IDEAS home Printed from https://ideas.repec.org/e/c/pev36.html
   My authors  Follow this author

Igor V. Evstigneev

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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.

    Cited by:

    1. Fang-Fang Tang & Yongsheng Xu, 2021. "Corruption in Organizations: Some General Formulations and (In-)Corruptibility Results," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, vol. 38(1), pages 49-57, December.
    2. Harsh V. Pant, 2013. "India in Afghanistan," Jadavpur Journal of International Relations, , vol. 17(1), pages 103-127, June.
    3. Jianghua Wu & Ananth Iyer & Paul V. Preckel & Xin Zhai, 2012. "Information Sharing Across Multiple Buyers In A Supply Chain," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 29(01), pages 1-23.
    4. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, March.
    5. Xie, Y.L. & Li, Y.P. & Huang, G.H. & Li, Y.F., 2010. "An interval fixed-mix stochastic programming method for greenhouse gas mitigation in energy systems under uncertainty," Energy, Elsevier, vol. 35(12), pages 4627-4644.
    6. Genus, Audley & Stirling, Andy, 2018. "Collingridge and the dilemma of control: Towards responsible and accountable innovation," Research Policy, Elsevier, vol. 47(1), pages 61-69.

  2. 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.

    Cited by:

    1. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
    2. Binghui Wu & Tingting Duan & Jianmin He, 2018. "Dynamics Evolution of Trading Strategies of Investors in Financial Market," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 743-760, April.
    3. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
    4. H. Allen Orr, 2018. "Evolution, finance, and the population genetics of relative wealth," Journal of Bioeconomics, Springer, vol. 20(1), pages 29-48, April.
    5. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 248-266, March.
    6. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
    7. Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

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

    Cited by:

    1. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
    2. Martin Hilbert, 2017. "Complementary Variety: When Can Cooperation in Uncertain Environments Outperform Competitive Selection?," Complexity, Hindawi, vol. 2017, pages 1-15, September.
    3. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    4. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
    5. Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012. "Excess covariance and dynamic instability in a multi-asset model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
    6. Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2012. "An Evolutionary CAPM Under Heterogeneous Beliefs," Research Paper Series 315, Quantitative Finance Research Centre, University of Technology, Sydney.
    7. Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    8. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
    9. Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
    10. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 248-266, March.
    11. 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.
    12. Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.

  4. 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.

    Cited by:

    1. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.

  5. 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.

    Cited by:

    1. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.

  6. 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.

    Cited by:

    1. 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.
    2. 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.

  7. Igor Evstigneev & Dhruv Kapoor, 2007. "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series 07-32, Swiss Finance Institute.

    Cited by:

    1. 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.

  8. Igor Evstigneev & Michael Taksar, 2006. "Dynamic interaction models of economic equilibrium," Economics Discussion Paper Series 0623, Economics, The University of Manchester.

    Cited by:

    1. Barunik, J. & Vosvrda, M., 2009. "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(10), pages 1824-1836, October.

  9. 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.

    Cited by:

    1. 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.

  10. 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.

    Cited by:

    1. 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.
    2. Li, Wu, 2008. "A multi-agent growth model based on the von Neumann-Leontief framework," MPRA Paper 11302, University Library of Munich, Germany.
    3. 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.
    4. 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.
    5. 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.

  11. 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.

    Cited by:

    1. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, March.
    2. Mikhail Zhitlukhin, 2020. "Asymptotic minimization of expected time to reach a large wealth level in an asset market game," Papers 2007.04909, arXiv.org.
    3. Diana Barro & Elio Canestrelli & Giorgio Consigli, 2019. "Volatility versus downside risk: performance protection in dynamic portfolio strategies," Computational Management Science, Springer, vol. 16(3), pages 433-479, July.
    4. Igor Evstigneev & Dhruv Kapoor, 2006. "Arbitrage in stationary markets," Economics Discussion Paper Series 0619, Economics, The University of Manchester.
    5. Steven Campbell & Qien Song & Ting-Kam Leonard Wong, 2024. "Macroscopic properties of equity markets: stylized facts and portfolio performance," Papers 2409.10859, arXiv.org, revised Apr 2025.
    6. Soumik Pal & Ting-Kam Leonard Wong, 2013. "Energy, entropy, and arbitrage," Papers 1308.5376, arXiv.org, revised Jan 2016.
    7. Jan Hendrik Witte, 2015. "Volatility Harvesting: Extracting Return from Randomness," Papers 1508.05241, arXiv.org, revised Nov 2015.
    8. Diana Barro & Elio Canestrelli & Fabio Lanza, 2014. "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers 2014:18, Department of Economics, University of Venice "Ca' Foscari".
    9. M. A. H. Dempster & E. A. Germano & M. Medova & M. I. Rietbergen & F. Sandrini & M. Scrowston & N. Zhang, 2007. "DC pension fund benchmarking with fixed-mix portfolio optimization," Quantitative Finance, Taylor & Francis Journals, vol. 7(4), pages 365-370.
    10. 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.
    11. Keith Cuthbertson & Simon Hayley & Nick Motson & Dirk Nitzsche, 2016. "What Does Rebalancing Really Achieve?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 224-240, July.
    12. 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.
    13. Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022. "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, vol. 140(C).

  12. 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.

    Cited by:

    1. LeBaron, Blake, 2012. "Wealth dynamics and a bias toward momentum trading," Finance Research Letters, Elsevier, vol. 9(1), pages 21-28.
    2. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
    3. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    4. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
    5. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    6. Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
    7. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
    8. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
    9. Çisem Bektur, 2013. "Performance of investment strategies in the absence of correct beliefs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 23-37, May.
    10. Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2021. "Unbeatable Strategies," Economics Discussion Paper Series 2101, Economics, The University of Manchester, revised Jul 2023.
    11. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
    12. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
    13. Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
    14. Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
    15. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 248-266, March.
    16. Serena Brianzoni & Cristiana Mammana & Elisabetta Michetti, 2010. "Updating Wealth in an Asset Pricing Model with Heterogeneous Agents," Discrete Dynamics in Nature and Society, Hindawi, vol. 2010, pages 1-27, November.
    17. 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.
    18. Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    19. Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    20. 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.
    21. 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.
    22. Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.
    23. Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    24. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    25. Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011. "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 803-815, December.

  13. Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics.

