# Igor V. Evstigneev

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## Personal Details

First Name: | Igor |

Middle Name: | V. |

Last Name: | Evstigneev |

Suffix: | |

RePEc Short-ID: | pev36 |

[This author has chosen not to make the email address public] | |

http://www.evstigneev.net | |

Manchester, United Kingdom

http://www.socialsciences.manchester.ac.uk/economics/

: (0)161 275 4868

(0)161 275 4812

Manchester M13 9PL

RePEc:edi:semanuk (more details at EDIRC)

http://www.socialsciences.manchester.ac.uk/economics/

: (0)161 275 4868

(0)161 275 4812

Manchester M13 9PL

RePEc:edi:semanuk (more details at EDIRC)

- 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. - Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008.
"
**Evolutionary Finance**," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute. - Wael Bahsoun & Igor Evstigneev & Michael Taksar, 2007.
"
**Capital growth theory and von Neumann-Gale dynamics**," The School of Economics Discussion Paper Series 0720, Economics, The University of Manchester. - Wael Bahsoun & Igor Evstigneev & Michael Taksar, 2007.
"
**Rapid paths in von Neumann-Gale dynamical systems**," The School of Economics Discussion Paper Series 0718, Economics, The University of Manchester. - Igor Evstigneev & Michael Taksar, 2006.
"
**Dynamic interaction models of economic equilibrium**," The School of Economics Discussion Paper Series 0623, Economics, The University of Manchester.- 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.

- Evstigneev, Igor & Taksar, Michael, 2009.
"
- Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006.
"
**Volatility-Induced Financial Growth**," The School of Economics Discussion Paper Series 0626, Economics, The University of Manchester.- 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.

- Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007.
"
- Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2006.
"
**Stochastic equilibria in von Neumann–Gale dynamical systems**," The School of Economics Discussion Paper Series 0620, Economics, The University of Manchester. - I. V. Evstigneev & K. R. Schenk-Hoppé, 2006.
"
**VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model**," The School of Economics Discussion Paper Series 0603, Economics, The University of Manchester.- 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.

- Evstigneev, Igor V. & Schenk-Hoppe, Klaus Reiner, 2007.
"
- Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005.
"
**Globally Evolutionarily Stable Portfolio Rules**," Discussion Papers 2005/17, Department of Business and Management Science, Norwegian School of Economics.- 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.

- Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2008.
"
- I V Evstigneev & M I Taksar, 2005.
"
**Random Field Models of Microeconomic Dynamics**," The School of Economics Discussion Paper Series 0516, Economics, The University of Manchester. - Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003.
"
**Volatility-induced Growth in Financial Markets**," Discussion Papers 03-40, University of Copenhagen. Department of Economics. - Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003.
"
**Evolutionary Stable Stock Markets**," Discussion Papers 03-39, University of Copenhagen. Department of Economics.- 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.

- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
**Evolutionary Stable Stock Markets**," IEW - Working Papers 170, Institute for Empirical Research in Economics - University of Zurich.

- Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006.
"
- Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2002.
"
**On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria**," Bonn Econ Discussion Papers bgse24_2002, University of Bonn, Germany.- 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.

- Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2004.
"
- R Amir & I Evstigneev & J Wooders, 2001.
"
**Non-cooperative Versus Cooperative R & D with Endogenous Spillover**," The School of Economics Discussion Paper Series 0108, Economics, The University of Manchester. - AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, 2001.
"
**Noncooperative versus cooperative R&D with endogenous spillover rates**," CORE Discussion Papers 2001050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- 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.

- AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, .
"
**Noncooperative versus cooperative R&D with endogenous spillover rates**," CORE Discussion Papers RP 1650, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Amir, Rabah & Evstigneev, Igor & Wooders, John, 2003.
"
- I. V. Evstigneev & M. I. Taksar, 2001.
"
**Stochastic Economies with Locally Interacting Agents**," Working Papers 01-03-018, Santa Fe Institute. - 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. - 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. - Evstigneev, I.V. & Flam, S.D., 2000.
"
**Sharing Nonconvex Costs**," Norway; Department of Economics, University of Bergen 1300, Department of Economics, University of Bergen. - 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. - 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. - Igor V. Evstigneev & Werner Hildenbrand & Michael Jerison, 1995.
"
**Metonymy and Cross Section Demand**," Discussion Paper Serie A 469, University of Bonn, Germany.- 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.

- EVSTIGNEEV, Igor V. & HILDENBRAND, Werner & JERISON, Michael, 1996.
"
**Metonymy and Cross Section Demand**," CORE Discussion Papers 1996046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Evstigneev, I. V. & Hildenbrand, W. & Jerison, M., 1997.
"
- Evstigneev,Igor & Taksar,Michael, 1992.
"
**Stochastic equilibria on graphs,I**," Discussion Paper Serie A 391, University of Bonn, Germany.- Evstigneev, I. V. & Taksar, M., 1995.
"
**Stochastic equilibria on graphs, II**," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 383-406. - Evstigneev, I. & Taksar, M., 1994.
"
**Stochastic equilibria on graphs, I**," Journal of Mathematical Economics, Elsevier, vol. 23(5), pages 401-433, September.

