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 1 54 0 6 8 111
An Evolutionary Finance Model with a Risk-Free Asset 0 0 1 17 0 11 19 65
An evolutionary finance model with short selling and endogenous asset supply 0 0 0 0 0 4 14 57
Arbitrage in Stationary Markets 0 0 0 45 1 6 6 197
Arbitrage in stationary markets 0 0 0 29 0 14 16 138
Asset Market Games of Survival 0 0 0 29 2 8 9 138
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 1 9 12 28
Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules 0 0 1 12 1 6 14 24
Capital growth theory and von Neumann-Gale dynamics 0 0 0 53 0 1 1 148
Capital growth under transaction costs: An analysis based on the von Neumann-Gale model 0 0 0 11 0 2 4 112
Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox 0 0 17 17 2 10 26 26
Convex Stochastic Duality and the "Biting Lemma" 0 0 0 0 0 7 11 305
Correlated Equilibrium in a Nutshell 0 0 2 67 0 3 12 102
Dynamic interaction models of economic equilibrium 0 0 0 97 0 7 13 319
Evolution in Pecunia 0 0 0 10 1 6 9 47
Evolution in pecunia 0 0 0 0 0 3 4 7
Evolutionary Behavioural Finance 0 0 0 83 1 2 4 57
Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs 0 0 0 15 0 4 7 37
Evolutionary Finance 2 2 5 516 2 17 45 1,695
Evolutionary Finance Models with Short Selling and Endogenous Asset Supply 0 0 0 17 2 13 18 69
Evolutionary Finance and Dynamic Games 1 1 1 4 1 5 7 19
Evolutionary Stable Stock Markets 0 1 1 131 0 10 17 540
Evolutionary Stable Stock Markets 0 0 0 125 3 6 8 479
Evolutionary finance: A model with endogenous asset payoffs 0 0 0 24 0 10 13 23
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 0 4 10 1,282
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 0 3 9 227
Growing wealth with fixed-mix strategies 0 0 1 60 0 2 5 222
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model 0 0 0 26 0 6 9 123
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 1 3 6 30
Market Selection and Survival of Investment Strategies 0 0 0 363 0 5 7 1,245
Market Selection and Survival of Investment Strategies 0 0 0 116 6 30 33 371
Market Selection and Survival of Investment Strategies 0 0 0 328 0 3 10 1,254
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 1 4 8 1,162
Market selection and survival of investment strategies 0 0 0 20 0 5 7 164
Metonymy and Cross Section Demand 0 0 0 7 0 0 1 597
Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets 0 0 0 23 1 5 12 41
Non-cooperative Versus Cooperative R & D with Endogenous Spillover 0 0 0 0 1 3 8 188
Noncooperative R&D and Optimal R&D Cartels 0 0 0 0 0 3 8 298
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 71 1 13 18 245
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 9 3 7 11 51
Oligopoly with Network Effects: Firm-Specific versus Single Network 0 0 0 3 1 8 19 43
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria 0 0 0 217 3 18 19 835
Random Field Models of Microeconomic Dynamics 0 0 0 33 0 1 1 105
Rapid paths in von Neumann-Gale dynamical systems 0 0 0 12 0 2 3 54
Sharing Nonconvex Costs 0 0 0 0 4 26 29 173
Stochastic Economies with Locally Interacting Agents 0 0 0 61 0 3 5 296
Stochastic Programming: Non-Anticipativity and Lagrange Multipliers 0 0 0 1 2 8 13 1,171
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 1 10 11 113
Strategies of Survival in Dynamic Asset Market Games 0 0 0 33 1 14 20 136
Survival and Evolutionary Stability of the Kelly Rule 0 0 0 37 1 4 6 139
The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics 0 0 0 0 0 6 8 1,240
Unbeatable Strategies 0 0 0 27 1 6 12 64
VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model 0 0 0 20 0 2 2 136
Volatility-Induced Financial Growth 0 0 0 92 0 2 5 194
Volatility-induced Growth in Financial Markets 0 0 0 146 0 3 3 323
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 2 6 16 22
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 1 4 11 50
Total Working Papers 3 4 30 3,876 48 389 642 17,337