    Cited by:

    1. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
    2. Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, "undated". "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
    3. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    4. Saroj Bhattara & Gauti Eggertsson & Raphael Schoenle, 2012. "Is Increased Price Flexibility Stabilizing? Redux," Working Papers 41, Brandeis University, Department of Economics and International Business School.
    5. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
    6. Mikhail Zhitlukhin, 2020. "A continuous-time asset market game with short-lived assets," Papers 2008.13230, arXiv.org.
    7. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    8. 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.
    9. Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
    10. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
    11. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
    12. Çisem Bektur, 2013. "Performance of investment strategies in the absence of correct beliefs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 23-37, May.
    13. Bruno Frey, 2005. "‘‘Just forget it.’’ Memory distortions as bounded rationality," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 4(1), pages 13-25, June.
    14. Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018. "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, vol. 20(1), pages 49-67, April.
    15. Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2021. "Unbeatable Strategies," Economics Discussion Paper Series 2101, Economics, The University of Manchester, revised Jul 2023.
    16. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
    17. Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "From Discrete to Continuous Time Evolutionary Finance Models," Swiss Finance Institute Research Paper Series 08-30, Swiss Finance Institute.
    18. Michele Berardi, 2018. "Discrete beliefs space and equilibrium: a cautionary note," Centre for Growth and Business Cycle Research Discussion Paper Series 242, Economics, The University of Manchester.
    19. Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
    20. Erhan Bayraktar & Ulrich Horst & Ronnie Sircar, 2007. "Queueing Theoretic Approaches to Financial Price Fluctuations," Papers math/0703832, arXiv.org.
    21. Anufriev, M. & Dindo, P.D.E., 2007. "Wealth Selection in a Financial Market with Heterogeneous Agents," CeNDEF Working Papers 07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    22. H. Allen Orr, 2018. "Evolution, finance, and the population genetics of relative wealth," Journal of Bioeconomics, Springer, vol. 20(1), pages 29-48, April.
    23. Bruno S. Frey & Simon Luechinger & Alois Stutzer, "undated". "Calculating Tragedy: Assessing the Costs of Terrorism," IEW - Working Papers 205, Institute for Empirical Research in Economics - University of Zurich.
    24. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 248-266, March.
    25. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
    26. Blake LeBaron, 2011. "Active and Passive Learning in Agent-based Financial Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 35-43.
    27. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2018. "Patience is a Virtue - In Value Investing," Swiss Finance Institute Research Paper Series 18-26, Swiss Finance Institute, revised Apr 2018.
    28. Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
    29. LeBaron, Blake, 2012. "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 424-445.
    30. Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    31. Enrico De Giorgi, "undated". "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers 185, Institute for Empirical Research in Economics - University of Zurich.
    32. 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.
    33. Mikhail Anufriev & Pietro Dindo, 2006. "Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282, Springer.
    34. 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.
    35. Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    36. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    37. Gerber, Anke & Hens, Thorsten & Woehrmann, Peter, 2005. "Dynamic General Equilibrium and T-Period Fund Separation," Discussion Papers 2005/16, Norwegian School of Economics, Department of Business and Management Science.
    38. Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.
    39. Guerdjikova, Ani, 2004. "Evolution of wealth and asset prices in markets with case-based investors," Papers 04-49, Sonderforschungsbreich 504.
    40. Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011. "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 803-815, December.

  14. I. V. Evstigneev & M. I. Taksar, 2001. "Stochastic Economies with Locally Interacting Agents," Working Papers 01-03-018, Santa Fe Institute.

    Cited by:

    1. Horst, Ulrich & Scheinkman, Jose A., 2006. "Equilibria in systems of social interactions," Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.

  15. 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.

    Cited by:

    1. Claude Crampes & Corinne Langinier, 2009. "Are Intellectual Property Rights Detrimental to Innovation?," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 16(3), pages 249-268.
    2. Crampes, Claude & Langinier, Corinne, 2003. "Following the Follower in the Innovation Game," IDEI Working Papers 216, Institut d'Économie Industrielle (IDEI), Toulouse.

  16. 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).

    Cited by:

