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Igor V. Evstigneev

(deceased)

Personal Details

This person is deceased (Date: 17 Nov 2025)
First Name:Igor
Middle Name:V.
Last Name:Evstigneev
Suffix:
RePEc Short-ID:pev36
http://www.evstigneev.net
Terminal Degree:1974 Central Economics and Mathematics Institute (CEMI); Russian Academy of Sciences (RAS) (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Rabah Amir & Igor V. Evstigneev & Mikhail V. Zhitlukhin, 2025. "Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox," Papers 2509.00960, arXiv.org.
  2. Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei & Mohammad Mikhail Zhitlukhin, 2023. "Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules," Swiss Finance Institute Research Paper Series 23-72, Swiss Finance Institute.
  3. Igor V. Evstigneev & Mohammad Javad Vanaei, 2022. "Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs," Economics Discussion Paper Series 2202, Economics, The University of Manchester.
  4. Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022. "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series 22-96, Swiss Finance Institute, revised May 2023.
  5. Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2021. "Unbeatable Strategies," Economics Discussion Paper Series 2101, Economics, The University of Manchester, revised Jul 2023.
    • Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2024. "Unbeatable strategies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 891-920, June.
  6. Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
  7. Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Evolution in Pecunia," Swiss Finance Institute Research Paper Series 20-44, Swiss Finance Institute.
  8. Rabah Amir & Igor Evstigneev & Adriana Gama, 2019. "Oligopoly with Network Effects: Firm-Specific versus Single Network," Economics Discussion Paper Series 1910, Economics, The University of Manchester.
  9. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé, 2019. "Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems," Economics Discussion Paper Series 1902, Economics, The University of Manchester.
  10. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series 1815, Economics, The University of Manchester.
  11. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series 1816, Economics, The University of Manchester.
  12. Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series 17-28, Swiss Finance Institute.
  13. Rabah Amir & Igor V. Evstigneev, 2017. "A New Look at the Classical Bertrand Duopoly," Economics Discussion Paper Series 1702, Economics, The University of Manchester.
  14. Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets," Swiss Finance Institute Research Paper Series 17-17, Swiss Finance Institute.
  15. Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series 17-26, Swiss Finance Institute.
  16. Rabah Amir & Sergei Belkov & Igor V. Evstigneev, 2017. "Correlated Equilibrium in a Nutshell," Economics Discussion Paper Series 1706, Economics, The University of Manchester.
  17. Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPÉ, 2015. "Evolutionary Behavioural Finance," Swiss Finance Institute Research Paper Series 15-16, Swiss Finance Institute.
  18. Michael A.H. DEMPSTER & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2009. "Growing wealth with fixed-mix strategies," Swiss Finance Institute Research Paper Series 09-37, Swiss Finance Institute.
  19. Rabah AMIR & Igor V. EVSTIGNEEV & Thorsten HENS & Le XU, 2009. "Evolutionary Finance and Dynamic Games," Swiss Finance Institute Research Paper Series 09-49, Swiss Finance Institute.
  20. Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2009. "Survival and Evolutionary Stability of the Kelly Rule," Swiss Finance Institute Research Paper Series 09-32, Swiss Finance Institute.
  21. Wael Bahsoun & Igor V. Evstigneev & Michael I. Taksar, 2009. "Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model," Papers 0909.4730, arXiv.org.
  22. Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR, 2008. "Capital growth under transaction costs: An analysis based on the von Neumann-Gale model," Swiss Finance Institute Research Paper Series 08-07, Swiss Finance Institute.
  23. Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, 2008. "Asset Market Games of Survival," Swiss Finance Institute Research Paper Series 08-31, Swiss Finance Institute.
  24. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
