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Information about:
Vladislav Kargin

Personal Details | Affiliation | Works
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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

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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!]
    Other versions:

  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)
    Other versions:

  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 2009-7-1.


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