    1. Désiré Vencatachellum & Bruno Versaevel, 2005. "R&D Delegation in a Duopoly with Spillovers," Cahiers de recherche 05-01, HEC Montréal, Institut d'économie appliquée.
    2. Marie-Laure Cabon-Dhersin & Rim Lahmandi-Ayed, 2011. "R&D Organization: Cooperation or Cross-Licensing?," Post-Print hal-02358298, HAL.
    3. Ruslan Lukach & Joseph Plasmans & Peter M. Kort, 2005. "Innovation Strategies in a Competitive Dynamic Setting," CESifo Working Paper Series 1395, CESifo.
    4. Adriana Gama & Isabelle Maret & Virginie Masson, 2019. "Endogenous heterogeneity in duopoly with deterministic one-way spillovers," Annals of Finance, Springer, vol. 15(1), pages 103-123, March.
    5. Inés Macho-Stadler & Noriaki Matsushima & Ryusuke Shinohara, 2019. "Organizational structure and technological investment," ISER Discussion Paper 1069rr, Institute of Social and Economic Research, The University of Osaka, revised Dec 2020.
    6. Thomas D. Jeitschko & Nanyun Zhang, 2012. "Adverse Effects of Patent Pooling on Product Development and Commercialization," EAG Discussions Papers 201205, Department of Justice, Antitrust Division.
    7. Jost, Peter-J., 2011. "Joint ventures in patent contests with spillovers and the role of strategic budgeting," Journal of Economics and Business, Elsevier, vol. 63(6), pages 605-637.
    8. Jing You & Katsushi S. Imai & Raghav Gaiha, 2015. "Declining Nutrient Intake in a Growing China: Does Household Heterogeneity Matter?," Discussion Paper Series DP2015-20, Research Institute for Economics & Business Administration, Kobe University.
    9. Cozza, Claudio & Perani, Giulio & Zanfei, Antonello, 2016. "Are multinationals better at creating technical linkages with local firms?," Papers in Innovation Studies 2016/14, Lund University, CIRCLE - Centre for Innovation Research.
    10. Buccella, Domenico & Fanti, Luciano & Gori, Luca, 2021. "A contribution to the theory of R&D investments," GLO Discussion Paper Series 940, Global Labor Organization (GLO).
    11. Llanes, Gastón & de Elejalde, Ramiro, 2013. "Industry equilibrium with open-source and proprietary firms," International Journal of Industrial Organization, Elsevier, vol. 31(1), pages 36-49.
    12. Ouchida, Yasunori & Goto, Daisaku, 2016. "Environmental research joint ventures and time-consistent emission tax: Endogenous choice of R&D formation," Economic Modelling, Elsevier, vol. 55(C), pages 179-188.
    13. Yanfang Zhang & Yuchang Ji & Qianwen Tan, 2023. "Endogenous spillovers in a non‐tournament R&D duopoly under uncertainty," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(1), pages 208-214, January.
    14. Smrkolj, Grega & Wagener, Florian, 2019. "Research among copycats: R&D, spillovers, and feedback strategies," International Journal of Industrial Organization, Elsevier, vol. 65(C), pages 82-120.
    15. Noriaki Matsushima & Laixun Zhao, 2018. "Technology spillovers and outside options in a bilateral duopoly," ISER Discussion Paper 1039, Institute of Social and Economic Research, The University of Osaka.
    16. Roman Inderst & Tommaso Valletti, 2009. "Price discrimination in input markets," RAND Journal of Economics, RAND Corporation, vol. 40(1), pages 1-19, March.
    17. BELLEFLAME, Paul & VERGARI, Cecilia, 2011. "Incentives to innovate in oligopolies," LIDAM Reprints CORE 2325, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    18. Chiara Conti & Marco A. Marini, 2019. "Are you the right partner? R&D agreement as a screening device," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 28(3), pages 243-264, April.
    19. Billette de Villemeur, Etienne & Versaevel, Bruno, 2019. "One lab, two firms, many possibilities: On R&D outsourcing in the biopharmaceutical industry," Journal of Health Economics, Elsevier, vol. 65(C), pages 260-283.
    20. Dirk Czarnitzki & Katrin Hussinger & Cédric Schneider, 2015. "R&D Collaboration with Uncertain Intellectual Property Rights," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 46(2), pages 183-204, March.
    21. Belleflamme,Paul & Peitz,Martin, 2015. "Industrial Organization," Cambridge Books, Cambridge University Press, number 9781107687899, January.
    22. Marie-Laure Cabon-Dhersin & Romain Gibert, 2017. "Cooperation or non-cooperation in R&D: how should research be funded? ," Working Papers hal-01587014, HAL.
    23. L. Lambertini & G. Rossini, 2004. "The gains from cooperative R&D with a concave technology and spillovers," Working Papers 508, Dipartimento Scienze Economiche, Universita' di Bologna.
    24. Wang, Shixun & Yang, Lihong, 2022. "Spatial competition, strategic R&D and the structure of innovation networks," Journal of Business Research, Elsevier, vol. 139(C), pages 13-31.
    25. Meickmann, Felix C., 2023. "Cooperation in knowledge sharing and R&D investment," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 146-164.
    26. Constantine Manasakis & Emmanuel Petrakis, 2005. "Downstream Research Joint Venture with Upstream Market Power," Working Papers 0513, University of Crete, Department of Economics.
    27. Ouchida, Yasunori & Goto, Daisaku, 2014. "Environmental Research Joint Ventures and Time-Consistent Emission Tax," Climate Change and Sustainable Development 166524, Fondazione Eni Enrico Mattei (FEEM).
    28. G. Rossini & C. Vergari, 2009. "Input production joint venture," Working Papers 673, Dipartimento Scienze Economiche, Universita' di Bologna.
    29. Richard Ruble & Bruno Versaevel, 2014. "Market shares, R&D agreements, and the EU block exemption," Post-Print hal-02313022, HAL.
    30. Claudio Cozza & Antonello Zanfei, 2016. "Firm heterogeneity, absorptive capacity and technical linkages with external parties in Italy," The Journal of Technology Transfer, Springer, vol. 41(4), pages 872-890, August.
    31. Olena Senyuta & Kresimir Zigic, 2012. "Managing Spillovers: An Endogenous Sunk Cost Approach," CERGE-EI Working Papers wp472, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    32. Marie-Laure Cabon-Dhersin & Romain Gibert, 2018. "Cooperation or non-cooperation in R&D: how should research be funded?," Post-Print hal-02006515, HAL.
    33. Burr, Chrystie & Knauff, Malgorzata & Stepanova, Anna, 2013. "On the prisoner’s dilemma in R&D with input spillovers and incentives for R&D cooperation," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 254-261.
    34. René Belderbos & Martin Carree & Boris Lokshin, 2006. "Complementarity in R&D Cooperation Strategies," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 28(4), pages 401-426, June.
    35. Chatterjee, Rittwik & Kabiraj, Tarun, 2023. "Cooperative vs. Non-cooperative R&D under Uncertain Probability of Success," MPRA Paper 117623, University Library of Munich, Germany.
    36. Cellini, Roberto & Lambertini, Luca, 2009. "Dynamic R&D with spillovers: Competition vs cooperation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 568-582, March.
    37. Marie‐Laure Cabon‐Dhersin & Romain Gibert, 2020. "R&D cooperation, proximity and distribution of public funding between public and private research sectors," Manchester School, University of Manchester, vol. 88(6), pages 773-800, December.
    38. Amir, Rabah & Jin, Jim Y. & Troege, Michael, 2008. "On additive spillovers and returns to scale in R&D," International Journal of Industrial Organization, Elsevier, vol. 26(3), pages 695-703, May.
    39. Yassine Badra & Damien Gaumont & Christine Halmenschlager, 2024. "Second‐best socially optimal R&D under output spillovers," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 26(3), June.
    40. Antonio Tesoriere, 2015. "Competing R&D joint ventures in Cournot oligopoly with spillovers," Journal of Economics, Springer, vol. 115(3), pages 231-256, July.
    41. Chiara CONTI, 2013. "Asymmetric information in a duopoly with spillovers: new findings on the effects of RJVs," Departmental Working Papers 2013-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    42. António Osório & Alberto Pinto, 2020. "Income inequality and technological progress: The effect of R&D incentives, integration, and spillovers," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 22(6), pages 1943-1964, December.
    43. Amir, Rabah & Halmenschlager, Christine & Jin, Jim, 2011. "R&D-induced industry polarization and shake-outs," International Journal of Industrial Organization, Elsevier, vol. 29(4), pages 386-398, July.
    44. Désiré Vencatachellum & Bruno Versaevel, 2009. "R&D Delegation in a Duopoly with Spillovers," Post-Print halshs-00956711, HAL.
    45. Sami Dakhlia & Flavio M. Menezes & Akram Temimi, 2004. "The role of R&D technology in asymmetric research joint ventures," Cahiers de la Maison des Sciences Economiques b04054, Université Panthéon-Sorbonne (Paris 1).
    46. Rittwik Chatterjee & Tarun Kabiraj, 2024. "Cooperative vs. non-cooperative R&D under uncertain probability of success," Indian Economic Review, Springer, vol. 59(1), pages 87-103, June.
    47. Czarnitzki, Dirk & Hottenrott, Hanna, 2012. "Collaborative R&D as a strategy to attenuate financing constraints," ZEW Discussion Papers 12-049, ZEW - Leibniz Centre for European Economic Research.
