Access Statistics for Igor V. Evstigneev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Classical Bertrand Duopoly 0 0 0 54 0 2 9 113
An Evolutionary Finance Model with a Risk-Free Asset 0 0 1 17 0 1 19 66
An evolutionary finance model with short selling and endogenous asset supply 0 0 0 0 1 4 15 61
Arbitrage in Stationary Markets 0 0 0 45 2 9 14 205
Arbitrage in stationary markets 0 0 0 29 0 5 21 143
Asset Market Games of Survival 0 0 0 29 1 5 12 141
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 2 5 15 32
Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules 0 0 1 12 1 5 17 28
Capital growth theory and von Neumann-Gale dynamics 0 0 0 53 0 1 2 149
Capital growth under transaction costs: An analysis based on the von Neumann-Gale model 0 0 0 11 1 3 6 115
Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox 0 0 17 17 1 4 28 28
Convex Stochastic Duality and the "Biting Lemma" 0 0 0 0 0 1 11 306
Correlated Equilibrium in a Nutshell 0 0 2 67 1 5 16 107
Dynamic interaction models of economic equilibrium 0 0 0 97 0 4 17 323
Evolution in Pecunia 0 1 1 11 0 6 13 52
Evolution in pecunia 0 0 0 0 0 2 5 9
Evolutionary Behavioural Finance 0 0 0 83 0 7 10 63
Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs 0 0 0 15 0 4 11 41
Evolutionary Finance 0 2 4 516 6 19 60 1,712
Evolutionary Finance Models with Short Selling and Endogenous Asset Supply 0 0 0 17 1 6 20 73
Evolutionary Finance and Dynamic Games 0 1 1 4 0 1 7 19
Evolutionary Stable Stock Markets 0 0 0 125 1 7 12 483
Evolutionary Stable Stock Markets 0 0 1 131 4 7 23 547
Evolutionary finance: A model with endogenous asset payoffs 0 0 0 24 0 4 17 27
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 0 3 13 1,285
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 0 2 11 229
Growing wealth with fixed-mix strategies 0 0 0 60 1 2 5 224
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model 0 0 0 26 0 1 10 124
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 0 2 7 31
Market Selection and Survival of Investment Strategies 0 0 0 363 2 4 11 1,249
Market Selection and Survival of Investment Strategies 0 0 0 328 0 1 11 1,255
Market Selection and Survival of Investment Strategies 0 0 0 116 1 7 33 372
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 0 5 12 1,166
Market selection and survival of investment strategies 0 0 0 20 0 0 7 164
Metonymy and Cross Section Demand 0 0 0 7 0 2 3 599
Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets 0 0 0 23 1 3 14 43
Non-cooperative Versus Cooperative R & D with Endogenous Spillover 0 0 0 0 0 4 11 191
Noncooperative R&D and Optimal R&D Cartels 0 0 0 0 0 2 9 300
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 71 0 6 23 250
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 9 1 6 14 54
Oligopoly with Network Effects: Firm-Specific versus Single Network 0 1 1 4 0 6 23 48
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria 0 0 0 217 1 8 24 840
Random Field Models of Microeconomic Dynamics 0 0 0 33 0 0 1 105
Rapid paths in von Neumann-Gale dynamical systems 0 0 0 12 1 2 5 56
Sharing Nonconvex Costs 0 0 0 0 0 6 31 175
Stochastic Economies with Locally Interacting Agents 0 0 0 61 0 4 8 300
Stochastic Programming: Non-Anticipativity and Lagrange Multipliers 0 0 0 1 1 6 16 1,175
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 0 2 12 114
Strategies of Survival in Dynamic Asset Market Games 0 0 0 33 0 1 20 136
Survival and Evolutionary Stability of the Kelly Rule 0 0 0 37 0 1 5 139
The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics 0 0 0 0 0 2 10 1,242
Unbeatable Strategies 0 0 0 27 1 4 14 67
VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model 0 0 0 20 0 0 2 136
Volatility-Induced Financial Growth 0 0 0 92 0 1 6 195
Volatility-induced Growth in Financial Markets 0 0 0 146 0 1 4 324
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 55 61 75 81
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 1 5 14 54
Total Working Papers 0 5 29 3,878 88 277 844 17,566