  25. Rabah AMIR & Igor V. EVSTIGNEEV & Le XU, 2008. "Strategies of Survival in Dynamic Asset Market Games," Swiss Finance Institute Research Paper Series 08-41, Swiss Finance Institute.
  26. Wael Bahsoun & Igor Evstigneev & Michael Taksar, 2007. "Rapid paths in von Neumann-Gale dynamical systems," Economics Discussion Paper Series 0718, Economics, The University of Manchester.
  27. Wael Bahsoun & Igor Evstigneev & Michael Taksar, 2007. "Capital growth theory and von Neumann-Gale dynamics," Economics Discussion Paper Series 0720, Economics, The University of Manchester.
  28. Igor Evstigneev & Dhruv Kapoor, 2007. "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute.
  29. Igor Evstigneev & Michael Taksar, 2006. "Dynamic interaction models of economic equilibrium," Economics Discussion Paper Series 0623, Economics, The University of Manchester.
  30. I. V. Evstigneev & K. R. Schenk-Hoppé, 2006. "VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model," Economics Discussion Paper Series 0603, Economics, The University of Manchester.
  31. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2006. "Stochastic equilibria in von Neumann–Gale dynamical systems," Economics Discussion Paper Series 0620, Economics, The University of Manchester.
  32. Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "Volatility-Induced Financial Growth," Economics Discussion Paper Series 0626, Economics, The University of Manchester.
  33. I V Evstigneev & M I Taksar, 2005. "Random Field Models of Microeconomic Dynamics," Economics Discussion Paper Series 0516, Economics, The University of Manchester.
  34. Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005. "Globally Evolutionarily Stable Portfolio Rules," Discussion Papers 2005/17, Norwegian School of Economics, Department of Business and Management Science.
  35. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
  36. AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003. "Market selection and survival of investment strategies," LIDAM Discussion Papers CORE 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  37. Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics.
  38. Evstigneev, Igor V. & Schürger, Klaus & Taksar, Michael I., 2002. "On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria," Bonn Econ Discussion Papers 24/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
  39. AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, 2001. "Noncooperative versus cooperative R&D with endogenous spillover rates," LIDAM Discussion Papers CORE 2001050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  40. I. V. Evstigneev & M. I. Taksar, 2001. "Stochastic Economies with Locally Interacting Agents," Working Papers 01-03-018, Santa Fe Institute.
  41. R Amir & I Evstigneev & J Wooders, 2001. "Non-cooperative Versus Cooperative R & D with Endogenous Spillover," Economics Discussion Paper Series 0108, Economics, The University of Manchester.
  42. Evstigneev, I.V. & Flam, S.D., 2000. "Sharing Nonconvex Costs," Norway; Department of Economics, University of Bergen 1300, Department of Economics, University of Bergen.
  43. Evstigneev, I.V. & Flam, S.D., 2000. "Stochastic Programming: Non-Anticipativity and Lagrange Multipliers," Norway; Department of Economics, University of Bergen 1100, Department of Economics, University of Bergen.
  44. Rabah Amir & Igor Evstigneev & John Wooders, 2000. "Noncooperative R&D and Optimal R&D Cartels," CIE Discussion Papers 2000-09, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  45. Evstigneev, I.V. & Flam, S.D., 2000. "Convex Stochastic Duality and the "Biting Lemma"," Norway; Department of Economics, University of Bergen 0300, Department of Economics, University of Bergen.
  46. Flam, S.D. & Evstigneev, I.V., 1997. "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen 171, Department of Economics, University of Bergen.
  47. EVSTIGNEEV, Igor V. & HILDENBRAND, Werner & JERISON, Michael, 1996. "Metonymy and Cross Section Demand," LIDAM Discussion Papers CORE 1996046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  48. Igor V. Evstigneev & Klaus Rainer Schenk-Hopp�, "undated". "From Rags to Riches: On Constant Proportions Investment Strategies," IEW - Working Papers 089, Institute for Empirical Research in Economics - University of Zurich.
  49. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection of Financial Trading Strategies: Global Stability," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.