    48. Ikeda, Takeshi & Tanno, Tadanobu & Yasaki, Yoshihito, 2021. "Optimal intellectual property rights policy by an importing country," Economics Letters, Elsevier, vol. 209(C).
    49. Jasper Veldman & Edward Anderson & Niels J. Pulles & Gerard Gaalman, 2023. "Developing a shared supplier with endogenous spillovers," Production and Operations Management, Production and Operations Management Society, vol. 32(3), pages 723-739, March.
    50. Veugelers, Reinhilde & Belderbos, René & Carree, Martin A & Lokshin, Boris & Diederen, Bert, 2003. "Heterogeneity in R&D Cooperation Strategies," CEPR Discussion Papers 4021, C.E.P.R. Discussion Papers.
    51. Kabiraj, Abhishek & Kabiraj, Tarun, 2018. "On the Choice of R&D Organization," MPRA Paper 87503, University Library of Munich, Germany.
    52. Lokshin, Boris & Hagedoorn, John & Letterie, Wilko, 2010. "The bumpy road of technology partnerships: Understanding causes and consequences of partnership mal-functioning," MERIT Working Papers 2010-057, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    53. Gun Jea Yu & Seung-Yoon Rhee, 2015. "Effect of R&D Collaboration with Research Organizations on Innovation: The Mediation Effect of Environmental Performance," Sustainability, MDPI, vol. 7(9), pages 1-19, August.
    54. Richard Ruble & Bruno Versaevel, 2009. "Market Share, R&D Cooperation, and EU Competition Policy," Working Papers 0910, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    55. Chatterjee, Rittwik & Chattopadhyay, Srobonti & Kabiraj, Tarun, 2018. "Spillovers and R&D Incentive under Incomplete Information," MPRA Paper 85089, University Library of Munich, Germany.
    56. Domenico Buccella & Luciano Fanti & Luca Gori, 2021. "The R&D investment decision game with product differentiation," Discussion Papers 2021/278, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    57. Colombo, Stefano & Lambertini, Luca, 2023. "R&D investments with spillovers and endogenous horizontal differentiation," Regional Science and Urban Economics, Elsevier, vol. 98(C).
    58. Antonio, TESORIERE, 2007. "Allocating cost reducing investments over competing divisions," Discussion Papers (ECON - Département des Sciences Economiques) 2007021, Université catholique de Louvain, Département des Sciences Economiques.
    59. Strandholm, John C. & Espinola-Arredondo, Ana & Munoz-Garcia, Felix, 2021. "Pollution abatement with disruptive R&D investment," Resource and Energy Economics, Elsevier, vol. 66(C).
    60. Fouad Ouardighi & Matan Shnaiderman & Federico Pasin, 2014. "Research and Development with Stock-Dependent Spillovers and Price Competition in a Duopoly," Journal of Optimization Theory and Applications, Springer, vol. 161(2), pages 626-647, May.
    61. Eren Inci, 2009. "R&D tax incentives: a reappraisal," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 16(6), pages 797-821, December.
    62. Buccella, Domenico & Fanti, Luciano & Gori, Luca, 2023. "The disclosure decision game: Subsidies and incentives for R&D activity," Mathematical Social Sciences, Elsevier, vol. 125(C), pages 11-26.
    63. Bischi, Gian Italo & Lamantia, Fabio, 2012. "A dynamic model of oligopoly with R&D externalities along networks. Part I," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 84(C), pages 51-65.
    64. Huizhong Liu & Jingwen Tian, 2024. "Spillovers and strategic commitment in R&D," Theory and Decision, Springer, vol. 96(3), pages 477-501, May.
    65. Mário A.P.M. Silva, 2024. "Substitutability in R&D and Open Innovation: Why Competing Firms Face a Paradox of Openness?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 5204-5229, June.
    66. Bruno Versaevel & Désiré Vencatachellum, 2008. "Horizontal R and D cooperation and spillovers: evidence from France," Economics Bulletin, AccessEcon, vol. 15(19), pages 1-11.
    67. Ge, Zehui & Hu, Qiying, 2008. "Collaboration in R&D activities: Firm-specific decisions," European Journal of Operational Research, Elsevier, vol. 185(2), pages 864-883, March.
    68. Noriaki Matsushima & Laixun Zhao, 2015. "Strategic dual sourcing as a driver for free revealing of innovation," ISER Discussion Paper 0936, Institute of Social and Economic Research, The University of Osaka.
    69. Shixun Wang & Lihong Yang, 2022. "The Network Structure of Innovation Networks," Networks and Spatial Economics, Springer, vol. 22(1), pages 65-96, March.
    70. Gun Jea Yu & Joonkyum Lee, 2017. "When should a firm collaborate with research organizations for innovation performance? The moderating role of innovation orientation, size, and age," The Journal of Technology Transfer, Springer, vol. 42(6), pages 1451-1465, December.
    71. Baron, Justus & Ménière, Yann & Pohlmann, Tim, 2014. "Standards, consortia, and innovation," International Journal of Industrial Organization, Elsevier, vol. 36(C), pages 22-35.
    72. Michelle S. Goeree & Jeroen Hinloopen, 2008. "Cooperation in the Classroom: Experimenting with R&D Cooperatives," The Journal of Economic Education, Taylor & Francis Journals, vol. 39(4), pages 357-373, September.
    73. Silipo, Damiano B., 2008. "Incentives and forms of cooperation in research and development," Research in Economics, Elsevier, vol. 62(2), pages 101-119, June.
    74. Belderbos, Rene & Carree, Martin & Lokshin, Boris, 2004. "Cooperative R&D and firm performance," Research Policy, Elsevier, vol. 33(10), pages 1477-1492, December.
    75. Binenbaum, Eran & Pardey, Philip G., 2005. "Collective Action in Plant Breeding," 2005 Annual meeting, July 24-27, Providence, RI 19530, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    76. Verónica Fernández Gual & Agustí Segarra Blasco, 2013. "The Impact of Cooperation on R&D, Innovation andProductivity: an Analysis of Spanish Manufacturing and Services Firms," Working Papers XREAP2013-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Nov 2013.
    77. Shinji Kobayashi, 2015. "On a Dynamic Model of Cooperative and Noncooperative R and D in Oligopoly with Spillovers," Dynamic Games and Applications, Springer, vol. 5(4), pages 599-619, December.
    78. C. Halmenschlager, 2003. "R&D-Cooperating Lagards versus a Technological Leader," Working Papers ERMES 0308, ERMES, University Paris 2.
    79. Kabiraj, Abhishek & Kabiraj, Tarun, 2019. "Uncertain R&D Outcomes and Cooperation in R&D," MPRA Paper 94676, University Library of Munich, Germany.
    80. Ivano D'Antonio, 2015. "Cooperazione e spesa in R&S: evidenze empiriche dalla Community Innovation Survey," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2015(116), pages 90-110.
    81. Eran Binenbaum, 2008. "Incentive Issues In R&D Consortia: Insights From Applied Game Theory," Contemporary Economic Policy, Western Economic Association International, vol. 26(4), pages 636-650, October.
    82. Rockett, Katharine, 2012. "Perspectives on the knowledge-based society: An introduction to the special issue," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-22.
    83. Wilfred Amaldoss & Amnon Rapoport, 2005. "Collaborative Product and Market Development: Theoretical Implications and Experimental Evidence," Marketing Science, INFORMS, vol. 24(3), pages 396-414, February.
    84. Luckraz, Shravan, 2011. "R&D games in a Cournot duopoly with isoelastic demand functions: A comment," Economic Modelling, Elsevier, vol. 28(6), pages 2873-2876.
    85. Fernández Gual, Verónica & Segarra Blasco, Agustí, 1958-, 2013. "The Impact of Cooperation on R&D, Innovation and Productivity: an Analysis of Spanish Manufacturing and Services Firms," Working Papers 2072/220761, Universitat Rovira i Virgili, Department of Economics.
    86. Rittwik Chatterjee & Srobonti Chattopadhyay & Tarun Kabiraj, 2018. "Spillovers and R&D Incentive under Incomplete Information," Studies in Microeconomics, , vol. 6(1-2), pages 50-65, June.
    87. Duarte Leite & Pedro Campos & Isabel Mota, 2011. "Computational Results on Membership in R&D Cooperation Networks: To Be or Not To Be in a Research Joint Venture," FEP Working Papers 420, Universidade do Porto, Faculdade de Economia do Porto.
    88. Sami Dakhlia & Flavio M. Menezes & Akram Temimi, 2004. "A note on duplication of R&D and R&D subsidies," Cahiers de la Maison des Sciences Economiques b04055, Université Panthéon-Sorbonne (Paris 1).
    89. Rabah Amir & Evangelia Chalioti & Christine Halmenschlager, 2021. "University–firm competition in basic research: Simultaneous versus sequential moves," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(6), pages 1199-1219, December.
    90. Antonio Tesoriere, 2008. "A Further Note on Endogenous Spillovers in a Non-tournament R&D Duopoly," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 33(2), pages 177-184, September.
    91. Oladi, Reza & Beladi, Hamid & Chau, Nancy, 2008. "Multinational corporations and export quality," Journal of Economic Behavior & Organization, Elsevier, vol. 65(1), pages 147-155, January.
    92. Song, Jian & Chutani, Anshuman & Dolgui, Alexandre & Liang, Liang, 2021. "Dynamic innovation and pricing decisions in a supply-Chain," Omega, Elsevier, vol. 103(C).
    93. Murat Donduran & Burak Ünveren, 2021. "A Kantian Analysis of Pricing and R & D," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 58(4), pages 583-605, June.

