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 1 2 105
An Evolutionary Finance Model with a Risk-Free Asset 0 0 1 17 2 5 9 54
An evolutionary finance model with short selling and endogenous asset supply 0 0 0 0 2 4 10 53
Arbitrage in Stationary Markets 0 0 0 45 0 0 0 191
Arbitrage in stationary markets 0 0 0 29 2 2 2 124
Asset Market Games of Survival 0 0 0 29 0 0 1 130
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 1 2 3 19
Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules 0 1 1 12 3 5 8 18
Capital growth theory and von Neumann-Gale dynamics 0 0 0 53 0 0 0 147
Capital growth under transaction costs: An analysis based on the von Neumann-Gale model 0 0 0 11 1 1 3 110
Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox 0 3 17 17 3 10 16 16
Convex Stochastic Duality and the "Biting Lemma" 0 0 0 0 1 2 4 298
Correlated Equilibrium in a Nutshell 0 0 2 67 2 4 9 99
Dynamic interaction models of economic equilibrium 0 0 0 97 2 6 7 312
Evolution in Pecunia 0 0 0 10 0 2 5 41
Evolution in pecunia 0 0 0 0 0 0 1 4
Evolutionary Behavioural Finance 0 0 0 83 1 2 2 55
Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs 0 0 0 15 1 2 4 33
Evolutionary Finance 1 2 3 514 9 17 33 1,678
Evolutionary Finance Models with Short Selling and Endogenous Asset Supply 0 0 0 17 2 2 5 56
Evolutionary Finance and Dynamic Games 0 0 0 3 1 2 3 14
Evolutionary Stable Stock Markets 0 0 0 130 1 6 9 530
Evolutionary Stable Stock Markets 0 0 0 125 1 1 3 473
Evolutionary finance: A model with endogenous asset payoffs 0 0 0 24 2 3 3 13
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 2 3 6 1,278
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 3 6 7 224
Growing wealth with fixed-mix strategies 0 0 1 60 0 1 4 220
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model 0 0 0 26 0 2 5 117
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 1 2 3 27
Market Selection and Survival of Investment Strategies 0 0 0 116 0 2 3 341
Market Selection and Survival of Investment Strategies 0 0 0 363 1 2 2 1,240
Market Selection and Survival of Investment Strategies 0 0 0 328 4 5 7 1,251
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 1 1 5 1,158
Market selection and survival of investment strategies 0 0 0 20 0 2 2 159
Metonymy and Cross Section Demand 0 0 0 7 0 1 2 597
Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets 0 0 0 23 2 6 7 36
Non-cooperative Versus Cooperative R & D with Endogenous Spillover 0 0 0 0 1 4 6 185
Noncooperative R&D and Optimal R&D Cartels 0 0 0 0 2 3 5 295
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 1 71 0 4 6 232
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 9 2 3 5 44
Oligopoly with Network Effects: Firm-Specific versus Single Network 0 0 0 3 3 7 11 35
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria 0 0 0 217 1 1 1 817
Random Field Models of Microeconomic Dynamics 0 0 0 33 0 0 0 104
Rapid paths in von Neumann-Gale dynamical systems 0 0 0 12 1 1 1 52
Sharing Nonconvex Costs 0 0 0 0 2 2 3 147
Stochastic Economies with Locally Interacting Agents 0 0 0 61 1 1 2 293
Stochastic Programming: Non-Anticipativity and Lagrange Multipliers 0 0 0 1 3 4 6 1,163
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 1 1 1 103
Strategies of Survival in Dynamic Asset Market Games 0 0 0 33 4 5 6 122
Survival and Evolutionary Stability of the Kelly Rule 0 0 0 37 1 1 3 135
The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics 0 0 0 0 1 2 2 1,234
Unbeatable Strategies 0 0 0 27 1 4 7 58
VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model 0 0 0 20 0 0 0 134
Volatility-Induced Financial Growth 0 0 0 92 1 2 4 192
Volatility-induced Growth in Financial Markets 0 0 0 146 0 0 1 320
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 5 10 11 16
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 2 4 7 46
Total Working Papers 1 6 27 3,872 83 171 283 16,948