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 1 5 11 126
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 0 0 35
A new look at the classical Bertrand duopoly 0 0 0 23 1 5 7 83
Almost sure Nash equilibrium strategies in evolutionary models of asset markets 0 0 0 3 0 3 6 22
An evolutionary finance model with a risk-free asset 0 0 0 0 0 4 11 32
An evolutionary finance model with short selling and endogenous asset supply 0 0 3 7 2 6 24 35
Arbitrage in stationary markets 0 0 0 14 0 1 2 73
Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model 0 0 0 44 1 5 10 215
Asset market games of survival: a synthesis of evolutionary and dynamic games 0 0 2 33 0 3 12 135
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 1 4 10 24
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers 0 0 0 1 0 1 4 15
Correlated equilibrium in a nutshell 0 0 0 12 1 5 11 68
Dynamic interaction models of economic equilibrium 0 0 0 31 0 2 8 189
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L 1,L ∞ 〉 0 0 0 1 0 5 7 17
Evolution in pecunia 0 0 0 5 1 4 5 26
Evolutionary finance: a model with endogenous asset payoffs 0 0 0 3 1 7 24 33
Evolutionary stable stock markets 0 0 0 66 0 1 3 323
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 0 3 4 611
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 0 3 4 17
Financial markets. The joy of volatility 0 0 1 85 0 5 11 184
Globally evolutionarily stable portfolio rules 0 0 0 33 1 3 11 181
Introduction: behavioral and evolutionary finance 0 0 0 13 0 2 3 63
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 0 9 0 4 9 76
Market selection and survival of investment strategies 0 0 0 74 2 7 13 344
Metonymy and cross-section demand 0 0 0 13 0 4 11 115
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 1 151 3 9 23 418
Oligopoly with network effects: firm-specific versus single network 0 0 2 20 3 13 28 83
On Dynkin's model of economic equilibrium under uncertainty 0 1 2 163 0 6 12 716
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria 0 0 0 15 0 1 3 89
Preface 0 0 0 0 0 10 16 21
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 0 1 11 68
STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS 0 0 0 22 0 4 6 101
Stochastic equilibria on graphs, I 0 0 0 31 1 31 32 177
Stochastic equilibria on graphs, II 0 0 0 27 1 3 5 133
Unbeatable Strategies in Cournot Duopoly 0 0 0 0 1 5 5 5
Unbeatable strategies 0 0 0 1 2 7 15 20
Volatility-induced financial growth 0 0 0 26 0 1 4 100
Total Journal Articles 0 1 12 1,120 23 183 381 4,973

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 1 21 26 75
Total Books 0 0 0 0 1 21 26 75

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 2 3 5 13
Behavioral Equilibrium and Evolutionary Dynamics 0 0 0 0 0 0 0 0
CAPM Continued 0 0 0 0 0 1 1 6
Capital Asset Pricing Model (CAPM) 0 0 0 0 0 2 6 24
Capital Growth Theory 0 0 0 0 0 3 13 24
Capital Growth Theory: Continued 0 0 0 0 1 4 5 8
Dynamic Securities Market Model 0 0 0 2 0 2 10 34
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 0 2 6 16
Factor Models and the Ross-Huberman APT 0 0 0 0 1 7 12 33
From Binomial Model to Black–Scholes Formula 0 0 0 0 2 2 4 17
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 0 1 7
Growing Wealth with Fixed-Mix Strategies 0 0 2 5 0 0 5 54
Growth-optimal investments and numeraire portfolios under transaction costs 0 0 1 4 4 17 20 52
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 0 0 0 1 2 13
Portfolio Selection: Introductory Comments 0 0 0 0 0 1 1 2
Problems and Exercises I 0 0 0 0 0 2 4 7
Problems and Exercises II 0 0 0 0 0 2 3 5
Problems and Exercises III 0 0 0 0 0 1 2 7
Properties of Efficient Portfolios 0 0 0 0 0 1 5 11
Risk-Neutral Pricing 0 0 0 0 2 3 4 9
Solution to the Markowitz Optimization Problem 0 0 0 1 0 3 7 23
Survival and Evolutionary Stability of the Kelly Rule 0 1 1 7 0 5 7 33
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 5 8 14 43
The Markowitz Model with a Risk-Free Asset 0 0 0 0 1 2 7 26
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 2 15 16 22
Total Chapters 0 1 4 19 20 87 160 489

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Statistics updated 2026-04-09