  17. Evstigneev, I.V. & Flam, S.D., 2000. "Sharing Nonconvex Costs," Norway; Department of Economics, University of Bergen 1300, Department of Economics, University of Bergen.

    Cited by:

    1. S D Flåm & O Godal, 2005. "Affine Price Expectations and Equilibrium in Strategic Markets," Economics Discussion Paper Series 0505, Economics, The University of Manchester.
    2. Flåm, Sjur Didrik & Godal, Odd, 2007. "Market clearing and price formation," Working Papers in Economics 06/07, University of Bergen, Department of Economics.
    3. Flam, Sjur & Jourani, A., 2006. "Prices and Pareto Optima," Working Papers 2006:6, Lund University, Department of Economics.
    4. Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
    5. Flåm, Sjur Didrik, 2011. "Pooling, Pricing and Trading of Risks," Working Papers in Economics 09/06, University of Bergen, Department of Economics.
    6. Flåm, Sjur Didrik & Jongen, Hubertus Th. & Stein, Oliver, 2007. "Slopes of Shadow Prices and Lagrange Multipliers," Working Papers in Economics 05/07, University of Bergen, Department of Economics.
    7. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," Economics Discussion Paper Series 0512, Economics, The University of Manchester.
    8. Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo.
    9. T. Ermolieva & Y. Ermoliev & M. Jonas & M. Obersteiner & F. Wagner & W. Winiwarter, 2014. "Uncertainty, cost-effectiveness and environmental safety of robust carbon trading: integrated approach," Climatic Change, Springer, vol. 124(3), pages 633-646, June.
    10. Wang, Xu & Zhu, Lei & Fan, Ying, 2018. "Transaction costs, market structure and efficient coverage of emissions trading scheme: A microlevel study from the pilots in China," Applied Energy, Elsevier, vol. 220(C), pages 657-671.
    11. Flåm, Sjur Didrik, 2002. "Balanced Environmental Games," Working Papers in Economics 17/02, University of Bergen, Department of Economics.
    12. Myrna Wooders, 2008. "Games with Many Players and Abstract Economies Permitting Differentiated Commodities, Clubs, and Public Goods," Vanderbilt University Department of Economics Working Papers 0813, Vanderbilt University Department of Economics.

  18. 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.

    Cited by:

    1. Temimi, Akram & Dakhlia, Sami & Menezes, Flavio Marques, 2001. "Duplication of R&D and industry concentration," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 437, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  19. 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.

    Cited by:

    1. Flåm, Sjur Didrik, 2007. "Option pricing by mathematical programming," Working Papers in Economics 08/07, University of Bergen, Department of Economics.
    2. Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
    3. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," Economics Discussion Paper Series 0512, Economics, The University of Manchester.
    4. Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo.
    5. 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.

  20. 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.

