.
Evstigneev, Igor V.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 6,754
Total Citations 97
1.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
956(9,954)
6
2.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
04 Jul 08
Last Revised:
17 Dec 08
848(12,054)
8
Evolutionary Finance, Wealth Dynamics, Market Interaction
3.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
609(19,585)
2
Volatility, capital growth, investment, constant proportions strategies
4.
Amir, Rabah University of Arizona - Department of Economics
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
591(20,392)
9
evolutionary finance, portfolio theory, investment strategies, CAPM, market selection, incomplete markets
5.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
546(22,672)
8
Asset allocation, Fixed-mix strategies, Stationary markets, Exponential growth, Products of random matrices, Stochastic version of the Perron-Frobenius theorem
6.
Market Selection of Financial Trading Strategies: Global Stability
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Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
08 Aug 01
Last Revised:
07 Mar 06
530(23,653)
16
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
17
16
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Hens, Thorsten Department of Banking and Finance
513
16
Evolutionary finance, market selection, incomplete markets, Kelly rule
7.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
377(36,699)
4
Volatility, constant proportions strategies, financial markets, investment, exponential growth, transaction costs
8.
Asset Market Games of Survival: A Synthesis of Evolutionary and Dynamic Games
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Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
27 Oct 08
Last Revised:
25 Apr 11
350(40,172)
4
Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
20
4
evolutionary finance, dynamic games, stochastic games, games of survival
Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
27 Oct 08
Last Revised:
10 Jan 11
330
4
evolutionary finance, dynamic games, stochastic games, evolutionary game theory, games of survival.
9.
Dempster, M. A. H. University of Cambridge - Judge Business School, Centre for Financial Research
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
28 Sep 09
Last Revised:
14 Dec 09
323(44,228)
Volatility, Constant proportions strategies, Fixed-mix strategies, Financial markets, Investment, Exponential growth, Transaction costs
10.
Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Xu, Le University of Manchester
243(61,086)
1
evolutionary finance, dynamic games, stochastic games, survival strategies
11.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
238(62,478)
evolutionary finance, wealth dynamics, survival and extinction of portfolio rules, evolutionary stability, Kelly rule
12.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
04 Sep 10
Last Revised:
17 Nov 11
224(66,668)
Evolutionary finance, risk-free asset, local stability, linearization, random dynamical systems
13.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Kapoor, Dhruv affiliation not provided to SSRN
165(89,949)
2
Stationary markets, Arbitrage, Volatility-induced growth
14.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Hens, Thorsten Department of Banking and Finance
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Posted:
20 Sep 05
Last Revised:
23 Nov 07
161(91,933)
10
Evolutionary Finance, Wealth Dynamics, Survival and Extinction of Portfolio Rules, Evolutionary Stability, Kelly Rule
15.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
Hens, Thorsten Department of Banking and Finance
160(92,485)
21
evolutionary finance, portfolio theory, incomplete markets
16.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
133(108,666)
2
von Neumann-Gale model, stochastic generalization, financial applications
17.
Amir, Rabah University of Arizona - Department of Economics
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Xu, Le University of Manchester
107(129,023)
evolutionary finance, dynamic games, stochastic games, survival strategies
18.
Bahsoun, Wael University of Manchester
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Taksar, Michael I. University of Missouri at Columbia - Department of Mathematics
74(164,147)
capital growth theory, transaction costs, numeraire portfolios, random dynamical systems, convex multivalued operators, von Neumann-Gale model, rapid paths
19.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
61(182,454)
Random dynamical systems, convex multivalued operators, von Neumann-Gale model, rapid paths, convex duality, stochastic equilibrium
20.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School
45(209,993)
2
C61, C62, O41
21.
Evstigneev, Igor V. University of Manchester - Economics, School of Social Sciences
Schurger, Klaus University of Bonn - Department of Statistics
Taksar, Michael I. University of Missouri at Columbia - Department of Mathematics
13(300,451)
2
No-arbitrage criteria, portfolio constraints, supermartingale measures, bang-bang control