Articles

  1. Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2024. "Unbeatable strategies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 891-920, June.
  2. I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023. "Evolutionary finance: a model with endogenous asset payoffs," Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
  3. Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
  4. Rabah Amir & Igor Evstigneev & Adriana Gama, 2021. "Oligopoly with network effects: firm-specific versus single network," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 1203-1230, April.
  5. Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus R. Schenk-Hoppé, 2021. "Evolution in pecunia," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2016514118-, June.
  6. Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
  7. Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
  8. Amir, Rabah & Evstigneev, Igor V., 2018. "A new look at the classical Bertrand duopoly," Games and Economic Behavior, Elsevier, vol. 109(C), pages 99-103.
  9. Rabah Amir & Sergei Belkov & Igor V. Evstigneev, 2017. "Correlated equilibrium in a nutshell," Theory and Decision, Springer, vol. 83(4), pages 457-468, December.
  10. Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé, 2013. "Asset market games of survival: a synthesis of evolutionary and dynamic games," Annals of Finance, Springer, vol. 9(2), pages 121-144, May.
  11. Igor Evstigneev & Klaus Schenk-Hoppé & William Ziemba, 2013. "Introduction: behavioral and evolutionary finance," Annals of Finance, Springer, vol. 9(2), pages 115-119, May.
  12. W. Bahsoun & I. Evstigneev & L. Xu, 2011. "Almost sure Nash equilibrium strategies in evolutionary models of asset markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(2), pages 235-250, April.
  13. Evstigneev, Igor & Taksar, Michael, 2009. "Dynamic interaction models of economic equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 166-182, January.
  14. Igor Evstigneev & Dhruv Kapoor, 2009. "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(1), pages 5-12, May.
  15. M. A. H. Dempster & Igor Evstigneev & Klaus Reiner Schenk-Hoppe, 2008. "Financial markets. The joy of volatility," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 1-3.
  16. Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008. "Globally evolutionarily stable portfolio rules," Journal of Economic Theory, Elsevier, vol. 140(1), pages 197-228, May.
  17. Evstigneev, Igor V. & Schenk-Hoppe, Klaus Reiner, 2007. "Pure and randomized equilibria in the stochastic von Neumann-Gale model," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 871-887, September.
  18. Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007. "Volatility-induced financial growth," Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 151-160.
  19. Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 449-468, January.
  20. M. Dempster & I. Evstigneev & M. Taksar, 2006. "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, vol. 2(4), pages 327-355, October.
  21. Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 105-122, February.
  22. Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2004. "On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria," Mathematical Finance, Wiley Blackwell, vol. 14(2), pages 201-221, April.
  23. Amir, Rabah & Evstigneev, Igor & Wooders, John, 2003. "Noncooperative versus cooperative R&D with endogenous spillover rates," Games and Economic Behavior, Elsevier, vol. 42(2), pages 183-207, February.
  24. Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé, 2003. "Exponential growth of fixed-mix strategies in stationary asset markets," Finance and Stochastics, Springer, vol. 7(2), pages 263-276.
  25. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk‐Hoppé, 2002. "Market Selection Of Financial Trading Strategies: Global Stability," Mathematical Finance, Wiley Blackwell, vol. 12(4), pages 329-339, October.
  26. Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2002. "From Rags To Riches: On Constant Proportions Investment Strategies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(06), pages 563-573.
  27. Igor Evstigneev & Sjur Flåm & Leonard Mirman, 2002. "Preface," Annals of Operations Research, Springer, vol. 114(1), pages 13-14, August.
  28. I.V. Evstigneev & M.I. Taksar, 2002. "Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L 1 ,L ∞ 〉," Annals of Operations Research, Springer, vol. 114(1), pages 145-165, August.
  29. Igor Evstigneev & Guillaume Carlier, 2001. "On Dynkin's model of economic equilibrium under uncertainty," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-8.
  30. I. V. Evstigneev & M. I. Taksar, 2001. "Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(2), pages 217-237, December.
  31. Amir, R. & Evstigneev, I. V., 2000. "A functional central limit theorem for equilibrium paths of economic dynamics," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 81-99, February.
  32. Amir, Rabah & Evstigneev, Igor, 1999. "Stochastic Version Of Polterovich'S Model: Exponential Turnpike Theorems For Equilibrium Paths," Macroeconomic Dynamics, Cambridge University Press, vol. 3(2), pages 149-166, June.
  33. Evstigneev, I. V. & Hildenbrand, W. & Jerison, M., 1997. "Metonymy and cross-section demand," Journal of Mathematical Economics, Elsevier, vol. 28(4), pages 397-414, November.
  34. Evstigneev, Igor V. & Schürger, Klaus, 1994. "A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy," Stochastic Processes and their Applications, Elsevier, vol. 52(1), pages 65-74, August.
  35. Evstigneev, I. & Taksar, M., 1994. "Stochastic equilibria on graphs, I," Journal of Mathematical Economics, Elsevier, vol. 23(5), pages 401-433, September.