    Cited by:

    1. John Stachurski, 2004. "Asymptotic Statistical Properties Of The Neoclassical Optimal Growth Model," Department of Economics - Working Papers Series 898, The University of Melbourne.
    2. Stachurski, J., 2001. "Stochastic Optimal Growth with Unbounded Shock," Department of Economics - Working Papers Series 777, The University of Melbourne.
    3. Nishimura, Kazuo & Stachurski, John, 2005. "Stability of stochastic optimal growth models: a new approach," Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
    4. John Stachurski, 2003. "Stochastic growth: asymptotic distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 913-919, June.
    5. 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.
    6. 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.

  21. 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).

    Cited by:

    1. Michael Jerison, 2001. "Demand Dispersion, Metonymy and Ideal Panel Data," Discussion Papers 01-11, University at Albany, SUNY, Department of Economics.
    2. Michael Jerison & John K.-H. Quah, 2006. "Law of Demand," Discussion Papers 06-07, University at Albany, SUNY, Department of Economics.

  22. Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hopp�, "undated". "Market Selection and Survival of Investment Strategies," IEW - Working Papers 091, Institute for Empirical Research in Economics - University of Zurich.

    Cited by:

    1. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
    2. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.
    3. Aleksander Berentsen & Guillaume Rocheteau, "undated". "Money and the Gains from Trade," IEW - Working Papers 100, Institute for Empirical Research in Economics - University of Zurich.
    4. Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, "undated". "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
    5. Berentsen Aleksander & Rocheteau Guillaume, 2003. "On the Friedman Rule in Search Models with Divisible Money," The B.E. Journal of Macroeconomics, De Gruyter, vol. 3(1), pages 1-21, December.
    6. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    7. Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "Evolutionary finance: introduction to the special issue," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 1-5, February.
    8. Ernst Fehr & Joseph Henrich, 2003. "Is Strong Reciprocity a Maladaptation? On the Evolutionary Foundations of Human Altruism," CESifo Working Paper Series 859, CESifo.
    9. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-29.
    10. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    11. Stefan Reimann, "undated". "On the distribution of stock-market returns - Implications of Evolutionary Finance," IEW - Working Papers 232, Institute for Empirical Research in Economics - University of Zurich.
    12. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    13. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy (IfW Kiel).
    14. 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.
    15. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
    16. Gautam Milind Gokhale & Ankur Mittal, 2024. "Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review," International Journal of Economics and Financial Issues, Econjournals, vol. 14(2), pages 65-76, March.
    17. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
    18. Çisem Bektur, 2013. "Performance of investment strategies in the absence of correct beliefs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 23-37, May.
    19. Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    20. Cvitanic Jaksa & Malamud Semyon, 2010. "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-23, February.
    21. Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    22. Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018. "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, vol. 20(1), pages 49-67, April.
    23. Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2021. "Unbeatable Strategies," Economics Discussion Paper Series 2101, Economics, The University of Manchester, revised Jul 2023.
    24. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
    25. Aleksander Berentsen & Esther Br�gger & Simon L�rtscher, "undated". "On Cheating and Whistle-Blowing," IEW - Working Papers 153, Institute for Empirical Research in Economics - University of Zurich.
    26. Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
    27. Jean-Philippe Bouchaud, 2024. "The Self-Organized Criticality Paradigm in Economics & Finance," Papers 2407.10284, arXiv.org, revised Sep 2024.
    28. Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
    29. Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
    30. Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
    31. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
    32. Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
    33. Reto F�llmi & Urs Meister, "undated". "Product-Market Competition in the Water Industry: Voluntarily Nondiscriminatory Pricing," IEW - Working Papers 115, Institute for Empirical Research in Economics - University of Zurich.
    34. Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    35. Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    36. Mikhail Zhitlukhin, 2021. "Asymptotically optimal strategies in a diffusion approximation of a repeated betting game," Papers 2108.11998, arXiv.org.
    37. 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.
    38. Aleksander Berentsen & Guillaume Rocheteau, "undated". "Money and Information," IEW - Working Papers 099, Institute for Empirical Research in Economics - University of Zurich.
    39. S. Reimann & A. Tupak, 2007. "Prices are macro-observables! Stylized facts from evolutionary finance," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 313-331, May.
    40. Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    41. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    42. Berentsen, Aleksander & Rocheteau, Guillaume, 2002. "On the efficiency of monetary exchange: how divisibility of money matters," Journal of Monetary Economics, Elsevier, vol. 49(8), pages 1621-1649, November.
    43. Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.

  23. 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.

    Cited by:

    1. Aleksander Berentsen & Guillaume Rocheteau, "undated". "Money and the Gains from Trade," IEW - Working Papers 100, Institute for Empirical Research in Economics - University of Zurich.
    2. Rama Cont & Lakshithe Wagalath, 2016. "Institutional Investors And The Dependence Structure Of Asset Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-37, March.
    3. 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.
    4. Fabio Stella & Alfonso Ventura, 2011. "Defensive online portfolio selection," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 2(1/2), pages 88-105.
    5. Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
    6. Igor Evstigneev & Dhruv Kapoor, 2006. "Arbitrage in stationary markets," Economics Discussion Paper Series 0619, Economics, The University of Manchester.
    7. Reto F�llmi & Urs Meister, "undated". "Product-Market Competition in the Water Industry: Voluntarily Nondiscriminatory Pricing," IEW - Working Papers 115, Institute for Empirical Research in Economics - University of Zurich.
    8. Rama Cont & Lakshithe Wagalath, 2014. "Institutional Investors and the Dependence Structure of Asset Returns," Working Papers 2014-ACF-01, IESEG School of Management.
    9. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2003. "Volatility-induced Growth in Financial Markets," Discussion Papers 03-40, University of Copenhagen. Department of Economics.
    10. Aleksander Berentsen & Guillaume Rocheteau, "undated". "Money and Information," IEW - Working Papers 099, Institute for Empirical Research in Economics - University of Zurich.
    11. Berentsen, Aleksander & Rocheteau, Guillaume, 2002. "On the efficiency of monetary exchange: how divisibility of money matters," Journal of Monetary Economics, Elsevier, vol. 49(8), pages 1621-1649, November.

  24. 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.