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A functional central limit theorem for equilibrium paths of economic dynamics 0 0 1 28 0 3 13 128
A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy 0 0 0 3 0 3 3 38
A new look at the classical Bertrand duopoly 0 0 0 23 1 3 8 85
Almost sure Nash equilibrium strategies in evolutionary models of asset markets 0 0 0 3 1 4 10 26
An evolutionary finance model with a risk-free asset 0 0 0 0 1 5 13 37
An evolutionary finance model with short selling and endogenous asset supply 0 0 0 7 0 7 25 40
Arbitrage in stationary markets 0 0 0 14 0 5 7 78
Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model 0 0 0 44 0 2 10 216
Asset market games of survival: a synthesis of evolutionary and dynamic games 0 0 1 33 1 2 12 137
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 0 3 12 26
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers 0 0 0 1 0 1 5 16
Correlated equilibrium in a nutshell 0 0 0 12 2 7 17 74
Dynamic interaction models of economic equilibrium 0 0 0 31 1 3 11 192
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L 1,L ∞ 〉 0 0 0 1 1 2 9 19
Evolution in pecunia 0 0 0 5 0 3 7 28
Evolutionary finance: a model with endogenous asset payoffs 0 0 0 3 0 5 28 37
Evolutionary stable stock markets 0 0 0 66 1 4 7 327
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 1 5 9 616
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 1 5 9 22
Financial markets. The joy of volatility 0 0 1 85 0 4 15 188
Globally evolutionarily stable portfolio rules 0 0 0 33 0 3 12 183
Introduction: behavioral and evolutionary finance 0 0 0 13 0 3 6 66
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 0 9 0 0 9 76
Market selection and survival of investment strategies 0 0 0 74 2 7 18 349
Metonymy and cross-section demand 0 0 0 13 1 2 13 117
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 1 151 2 7 25 422
Oligopoly with network effects: firm-specific versus single network 0 0 2 20 0 6 30 86
On Dynkin's model of economic equilibrium under uncertainty 0 7 9 170 4 34 45 750
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria 0 0 0 15 0 4 7 93
Preface 0 0 0 0 0 3 19 24
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 2 10 21 78
STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS 0 0 0 22 1 1 7 102
Stochastic equilibria on graphs, I 0 0 0 31 1 3 34 179
Stochastic equilibria on graphs, II 0 0 0 27 0 2 6 134
Unbeatable Strategies in Cournot Duopoly 0 0 0 0 1 7 11 11
Unbeatable strategies 0 1 1 2 1 6 19 24
Volatility-induced financial growth 0 0 0 26 0 4 8 104
Total Journal Articles 0 8 16 1,128 26 178 520 5,128

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Mathematical Financial Economics 0 0 0 0 2 6 29 80
Total Books 0 0 0 0 2 6 29 80

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
American Derivative Securities 0 0 0 0 0 5 8 16
Behavioral Equilibrium and Evolutionary Dynamics 0 0 0 0 0 2 2 2
CAPM Continued 0 0 0 0 0 2 3 8
Capital Asset Pricing Model (CAPM) 0 0 0 0 1 8 13 32
Capital Growth Theory 0 0 0 0 2 5 18 29
Capital Growth Theory: Continued 0 0 0 0 2 5 9 12
Dynamic Securities Market Model 0 0 0 2 0 2 12 36
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 0 2 7 18
Factor Models and the Ross-Huberman APT 0 0 0 0 1 4 15 36
From Binomial Model to Black–Scholes Formula 0 0 0 0 3 8 10 23
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 3 4 10
Growing Wealth with Fixed-Mix Strategies 0 0 1 5 2 3 7 57
Growth-optimal investments and numeraire portfolios under transaction costs 0 0 1 4 1 8 24 56
Mean-Variance Portfolio Analysis: The Markowitz Model 0 1 1 1 1 5 7 18
Portfolio Selection: Introductory Comments 0 0 0 0 1 2 3 4
Problems and Exercises I 0 0 0 0 1 7 11 14
Problems and Exercises II 0 0 0 0 1 7 10 12
Problems and Exercises III 0 0 0 0 0 4 6 11
Properties of Efficient Portfolios 0 0 0 0 0 1 6 12
Risk-Neutral Pricing 0 0 0 0 1 5 7 12
Solution to the Markowitz Optimization Problem 0 0 0 1 0 1 6 24
Survival and Evolutionary Stability of the Kelly Rule 0 0 1 7 0 3 9 36
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 2 16 25 54
The Markowitz Model with a Risk-Free Asset 0 0 0 0 0 4 8 29
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 0 6 20 26
Total Chapters 0 1 4 20 19 118 250 587

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Statistics updated 2026-06-04