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Vladislav Kargin


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Personal Details

First Name: Vladislav
Middle Name:
Last Name: Kargin

RePEc Short-ID: pka58

Postal Address:


University of Cambridge, Statistical Laboratory
Location: Cambridge, UK


This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. New Economic School Alumni


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Working papers

  1. Vladislav Kargin & Alexei Onatski, 2004. "Dynamics of Interest Rate Curve by Functional Auto-Regression," Macroeconomics, EconWPA 0404008, EconWPA, revised 28 Oct 2004.
  2. Vladislav KArgin, 2004. "Optimal Convergence Trading," Finance, EconWPA 0401003, EconWPA.
  3. Vladislav Kargin, 2004. "Coordination Games with Quantum Information," Game Theory and Information, EconWPA 0409006, EconWPA.
  4. V. Kargin & Alexei Onatski, 2004. "Curve Forecasting by Functional Autoregression," Discussion Papers, Columbia University, Department of Economics 0405-18, Columbia University, Department of Economics.
  5. Vladislav Kargin, 2003. "Optimal Asset Allocation with Asymptotic Criteria," Papers math/0304151,
  6. Vladislav Kargin, 2003. "Consistent Estimation of Pricing Kernels from Noisy Price Data," Finance, EconWPA 0311001, EconWPA.
  7. Vladislav Kargin, 2003. "Portfolio Management for a Random Field of Bond Returns," Finance, EconWPA 0310007, EconWPA.
  8. Vladislav Kargin, 2003. "Value Investing in Emerging Markets: Risks and Benefits," International Finance, EconWPA 0309005, EconWPA.
  9. Vladislav Kargin, 2003. "Uncertainty of the Shapley Value," Game Theory and Information, EconWPA 0309003, EconWPA.
  10. Vladislav Kargin, 2003. "Lattice Option Pricing By Multidimensional Interpolation," Finance, EconWPA 0309003, EconWPA, revised 29 Oct 2004.
  11. Vladislav Kargin, 2002. "On Bond Portfolio Management," Papers math/0208130,, revised Mar 2003.


  1. Kargin, Vladislav, 2011. "Relaxation time is monotone in temperature in the mean-field Ising model," Statistics & Probability Letters, Elsevier, Elsevier, vol. 81(8), pages 1094-1097, August.
  2. Vladislav Kargin, 2008. "On coordination games with quantum correlations," International Journal of Game Theory, Springer, Springer, vol. 37(2), pages 211-218, June.
  3. Kargin, V. & Onatski, A., 2008. "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 99(10), pages 2508-2526, November.
  4. Vladislav Kargin, 2005. "Uncertainty Of The Shapley Value," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 517-529.
  5. Vladislav Kargin, 2005. "Lattice Option Pricing By Multidimensional Interpolation," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 15(4), pages 635-647.
  6. Kargin, Vladislav, 2003. "Prevention of herding by experts," Economics Letters, Elsevier, Elsevier, vol. 78(3), pages 401-407, March.
  7. Kargin, Vladislav, 2002. "Value investing in emerging markets: risks and benefits," Emerging Markets Review, Elsevier, Elsevier, vol. 3(3), pages 233-244, September.

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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