    Cited by:

    1. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," Discussion Papers 02-18, University of Copenhagen. Department of Economics.
    2. Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, "undated". "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
    3. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    4. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    5. Ma, T. & Fraser-Mackenzie, P.A.F. & Sung, M. & Kansara, A.P. & Johnson, J.E.V., 2022. "Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate," European Journal of Operational Research, Elsevier, vol. 299(1), pages 330-345.
    6. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-29.
    7. Stefan Reimann, "undated". "On the distribution of stock-market returns - Implications of Evolutionary Finance," IEW - Working Papers 232, Institute for Empirical Research in Economics - University of Zurich.
    8. R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002. "Market Selection and Survival of Investment Strategies," Economics Discussion Paper Series 0215, Economics, The University of Manchester.
    9. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stability of Portfolio Rules in Incomplete Markets," Discussion Papers 03-03, University of Copenhagen. Department of Economics.
    10. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    11. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy (IfW Kiel).
    12. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    13. 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.
    14. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    15. 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.
    16. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
    17. Michael Brennan & Feifei Li & Walter Torous, 2005. "Dollar Cost Averaging," Review of Finance, Springer, vol. 9(4), pages 509-535, December.
    18. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
    19. Çisem Bektur, 2013. "Performance of investment strategies in the absence of correct beliefs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(1), pages 23-37, May.
    20. Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    21. Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    22. Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018. "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, vol. 20(1), pages 49-67, April.
    23. Rabah Amir & Igor V. Evstigneev & Valeriya Potapova, 2021. "Unbeatable Strategies," Economics Discussion Paper Series 2101, Economics, The University of Manchester, revised Jul 2023.
    24. Michele Berardi, 2018. "Discrete beliefs space and equilibrium: a cautionary note," Centre for Growth and Business Cycle Research Discussion Paper Series 242, Economics, The University of Manchester.
    25. Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
    26. Mikhail Zhitlukhin, 2020. "Asymptotic minimization of expected time to reach a large wealth level in an asset market game," Papers 2007.04909, arXiv.org.
    27. Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
    28. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2010. "Market selection of constant proportions investment strategies in continuous time," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 248-266, March.
    29. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
    30. Giulio Bottazzi & Daniele Giachini, 2018. "New Results on Betting Strategies, Market Selection, and the Role of Luck," LEM Papers Series 2018/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    31. Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
    32. 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.
    33. Mikhail Zhitlukhin, 2021. "Asymptotically optimal strategies in a diffusion approximation of a repeated betting game," Papers 2108.11998, arXiv.org.
    34. Enrico De Giorgi, "undated". "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers 185, Institute for Empirical Research in Economics - University of Zurich.
    35. 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.
    36. 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.
    37. Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
    38. Nina Badulina & Dmitry Shatilovich & Mikhail Zhitlukhin, 2024. "On convergence of forecasts in prediction markets," Papers 2402.16345, arXiv.org.
    39. Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    40. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    41. Thorsten Hens & Fatemeh Naebi, 2022. "Behavioral heterogeneity in the CAPM with evolutionary dynamics," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1499-1521, November.
    42. Massari, Filippo, 2017. "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 190-205.

Articles

  1. 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.

    Cited by:

    1. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
    2. Mikhail Zhitlukhin, 2020. "A continuous-time asset market game with short-lived assets," Papers 2008.13230, arXiv.org.
    3. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
    4. 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.
    5. Mikhail Zhitlukhin, 2018. "Survival investment strategies in a continuous-time market model with competition," Papers 1811.12491, arXiv.org, revised Sep 2019.
    6. Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
    7. Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
    8. Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
    9. Mikhail Zhitlukhin, 2020. "Asymptotic minimization of expected time to reach a large wealth level in an asset market game," Papers 2007.04909, arXiv.org.
    10. Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
    11. Yaroslav Drokin & Mikhail Zhitlukhin, 2019. "Relative growth optimal strategies in an asset market game," Papers 1908.01171, arXiv.org, revised Jul 2020.
    12. Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
    13. Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    14. Giovanni Villani & Marta Biancardi, 2023. "An Evolutionary Game to Study Banks–Firms Relationship: Monitoring Intensity and Private Benefit," Computational Economics, Springer;Society for Computational Economics, vol. 61(3), pages 1075-1093, March.
    15. 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.
    16. Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
    17. Mikhail Zhitlukhin, 2021. "Asymptotically optimal strategies in a diffusion approximation of a repeated betting game," Papers 2108.11998, arXiv.org.
    18. Yaroslav Drokin & Mikhail Zhitlukhin, 2020. "Relative growth optimal strategies in an asset market game," Annals of Finance, Springer, vol. 16(4), pages 529-546, December.
    19. Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.
    20. Nina Badulina & Dmitry Shatilovich & Mikhail Zhitlukhin, 2024. "On convergence of forecasts in prediction markets," Papers 2402.16345, arXiv.org.
    21. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    22. 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.
    23. 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.
    24. 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.

  2. Igor Evstigneev & Klaus Schenk-Hoppé & William Ziemba, 2013. "Introduction: behavioral and evolutionary finance," Annals of Finance, Springer, vol. 9(2), pages 115-119, May.

    Cited by:

    1. Kavous Ardalan, 2018. "Behavioral attitudes toward current economic events: a lesson from neuroeconomics," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(4), pages 202-208, October.
    2. Ardalan, Kavous, 2018. "Neurofinance versus the efficient markets hypothesis," Global Finance Journal, Elsevier, vol. 35(C), pages 170-176.
    3. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    4. Xifeng Wu & Yue Shen & Jin Chen & Yu Chen, 2023. "Social–financial approach for analyzing financial transitions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.

  3. 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.
    See citations under working paper version above.
  4. 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.
    See citations under working paper version above.
  5. 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.

    Cited by:

    1. Napat Rujeerapaiboon & Daniel Kuhn & Wolfram Wiesemann, 2016. "Robust Growth-Optimal Portfolios," Management Science, INFORMS, vol. 62(7), pages 2090-2109, July.
    2. A. Christian Silva & Ju-Yi Yen, 2010. "Stochastic resonance and the trade arrival rate of stocks," Quantitative Finance, Taylor & Francis Journals, vol. 10(5), pages 461-466.
    3. Diana Barro & Elio Canestrelli & Giorgio Consigli, 2019. "Volatility versus downside risk: performance protection in dynamic portfolio strategies," Computational Management Science, Springer, vol. 16(3), pages 433-479, July.
    4. Jan Hendrik Witte, 2015. "Volatility Harvesting: Extracting Return from Randomness," Papers 1508.05241, arXiv.org, revised Nov 2015.
    5. Diana Barro & Elio Canestrelli & Fabio Lanza, 2014. "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers 2014:18, Department of Economics, University of Venice "Ca' Foscari".

