Sergiy Gerasymchuk

Personal Details

First Name:	Sergiy
Middle Name:
Last Name:	Gerasymchuk
Suffix:
RePEc Short-ID:	pge74
	[This author has chosen not to make the email address public]
Terminal Degree:	2008 Scuola Superiore di Economia (SSE-Ca' Foscari) (from RePEc Genealogy)

Affiliation

(34%) Dipartimento di Economia
Università Ca' Foscari Venezia

Venezia, Italy
http://www.unive.it/dip.economia
RePEc:edi:dsvenit (more details at EDIRC)

(33%) Dipartimento di Matematica Applicata
Università Ca' Foscari Venezia

Venezia, Italy
http://www.dma.unive.it/
RePEc:edi:dmvenit (more details at EDIRC)

(33%) Scuola Superiore di Economia (SSE-Ca' Foscari)

Venezia, Italy
http://venus.unive.it/sse/
RePEc:edi:ssvenit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.

   Cited by:

   1. de Farias Neto, Joao Jose, 2008. "S-shaped utility, subprime crash and the black swan," MPRA Paper 12122, University Library of Munich, Germany.

2. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007. "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers 149, Department of Applied Mathematics, Università Ca' Foscari Venezia.

   Cited by:

   1. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.
   2. Alfarano, Simone & Milakovic, Mishael, 2009. "Network structure and N-dependence in agent-based herding models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 78-92, January.
   3. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.
   4. Chang Sheng-Kai, 2014. "Herd behavior, bubbles and social interactions in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 89-101, February.
   5. Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012. "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics 13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
      • De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
   6. Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018. "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 167-205, May.

3. Sergiy Gerasymchuk, 2007. "Mean-Variance Portfolio Selection with Reference Dependent Preferences," Working Papers 150, Department of Applied Mathematics, Università Ca' Foscari Venezia.

   Cited by:

   1. de Farias Neto, Joao Jose, 2008. "S-shaped utility, subprime crash and the black swan," MPRA Paper 12122, University Library of Munich, Germany.
   2. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-UPT: Utility Models and Prospect Theory (2) 2007-04-28 2008-03-01
2. NEP-NET: Network Economics (1) 2007-04-28

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