Behavioral equilibrium and evolutionary dynamics in asset markets.(2020) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2020 | Evolution in Pecunia In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Evolution in pecunia.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Evolution in pecunia.(2021) In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | Evolutionary finance: A model with endogenous asset payoffs In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Behavioral Finance through the Lens of Evolution: Survival of the Fittest for Portfolio Rules In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Metonymy and Cross Section Demand In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Metonymy and cross-section demand.(1997) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2001 | Noncooperative versus cooperative R&D with endogenous spillover rates In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 119 |
| 2003 | Noncooperative versus cooperative R&D with endogenous spillover rates.(2003) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
| 2003 | Noncooperative versus cooperative R&D with endogenous spillover rates.(2003) In: Games and Economic Behavior. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
| 2003 | Market selection and survival of investment strategies In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 47 |
| 2005 | Market selection and survival of investment strategies.(2005) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2002 | Market Selection and Survival of Investment Strategies..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2002 | Market Selection and Survival of Investment Strategies.(2002) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| Market Selection and Survival of Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | ||
| 1999 | STOCHASTIC VERSION OF POLTEROVICHS MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2001 | On Dynkins model of economic equilibrium under uncertainty In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | Dynamic interaction models of economic equilibrium In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2006 | Dynamic interaction models of economic equilibrium.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | A new look at the classical Bertrand duopoly In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 3 |
| 2017 | A New Look at the Classical Bertrand Duopoly.(2017) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Globally evolutionarily stable portfolio rules In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 30 |
| 2005 | Globally Evolutionarily Stable Portfolio Rules.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 1994 | Stochastic equilibria on graphs, I In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 1995 | Stochastic equilibria on graphs, II.(1995) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2000 | A functional central limit theorem for equilibrium paths of economic dynamics In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | Pure and randomized equilibria in the stochastic von Neumann-Gale model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1994 | A 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. [Full Text][Citation analysis] | article | 0 |
| 2000 | Convex Stochastic Duality and the Biting Lemma. In: Norway; Department of Economics, University of Bergen. [Citation analysis] | paper | 0 |
| 2000 | Stochastic Programming: Non-Anticipativity and Lagrange Multipliers. In: Norway; Department of Economics, University of Bergen. [Citation analysis] | paper | 4 |
| 2000 | Sharing Nonconvex Costs. In: Norway; Department of Economics, University of Bergen. [Citation analysis] | paper | 14 |
| 1997 | The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics. In: Norway; Department of Economics, University of Bergen. [Citation analysis] | paper | 6 |
| 2022 | An evolutionary finance model with short selling and endogenous asset supply In: Post-Print. [Citation analysis] | paper | 3 |
| 2022 | An evolutionary finance model with short selling and endogenous asset supply.(2022) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | An evolutionary finance model with a risk-free asset In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
| 2006 | Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model In: Annals of Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Introduction: behavioral and evolutionary finance In: Annals of Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | Asset market games of survival: a synthesis of evolutionary and dynamic games In: Annals of Finance. [Full Text][Citation analysis] | article | 25 |
| 2023 | Evolutionary finance: a model with endogenous asset payoffs In: Journal of Bioeconomics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Correlated equilibrium in a nutshell In: Theory and Decision. [Full Text][Citation analysis] | article | 0 |
| 2017 | Correlated Equilibrium in a Nutshell.(2017) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | Noncooperative R&D and Optimal R&D Cartels. In: CIE Discussion Papers. [Citation analysis] | paper | 1 |
| 2003 | Evolutionary Stable Stock Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
| 2006 | Evolutionary stable stock markets.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| Evolutionary Stable Stock Markets.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | ||
| 2003 | Volatility-induced Growth in Financial Markets. In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Non-cooperative Versus Cooperative R & D with Endogenous Spillover In: Economics Discussion Paper Series. [Citation analysis] | paper | 2 |
| 2005 | Random Field Models of Microeconomic Dynamics In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Stochastic equilibria in von Neumann–Gale dynamical systems In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Volatility-Induced Financial Growth In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Volatility-induced financial growth.(2007) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2007 | Rapid paths in von Neumann-Gale dynamical systems In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Capital growth theory and von Neumann-Gale dynamics In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Oligopoly with Network Effects: Firm-Specific versus Single Network In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2021 | Oligopoly with network effects: firm-specific versus single network.(2021) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2021 | Unbeatable Strategies In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Unbeatable strategies.(2024) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Preface In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2002 | Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L 1 ,L ∞ 〉 In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2002 | Exponential growth of fixed-mix strategies in stationary asset markets In: Finance and Stochastics. [Full Text][Citation analysis] | article | 5 |
| 2001 | Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2011 | Almost sure Nash equilibrium strategies in evolutionary models of asset markets In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2006 | The von Neumann-Gale Growth Model and Its Stochastic Generalization In: Springer Books. [Citation analysis] | chapter | 0 |
| 2015 | Mathematical Financial Economics In: Springer Texts in Business and Economics. [Citation analysis] | book | 8 |
| 2015 | Portfolio Selection: Introductory Comments In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Problems and Exercises I In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Problems and Exercises II.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2015 | Problems and Exercises III.(2015) In: Springer Texts in Business and Economics. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2015 | Dynamic Securities Market Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Risk-Neutral Pricing In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | The Cox–Ross–Rubinstein Binomial Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | American Derivative Securities In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | From Binomial Model to Black–Scholes Formula In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Capital Growth Theory In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Capital Growth Theory: Continued In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | General Equilibrium Analysis of Financial Markets In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Mean-Variance Portfolio Analysis: The Markowitz Model In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Behavioral Equilibrium and Evolutionary Dynamics In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Solution to the Markowitz Optimization Problem In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 1 |
| 2015 | Properties of Efficient Portfolios In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | The Markowitz Model with a Risk-Free Asset In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Efficient Portfolios in a Market with a Risk-Free Asset In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Capital Asset Pricing Model (CAPM) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | CAPM Continued In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2015 | Factor Models and the Ross-Huberman APT In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2008 | Financial markets. The joy of volatility In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2001 | Stochastic Economies with Locally Interacting Agents In: Working Papers. [Citation analysis] | paper | 1 |
| 2002 | FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 9 |
| From Rags to Riches: On Constant Proportions Investment Strategies.() In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | ||
| 2013 | Growth-optimal investments and numeraire portfolios under transaction costs In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2002 | On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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