# Igor V. Evstigneev

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## Personal Details

First Name: | Igor |

Middle Name: | V. |

Last Name: | Evstigneev |

Suffix: | |

RePEc Short-ID: | pev36 |

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

Homepage: | http://www.evstigneev.net |

Postal Address: | |

Phone: |

Location: Manchester, United Kingdom

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

Email:

Phone: (0)161 275 4868

Fax: (0)161 275 4812

Postal: Manchester M13 9PL

Handle: RePEc:edi:semanuk (more details at EDIRC)

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

Email:

Phone: (0)161 275 4868

Fax: (0)161 275 4812

Postal: Manchester M13 9PL

Handle: 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.
"
**Rapid paths in von Neumann-Gale dynamical systems**," The School of Economics Discussion Paper Series 0718, Economics, The University of Manchester. - 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. - 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.
"
- 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.
"
- 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. - 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.
"
- 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. - 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.
"
- M A H Dempster & I V Evstigneev & M I Taksar, 2005.
"
**Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model**," Working Papers 062005, University of Cambridge, Judge Business School, Centre for Financial Research.- 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.

- M. Dempster & I. Evstigneev & M. Taksar, 2006.
"
- 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, vol. 27(2), pages 449-468, January.

- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
"
**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.
"
- I. V. Evstigneev & M. I. Taksar, 2001.
"
**Stochastic Economies with Locally Interacting Agents**," Working Papers 01-03-018, Santa Fe Institute. - 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.
"
- 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. - 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. - 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. - 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 & Vyatscheslavovitsch Greenwood & Priscilla Edson, 1992.
"
**Markov fields over countable partially ordered sets: Extrema and splitting**," Discussion Paper Serie A 371, University of Bonn, Germany. - Evstigneev,Igor & Taksar,Michael, 1992.
"
**Stochastic equilibria on graphs,I**," Discussion Paper Serie A 391, University of Bonn, Germany.- Evstigneev, I. & Taksar, M., 1994.
"
**Stochastic equilibria on graphs, I**," Journal of Mathematical Economics, Elsevier, vol. 23(5), pages 401-433, September. - Evstigneev, I. V. & Taksar, M., 1995.
"
**Stochastic equilibria on graphs, II**," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 383-406.

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

- Evstigneev, I. & Taksar, M., 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. - Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
"
**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.
"
- 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, 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.

- Igor Evstigneev & Dhruv Kapoor, 2009.
"
- Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
"
**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.

- 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-HOPPÃ‰, 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.
"
- 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. - 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. - 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. - 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.
"
- Igor V. Evstigneev & Klaus Rainer Schenk-Hoppé, .
"
**From Rags to Riches: On Constant Proportions Investment Strategies**," IEW - Working Papers 089, Institute for Empirical Research in Economics - University of Zurich. - 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 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, 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.
"
- 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.
"
- 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.
"
- 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.- M A H Dempster & I V Evstigneev & M I Taksar, 2005.
"
**Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model**," Working Papers 062005, University of Cambridge, Judge Business School, Centre for Financial Research.

- M A H Dempster & I V Evstigneev & M I Taksar, 2005.
"
- Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006.
"
**Evolutionary stable stock markets**," Economic Theory, Springer, vol. 27(2), pages 449-468, January.- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
"
**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.
"
**Evolutionary Stable Stock Markets**," Discussion Papers 03-39, University of Copenhagen. Department of Economics.

- Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, .
"
- 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, .
"
**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-HOPPÃ‰, 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-Hoppé, .
"
- 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.
"
- 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 & 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. - 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, .
"
**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, .
"
- 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, .
"

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-CFN: Corporate Finance (5) 2002-11-28 2002-12-17 2003-11-09 2003-11-16 2003-11-16. Author is listed
- NEP-CMP: Computational Economics (1) 2008-07-30
- NEP-EVO: Evolutionary Economics (3) 2001-07-17 2006-10-28 2008-07-30
- NEP-FDG: Financial Development & Growth (1) 2009-10-03
- 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-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-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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