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 2 6 8 111
An Evolutionary Finance Model with a Risk-Free Asset 0 0 1 17 6 13 19 65
An evolutionary finance model with short selling and endogenous asset supply 0 0 0 0 1 6 14 57
Arbitrage in Stationary Markets 0 0 0 45 2 5 5 196
Arbitrage in stationary markets 0 0 0 29 4 16 16 138
Asset Market Games of Survival 0 0 0 29 4 6 7 136
Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets 0 0 0 21 4 9 11 27
Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules 0 0 1 12 2 8 13 23
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 1 3 5 112
Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox 0 0 17 17 4 11 24 24
Convex Stochastic Duality and the "Biting Lemma" 0 0 0 0 2 8 11 305
Correlated Equilibrium in a Nutshell 0 0 2 67 0 5 12 102
Dynamic interaction models of economic equilibrium 0 0 0 97 2 9 13 319
Evolution in Pecunia 0 0 0 10 1 5 8 46
Evolution in pecunia 0 0 0 0 0 3 4 7
Evolutionary Behavioural Finance 0 0 0 83 0 2 3 56
Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs 0 0 0 15 2 5 7 37
Evolutionary Finance 0 1 3 514 3 24 45 1,693
Evolutionary Finance Models with Short Selling and Endogenous Asset Supply 0 0 0 17 5 13 16 67
Evolutionary Finance and Dynamic Games 0 0 0 3 3 5 6 18
Evolutionary Stable Stock Markets 0 0 0 125 0 4 6 476
Evolutionary Stable Stock Markets 1 1 1 131 3 11 19 540
Evolutionary finance: A model with endogenous asset payoffs 0 0 0 24 2 12 13 23
From Rags to Riches: On Constant Proportions Investment Strategies 0 0 0 312 0 6 10 1,282
Globally Evolutionarily Stable Portfolio Rules 0 0 0 68 0 6 9 227
Growing wealth with fixed-mix strategies 0 0 1 60 1 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 4 6 11 123
Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems 0 0 0 2 0 3 5 29
Market Selection and Survival of Investment Strategies 0 0 0 116 11 24 27 365
Market Selection and Survival of Investment Strategies 0 0 0 328 0 7 10 1,254
Market Selection and Survival of Investment Strategies 0 0 0 363 2 6 7 1,245
Market Selection of Financial Trading Strategies: Global Stability 0 0 0 365 1 4 7 1,161
Market selection and survival of investment strategies 0 0 0 20 2 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 2 6 11 40
Non-cooperative Versus Cooperative R & D with Endogenous Spillover 0 0 0 0 1 3 7 187
Noncooperative R&D and Optimal R&D Cartels 0 0 0 0 2 5 8 298
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 9 0 6 9 48
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 0 71 6 12 17 244
Oligopoly with Network Effects: Firm-Specific versus Single Network 0 0 0 3 1 10 18 42
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria 0 0 0 217 1 16 16 832
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 1 3 3 54
Sharing Nonconvex Costs 0 0 0 0 7 24 25 169
Stochastic Economies with Locally Interacting Agents 0 0 0 61 1 4 5 296
Stochastic Programming: Non-Anticipativity and Lagrange Multipliers 0 0 0 1 2 9 11 1,169
Stochastic equilibria in von Neumann–Gale dynamical systems 0 0 0 36 2 10 10 112
Strategies of Survival in Dynamic Asset Market Games 0 0 0 33 7 17 19 135
Survival and Evolutionary Stability of the Kelly Rule 0 0 0 37 0 4 5 138
The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics 0 0 0 0 0 7 8 1,240
Unbeatable Strategies 0 0 0 27 0 6 11 63
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 1 3 6 194
Volatility-induced Growth in Financial Markets 0 0 0 146 1 3 3 323
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions 0 0 0 1 1 9 14 20
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth 0 0 0 10 2 5 10 49
Total Working Papers 1 2 27 3,873 112 424 604 17,289