- Evstigneev,Igor & Taksar,Michael, 1993.
"
**Stochastic equilibria on graphs II**," Discussion Paper Serie A 395, University of Bonn, Germany.

- Evstigneev, I. V. & Taksar, M., 1995.
"
- Evstigneev,Igor & Vyatscheslavovitsch Greenwood & Priscilla Edson, 1992.
"
**Markov fields over countable partially ordered sets: Extrema and splitting**," Discussion Paper Serie A 371, University of Bonn, Germany. - Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, .
"
**Growing wealth with fixed-mix strategies**," Swiss Finance Institute Research Paper Series 09-37, Swiss Finance Institute. - Igor V. EVSTIGNEEV & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, .
"
**Survival and Evolutionary Stability of the Kelly Rule**," Swiss Finance Institute Research Paper Series 09-32, Swiss Finance Institute. - Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
**Market Selection of Financial Trading Strategies: Global Stability**," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.- 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.

- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002.
"
- Evstigneev,Igor Schuerger,Klaus, .
"
**A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy**," Discussion Paper Serie B 253, University of Bonn, Germany.- 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.

- Evstigneev, Igor V. & Schürger, Klaus, 1994.
"
- Rabah AMIR & Igor V. EVSTIGNEEV & Le XU, .
"
**Strategies of Survival in Dynamic Asset Market Games**," Swiss Finance Institute Research Paper Series 08-41, Swiss Finance Institute. - Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
**Market Selection and Survival of Investment Strategies**," IEW - Working Papers 091, Institute for Empirical Research in Economics - University of Zurich.- 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.

- Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002.
"
**Market Selection and Survival of Investment Strategies**," Discussion Papers 02-16, University of Copenhagen. Department of Economics. - R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002.
"
**Market Selection and Survival of Investment Strategies**," The School of Economics Discussion Paper Series 0215, Economics, The University of Manchester. - AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003.
"
**Market selection and survival of investment strategies**," CORE Discussion Papers 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005.
"
- Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE, .
"
**Asset Market Games of Survival**," Swiss Finance Institute Research Paper Series 08-31, Swiss Finance Institute. - Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR, .
"
**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. - Igor Evstigneev & Dhruv Kapoor, .
"
**Arbitrage in Stationary Markets**," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute.- 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.

- Igor Evstigneev & Dhruv Kapoor, 2006.
"
**Arbitrage in stationary markets**," The School of Economics Discussion Paper Series 0619, Economics, The University of Manchester.

repec:jbs:wpaper:062005 is not listed on IDEAS - Igor Evstigneev & Dhruv Kapoor, 2009.
"
- Igor V. Evstigneev & Klaus Rainer Schenk-Hoppï¿½, .
"
**From Rags to Riches: On Constant Proportions Investment Strategies**," IEW - Working Papers 089, Institute for Empirical Research in Economics - University of Zurich.

- Igor Evstigneev & Klaus Schenk-Hoppé & William Ziemba, 2013.
"
**Introduction: behavioral and evolutionary finance**," Annals of Finance, Springer, vol. 9(2), pages 115-119, May. - 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. - 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.- Igor Evstigneev & Dhruv Kapoor, .
"
**Arbitrage in Stationary Markets**," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute. - Igor Evstigneev & Dhruv Kapoor, 2006.
"
**Arbitrage in stationary markets**," The School of Economics Discussion Paper Series 0619, Economics, The University of Manchester.

- Igor Evstigneev & Dhruv Kapoor, .
"
- 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.- Igor Evstigneev & Michael Taksar, 2006.
"
**Dynamic interaction models of economic equilibrium**," The School of Economics Discussion Paper Series 0623, Economics, The University of Manchester.

- Igor Evstigneev & Michael Taksar, 2006.
"
- 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. - 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.- Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005.
"
**Globally Evolutionarily Stable Portfolio Rules**," Discussion Papers 2005/17, Department of Business and Management Science, Norwegian School of Economics.

- Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppé, Klaus Reiner, 2005.
"
- 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.- I. V. Evstigneev & K. R. Schenk-Hoppé, 2006.
"
**VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model**," The School of Economics Discussion Paper Series 0603, Economics, The University of Manchester.

- I. V. Evstigneev & K. R. Schenk-Hoppé, 2006.
"
- 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.- Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006.
"
**Volatility-Induced Financial Growth**," The School of Economics Discussion Paper Series 0626, Economics, The University of Manchester.