  6. 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.
    See citations under working paper version above.
  7. 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.
    See citations under working paper version above.
  8. 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.
    See citations under working paper version above.
  9. 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.
    See citations under working paper version above.
  10. 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.

    Cited by:

    1. Nuno Palma, 2019. "Money and Modernization in Early Modern England," Economics Discussion Paper Series 1903, Economics, The University of Manchester.
    2. 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.
    3. Alet Roux, 2007. "The fundamental theorem of asset pricing under proportional transaction costs," Papers 0710.2758, arXiv.org.
    4. 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.
    5. 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.
    6. Esmaeil Babaei, 2024. "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, vol. 20(2), pages 259-275, June.
    7. Teemu Pennanen, 2014. "Optimal investment and contingent claim valuation in illiquid markets," Finance and Stochastics, Springer, vol. 18(4), pages 733-754, October.
    8. Ha-Young Kim & Frederi Viens, 2012. "Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility," Annals of Finance, Springer, vol. 8(2), pages 405-425, May.
    9. Alet Roux & Zhikang Xu, 2019. "Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs," Papers 1909.06260, arXiv.org, revised May 2021.
    10. Li, Wu, 2008. "A multi-agent growth model based on the von Neumann-Leontief framework," MPRA Paper 11302, University Library of Munich, Germany.
    11. 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.
    12. Roux, Alet, 2011. "The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 159-163, March.
    13. 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.
    14. 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. 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.
    See citations under working paper version above.
  12. 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.

    Cited by:

    1. Fontana, Claudio & Runggaldier, Wolfgang J., 2021. "Arbitrage concepts under trading restrictions in discrete-time financial markets," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 66-80.
    2. Claudio Fontana & Wolfgang J. Runggaldier, 2020. "Arbitrage concepts under trading restrictions in discrete-time financial markets," Papers 2006.15563, arXiv.org, revised Sep 2020.
    3. Teemu Pennanen, 2011. "Arbitrage and deflators in illiquid markets," Finance and Stochastics, Springer, vol. 15(1), pages 57-83, January.
    4. Alet Roux, 2007. "The fundamental theorem of asset pricing under proportional transaction costs," Papers 0710.2758, arXiv.org.
    5. 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.
    6. Takuji Arai, 2017. "Good Deal Bounds With Convex Constraints," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-15, March.
    7. Takuji Arai, 2015. "Good deal bounds with convex constraints," Papers 1506.00396, arXiv.org.
    8. Takuji Arai, 2016. "Good deal bounds with convex constraints: --- examples and proofs ---," Keio-IES Discussion Paper Series 2016-017, Institute for Economics Studies, Keio University.
    9. Chen, Shumin & Liu, Yanchu & Weng, Chengguo, 2019. "Dynamic risk-sharing game and reinsurance contract design," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 216-231.
    10. Teemu Pennanen, 2008. "Arbitrage and deflators in illiquid markets," Papers 0807.2526, arXiv.org, revised Apr 2009.
    11. Roux, Alet, 2011. "The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 159-163, March.

  13. 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.
    See citations under working paper version above.
  14. 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.

    Cited by:

    1. Cees Diks & Florian Wagener, 2005. "Equivalence and Bifurcations of Finite Order Stochastic Processes," Tinbergen Institute Discussion Papers 05-043/1, Tinbergen Institute.
    2. 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.
    3. 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.
    4. Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
    5. Igor Evstigneev & Dhruv Kapoor, 2006. "Arbitrage in stationary markets," Economics Discussion Paper Series 0619, Economics, The University of Manchester.
    6. Diks, C.G.H. & Wagener, F.O.O., 2006. "A weak bifurcation theory for discrete time stochastic dynamical systems," CeNDEF Working Papers 06-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

  15. 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.
    See citations under working paper version above.
  16. 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.

    Cited by:

    1. John Stachurski, 2004. "Asymptotic Statistical Properties Of The Neoclassical Optimal Growth Model," Department of Economics - Working Papers Series 898, The University of Melbourne.
    2. Stachurski, J., 2001. "Stochastic Optimal Growth with Unbounded Shock," Department of Economics - Working Papers Series 777, The University of Melbourne.
    3. Nishimura, Kazuo & Stachurski, John, 2005. "Stability of stochastic optimal growth models: a new approach," Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
    4. John Stachurski, 2003. "Stochastic growth: asymptotic distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 913-919, June.
    5. 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.

  17. 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.

    Cited by:

    1. Ivan Boldyrev & Olessia Kirtchik, 2014. "General Equilibrium Theory behind the Iron Curtain: The Case of Victor Polterovich," History of Political Economy, Duke University Press, vol. 46(3), pages 435-461, Fall.
    2. Wei-Bin Zhang, 2017. "Social Status and Inequality in an Integrated Walrasian-General Equilibrium and Neoclassical-Growth Theory," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 42(4), pages 95-118, December.
    3. Zhang, W.-B., 2014. "Ethnic Human Capital Externalities and Inequality in a General Equilibrium Growth Model," Journal of the New Economic Association, New Economic Association, vol. 21(1), pages 33-54.
    4. 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.
    5. 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.

  18. 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.
    See citations under working paper version above.
  19. Evstigneev, I. V. & Taksar, M., 1995. "Stochastic equilibria on graphs, II," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 383-406.

    Cited by:

    1. Hohnisch, Martin, 2003. "Hildenbrand Distribution Economies as Limiting Empirical Distributions of Random Economies," Bonn Econ Discussion Papers 28/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
    2. Horst, Ulrich & Scheinkman, Jose A., 2006. "Equilibria in systems of social interactions," Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
    3. Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006. "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, vol. 127(1), pages 74-116, March.
    4. I. V. Evstigneev & M. I. Taksar, 2001. "Stochastic Economies with Locally Interacting Agents," Working Papers 01-03-018, Santa Fe Institute.
    5. Sergei Guriev & Igor Pospelov & Margarita Shakhova, "undated". "Self-Organization of Trade Networks in an Economy with Imperfect Infrastructure," Computing in Economics and Finance 1996 _022, Society for Computational Economics.
    6. Dan Ladley & Seth Bullock, 2008. "The Strategic Exploitation of Limited Information and Opportunity in Networked Markets," Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 295-315, October.
    7. 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.
    8. Evstigneev, I. & Taksar, M., 1994. "Stochastic equilibria on graphs, I," Journal of Mathematical Economics, Elsevier, vol. 23(5), pages 401-433, September.
    9. 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.
    10. 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.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.