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 3 6 121
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 0 0 2 78
Almost sure Nash equilibrium strategies in evolutionary models of asset markets 0 0 0 3 1 2 3 19
An evolutionary finance model with a risk-free asset 0 0 0 0 1 3 7 28
An evolutionary finance model with short selling and endogenous asset supply 0 0 4 7 3 12 19 29
Arbitrage in stationary markets 0 0 0 14 1 1 1 72
Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model 0 0 0 44 0 4 6 210
Asset market games of survival: a synthesis of evolutionary and dynamic games 0 0 2 33 2 5 12 132
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 2 3 7 20
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers 0 0 0 1 3 3 3 14
Correlated equilibrium in a nutshell 0 0 0 12 4 6 7 63
Dynamic interaction models of economic equilibrium 0 0 0 31 1 2 6 187
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L 1,L ∞ 〉 0 0 0 1 1 1 2 12
Evolution in pecunia 0 0 0 5 1 1 1 22
Evolutionary finance: a model with endogenous asset payoffs 0 0 0 3 4 16 18 26
Evolutionary stable stock markets 0 0 0 66 2 2 3 322
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 1 1 3 608
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 1 1 2 14
Financial markets. The joy of volatility 1 1 1 85 2 6 7 179
Globally evolutionarily stable portfolio rules 0 0 0 33 3 4 8 178
Introduction: behavioral and evolutionary finance 0 0 0 13 0 0 1 61
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY 0 0 0 9 5 5 5 72
Market selection and survival of investment strategies 0 0 0 74 2 5 6 337
Metonymy and cross-section demand 0 0 0 13 4 7 8 111
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 1 151 5 9 16 409
Oligopoly with network effects: firm-specific versus single network 0 0 2 20 3 8 18 70
On Dynkin's model of economic equilibrium under uncertainty 0 1 1 162 4 5 6 710
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria 0 0 0 15 1 2 2 88
Preface 0 0 0 0 5 6 6 11
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 9 10 10 67
STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS 0 0 0 22 0 0 3 97
Stochastic equilibria on graphs, I 0 0 0 31 0 0 1 146
Stochastic equilibria on graphs, II 0 0 0 27 1 1 3 130
Unbeatable strategies 0 0 0 1 3 8 9 13
Volatility-induced financial growth 0 0 1 26 1 3 4 99
Total Journal Articles 1 2 13 1,119 77 145 221 4,790

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 3 6 54
Total Books 0 0 0 0 2 3 6 54

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 1 5 10
Behavioral Equilibrium and Evolutionary Dynamics 0 0 0 0 0 0 0 0
CAPM Continued 0 0 0 0 0 0 0 5
Capital Asset Pricing Model (CAPM) 0 0 0 0 1 2 8 22
Capital Growth Theory 0 0 0 0 5 6 10 21
Capital Growth Theory: Continued 0 0 0 0 0 1 1 4
Dynamic Securities Market Model 0 0 0 2 6 8 9 32
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 1 2 4 14
Factor Models and the Ross-Huberman APT 0 0 0 0 1 2 6 26
From Binomial Model to Black–Scholes Formula 0 0 0 0 2 2 3 15
General Equilibrium Analysis of Financial Markets 0 0 0 0 0 0 3 7
Growing Wealth with Fixed-Mix Strategies 0 0 2 5 1 3 6 54
Growth-optimal investments and numeraire portfolios under transaction costs 0 0 3 4 0 1 5 35
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 0 0 0 0 2 12
Portfolio Selection: Introductory Comments 0 0 0 0 0 0 0 1
Problems and Exercises I 0 0 0 0 1 2 2 5
Problems and Exercises II 0 0 0 0 0 1 1 3
Problems and Exercises III 0 0 0 0 0 1 3 6
Properties of Efficient Portfolios 0 0 0 0 2 4 4 10
Risk-Neutral Pricing 0 0 0 0 0 0 1 6
Solution to the Markowitz Optimization Problem 0 0 0 1 0 1 5 20
Survival and Evolutionary Stability of the Kelly Rule 0 0 1 6 0 0 3 28
The Cox–Ross–Rubinstein Binomial Model 0 0 0 0 3 3 7 35
The Markowitz Model with a Risk-Free Asset 0 0 0 0 1 2 6 24
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 0 1 1 7
Total Chapters 0 0 6 18 24 43 95 402

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Statistics updated 2026-01-09