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 2 5 10 125
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 4 6 82
Almost sure Nash equilibrium strategies in evolutionary models of asset markets 0 0 0 3 0 4 6 22
An evolutionary finance model with a risk-free asset 0 0 0 0 1 5 11 32
An evolutionary finance model with short selling and endogenous asset supply 0 0 4 7 0 7 23 33
Arbitrage in stationary markets 0 0 0 14 0 2 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 2 4 9 214
Asset market games of survival: a synthesis of evolutionary and dynamic games 0 0 2 33 0 5 12 135
Behavioral equilibrium and evolutionary dynamics in asset markets 0 0 0 2 1 5 9 23
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers 0 0 0 1 0 4 4 15
Correlated equilibrium in a nutshell 0 0 0 12 3 8 11 67
Dynamic interaction models of economic equilibrium 0 0 0 31 1 3 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 1 6 7 17
Evolution in pecunia 0 0 0 5 0 4 4 25
Evolutionary finance: a model with endogenous asset payoffs 0 0 0 3 3 10 23 32
Evolutionary stable stock markets 0 0 0 66 0 3 3 323
Exponential growth of fixed-mix strategies in stationary asset markets 0 0 0 151 0 4 4 611
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES 0 0 0 1 1 4 5 17
Financial markets. The joy of volatility 0 1 1 85 1 7 11 184
Globally evolutionarily stable portfolio rules 0 0 0 33 1 5 10 180
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 1 9 9 76
Market selection and survival of investment strategies 0 0 0 74 2 7 11 342
Metonymy and cross-section demand 0 0 0 13 2 8 11 115
Noncooperative versus cooperative R&D with endogenous spillover rates 0 0 1 151 2 11 20 415
Oligopoly with network effects: firm-specific versus single network 0 0 2 20 5 13 26 80
On Dynkin's model of economic equilibrium under uncertainty 0 1 2 163 1 10 12 716
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria 0 0 0 15 0 2 3 89
Preface 0 0 0 0 0 15 16 21
Pure and randomized equilibria in the stochastic von Neumann-Gale model 0 0 0 9 0 10 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 5 30 31 176
Stochastic equilibria on graphs, II 0 0 0 27 0 3 4 132
Unbeatable Strategies in Cournot Duopoly 0 0 0 0 1 4 4 4
Unbeatable strategies 0 0 0 1 3 8 13 18
Volatility-induced financial growth 0 0 0 26 0 2 4 100
Total Journal Articles 0 2 13 1,120 40 237 362 4,950

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 5 22 25 74
Total Books 0 0 0 0 5 22 25 74

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 3 11
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 3 6 24
Capital Growth Theory 0 0 0 0 0 8 13 24
Capital Growth Theory: Continued 0 0 0 0 0 3 4 7
Dynamic Securities Market Model 0 0 0 2 0 8 10 34
Efficient Portfolios in a Market with a Risk-Free Asset 0 0 0 0 0 3 6 16
Factor Models and the Ross-Huberman APT 0 0 0 0 4 7 12 32
From Binomial Model to Black–Scholes Formula 0 0 0 0 0 2 3 15
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 1 6 54
Growth-optimal investments and numeraire portfolios under transaction costs 0 0 2 4 4 13 17 48
Mean-Variance Portfolio Analysis: The Markowitz Model 0 0 0 0 1 1 2 13
Portfolio Selection: Introductory Comments 0 0 0 0 0 1 1 2
Problems and Exercises I 0 0 0 0 1 3 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 3 5 11
Risk-Neutral Pricing 0 0 0 0 0 1 2 7
Solution to the Markowitz Optimization Problem 0 0 0 1 1 3 8 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 1 6 9 38
The Markowitz Model with a Risk-Free Asset 0 0 0 0 1 2 6 25
The von Neumann-Gale Growth Model and Its Stochastic Generalization 0 0 0 0 2 13 14 20
Total Chapters 0 1 5 19 15 91 145 469

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Statistics updated 2026-03-04