- Michael A.H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-Hoppé, 2006.
"
- 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.- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003.
"
**Evolutionary Stable Stock Markets**," Discussion Papers 03-39, University of Copenhagen. Department of Economics. - Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
**Evolutionary Stable Stock Markets**," IEW - Working Papers 170, Institute for Empirical Research in Economics - University of Zurich.

- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003.
"
- 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. - 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.- Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
**Market Selection and Survival of Investment Strategies**," IEW - Working Papers 091, Institute for Empirical Research in Economics - University of Zurich. - R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002.
"
**Market Selection and Survival of Investment Strategies**," The School of Economics Discussion Paper Series 0215, Economics, The University of Manchester. - Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002.
"
**Market Selection and Survival of Investment Strategies**," Discussion Papers 02-16, University of Copenhagen. Department of Economics. - AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003.
"
**Market selection and survival of investment strategies**," CORE Discussion Papers 2003099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
- 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.- Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2002.
"
**On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria**," Bonn Econ Discussion Papers bgse24_2002, University of Bonn, Germany.

- Igor V. Evstigneev & Klaus Schürger & Michael I. Taksar, 2002.
"
- 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. - 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.- AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, .
"
**Noncooperative versus cooperative R&D with endogenous spillover rates**," CORE Discussion Papers RP 1650, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, 2001.
"
**Noncooperative versus cooperative R&D with endogenous spillover rates**," CORE Discussion Papers 2001050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, .
"
- 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.- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
**Market Selection of Financial Trading Strategies: Global Stability**," IEW - Working Papers 083, Institute for Empirical Research in Economics - University of Zurich.

- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, .
"
- Igor Evstigneev & Guillaume Carlier, 2001.
"
**On Dynkin's model of economic equilibrium under uncertainty**," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-8. - 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. - Amir, Rabah & Evstigneev, Igor, 1999.
"
**Stochastic Version Of Polterovich'S Model: Exponential Turnpike Theorems For Equilibrium Paths**," Macroeconomic Dynamics, Cambridge University Press, vol. 3(02), pages 149-166, June. - 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.- Igor V. Evstigneev & Werner Hildenbrand & Michael Jerison, 1995.
"
**Metonymy and Cross Section Demand**," Discussion Paper Serie A 469, University of Bonn, Germany. - EVSTIGNEEV, Igor V. & HILDENBRAND, Werner & JERISON, Michael, 1996.
"
**Metonymy and Cross Section Demand**," CORE Discussion Papers 1996046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Igor V. Evstigneev & Werner Hildenbrand & Michael Jerison, 1995.
"
- Evstigneev, I. V. & Taksar, M., 1995.
"
**Stochastic equilibria on graphs, II**," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 383-406.- Evstigneev, I. & Taksar, M., 1994.
"
**Stochastic equilibria on graphs, I**," Journal of Mathematical Economics, Elsevier, vol. 23(5), pages 401-433, September.

- Evstigneev,Igor & Taksar,Michael, 1992.
"
**Stochastic equilibria on graphs,I**," Discussion Paper Serie A 391, University of Bonn, Germany. - Evstigneev,Igor & Taksar,Michael, 1993.
"
**Stochastic equilibria on graphs II**," Discussion Paper Serie A 395, University of Bonn, Germany.

- Evstigneev, I. & Taksar, M., 1994.
"
- 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.- Evstigneev,Igor Schuerger,Klaus, .
"

- Evstigneev,Igor Schuerger,Klaus, .
"

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 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.

- NEP-FMK:
**Financial Markets**(8) 2001-08-21 2002-11-28 2002-12-17 2003-11-09 2003-11-16 2003-11-16 2007-12-01 2008-07-30. Author is listed - NEP-FIN:
**Finance**(7) 2002-11-28 2002-12-17 2003-03-03 2003-11-09 2003-11-16 2003-11-16 2006-10-28. Author is listed - NEP-CFN:
**Corporate Finance**(5) 2002-11-28 2002-12-17 2003-11-09 2003-11-16 2003-11-16. Author is listed - NEP-EVO: Evolutionary Economics (3) 2001-07-17 2006-10-28 2008-07-30
- NEP-CMP: Computational Economics (1) 2008-07-30
- NEP-FDG: Financial Development & Growth (1) 2009-10-03
- NEP-IND: Industrial Organization (1) 2002-11-28
- NEP-MAC: Macroeconomics (1) 2003-03-03
- NEP-ORE: Operations Research (1) 2008-07-30
- NEP-RMG: Risk Management (1) 2003-11-16

#### Most cited item

- AMIR, Rabah & EVSTIGNEEV, Igor & WOODERS, John, 2001.
"
**Noncooperative versus cooperative R&D with endogenous spillover rates**," CORE Discussion Papers 2001050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

#### Most downloaded item (past 12 months)

- Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008.
"
**Evolutionary Finance**," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.

#### Access and download statistics for all items

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