Chapters

  1. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Capital Growth Theory," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 17, pages 169-176, Springer.
  2. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "American Derivative Securities," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 14, pages 137-144, Springer.
  3. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Capital Growth Theory: Continued," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 18, pages 177-186, Springer.
  4. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Efficient Portfolios in a Market with a Risk-Free Asset," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 6, pages 43-51, Springer.
  5. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Portfolio Selection: Introductory Comments," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 1, pages 3-9, Springer.
  6. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Properties of Efficient Portfolios," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 4, pages 27-32, Springer.
  7. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "The Cox–Ross–Rubinstein Binomial Model," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 13, pages 125-135, Springer.
  8. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "The Markowitz Model with a Risk-Free Asset," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 5, pages 33-41, Springer.
  9. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Behavioral Equilibrium and Evolutionary Dynamics," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 20, pages 197-204, Springer.
  10. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Dynamic Securities Market Model," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 11, pages 105-114, Springer.
  11. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Solution to the Markowitz Optimization Problem," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 3, pages 19-25, Springer.
  12. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "CAPM Continued," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 8, pages 61-67, Springer.
  13. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "From Binomial Model to Black–Scholes Formula," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 15, pages 145-155, Springer.
  14. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Risk-Neutral Pricing," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 12, pages 115-123, Springer.
  15. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Problems and Exercises I," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 10, pages 83-102, Springer.
  16. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Capital Asset Pricing Model (CAPM)," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 7, pages 53-59, Springer.
  17. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Mean-Variance Portfolio Analysis: The Markowitz Model," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 2, pages 11-18, Springer.
  18. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "General Equilibrium Analysis of Financial Markets," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 19, pages 187-195, Springer.
  19. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Factor Models and the Ross-Huberman APT," Springer Texts in Business and Economics, in: Mathematical Financial Economics, edition 127, chapter 9, pages 69-81, Springer.
  20. Wael Bahsoun & Igor V. Evstigneev & Michael I. Taksar, 2013. "Growth-optimal investments and numeraire portfolios under transaction costs," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part II, chapter 38, pages 789-808, World Scientific Publishing Co. Pte. Ltd..
  21. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2011. "Survival and Evolutionary Stability of the Kelly Rule," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 20, pages 273-284, World Scientific Publishing Co. Pte. Ltd..
  22. Michael A. H. Dempster & Igor V. Evstigneev & Klaus Reiner Schenk-Hoppé, 2011. "Growing Wealth with Fixed-Mix Strategies," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 29, pages 427-455, World Scientific Publishing Co. Pte. Ltd..
  23. Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006. "The von Neumann-Gale Growth Model and Its Stochastic Generalization," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 12, pages 337-383, Springer.

Books

  1. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Mathematical Financial Economics," Springer Texts in Business and Economics, Springer, edition 127, number 978-3-319-16571-4, January.

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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 25 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-EVO: Evolutionary Economics (12) 2001-07-17 2006-10-28 2008-07-30 2016-07-23 2018-08-20 2018-08-20 2018-08-20 2020-04-27 2020-06-22 2022-05-16 2023-02-13 2023-10-02. Author is listed
  2. NEP-GTH: Game Theory (9) 2016-07-23 2017-03-12 2018-08-20 2020-04-27 2020-06-22 2021-03-22 2023-02-13 2023-10-02 2025-09-15. Author is listed
  3. NEP-FMK: Financial Markets (8) 2001-08-21 2002-11-28 2003-11-09 2003-11-16 2003-11-16 2007-12-01 2008-07-30 2023-02-13. Author is listed
  4. NEP-ORE: Operations Research (5) 2008-07-30 2018-08-20 2018-08-20 2020-04-27 2020-06-22. Author is listed
  5. NEP-CFN: Corporate Finance (4) 2002-11-28 2003-11-09 2003-11-16 2003-11-16
  6. NEP-HME: Heterodox Microeconomics (3) 2016-07-23 2018-08-20 2023-02-13
  7. NEP-COM: Industrial Competition (2) 2017-02-19 2025-09-15
  8. NEP-DGE: Dynamic General Equilibrium (2) 2020-04-27 2023-10-02
  9. NEP-FDG: Financial Development and Growth (2) 2009-10-03 2018-12-10
  10. NEP-HPE: History and Philosophy of Economics (2) 2016-07-23 2017-03-12
  11. NEP-IND: Industrial Organization (2) 2002-11-28 2025-09-15
  12. NEP-MIC: Microeconomics (2) 2017-03-12 2025-09-15
  13. NEP-UPT: Utility Models and Prospect Theory (2) 2016-07-23 2020-04-27
  14. NEP-CMP: Computational Economics (1) 2008-07-30
  15. NEP-MAC: Macroeconomics (1) 2003-03-03
  16. NEP-RMG: Risk Management (1) 2003-11-16

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