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Information about:
Vladislav Kargin

Personal Details | Affiliation | Works
This is information that was supplied by Vladislav Kargin in registering through RePEc. If you are Vladislav Kargin , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Vladislav
Middle Name:
Last Name: Kargin
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RePEc Short-ID: pka58

Email:
Homepage: http://www.io.com/~slava
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. V. Kargin & Alexei Onatski, 2004. "Curve Forecasting by Functional Autoregression," Discussion Papers 0405-18, Columbia University, Department of Economics. [Downloadable!]
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    Published as:

  2. Vladislav Kargin & Alexei Onatski, 2004. "Dynamics of Interest Rate Curve by Functional Auto-Regression," Macroeconomics 0404008, EconWPA, revised 28 Oct 2004. [Downloadable!]
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  3. Vladislav KArgin, 2004. "Optimal Convergence Trading," Finance 0401003, EconWPA. [Downloadable!]

  4. Vladislav Kargin, 2004. "Coordination Games with Quantum Information," Game Theory and Information 0409006, EconWPA. [Downloadable!]

  5. Vladislav Kargin, 2003. "Value Investing in Emerging Markets: Risks and Benefits," International Finance 0309005, EconWPA. [Downloadable!]
    Published as:

  6. Vladislav Kargin, 2003. "Uncertainty of the Shapley Value," Game Theory and Information 0309003, EconWPA. [Downloadable!]
    Published as:

  7. Vladislav Kargin, 2003. "Lattice Option Pricing By Multidimensional Interpolation," Finance 0309003, EconWPA, revised 29 Oct 2004. [Downloadable!]
    Published as:

  8. Vladislav Kargin, 2003. "Consistent Estimation of Pricing Kernels from Noisy Price Data," Finance 0311001, EconWPA. [Downloadable!]

  9. Vladislav Kargin, 2003. "Portfolio Management for a Random Field of Bond Returns," Finance 0310007, EconWPA. [Downloadable!]

Articles

  1. Vladislav Kargin, 2008. "On coordination games with quantum correlations," International Journal of Game Theory, Springer, vol. 37(2), pages 211-218, June. [Downloadable!] (restricted)

  2. Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2508-2526, November. [Downloadable!] (restricted)
    Other versions:

  3. Vladislav Kargin, 2005. "Uncertainty Of The Shapley Value," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 517-529. [Downloadable!] (restricted)
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  4. Vladislav Kargin, 2005. "Lattice Option Pricing By Multidimensional Interpolation," Mathematical Finance, Blackwell Publishing, vol. 15(4), pages 635-647. [Downloadable!] (restricted)
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  5. Kargin, Vladislav, 2003. "Prevention of herding by experts," Economics Letters, Elsevier, vol. 78(3), pages 401-407, March. [Downloadable!] (restricted)

  6. Kargin, Vladislav, 2002. "Value investing in emerging markets: risks and benefits," Emerging Markets Review, Elsevier, vol. 3(3), pages 233-244, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (3) 2003-09-14 2003-09-14 2003-10-12 Author is listed
  2. NEP-CMP: Computational Economics (1) 2003-09-14
  3. NEP-ECM: Econometrics (2) 2003-11-09 2004-04-12 Author is listed
  4. NEP-FIN: Finance (2) 2003-10-12 2004-01-18 Author is listed
  5. NEP-FMK: Financial Markets (2) 2003-10-12 2003-11-09 Author is listed
  6. NEP-GTH: Game Theory (1) 2003-09-08
  7. NEP-MAC: Macroeconomics (1) 2004-10-30
  8. NEP-MON: Monetary Economics (1) 2004-10-30
  9. NEP-RMG: Risk Management (2) 2003-09-14 2003-10-12 Author is listed
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This page was last updated on 2009-11-11.

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