Victor Olkhov
Personal Details
First Name: | Victor |
Middle Name: | |
Last Name: | Olkhov |
Suffix: | |
RePEc Short-ID: | pol219 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- Olkhov, Victor, 2024. "Lower bounds of uncertainty and upper limits on the accuracy of forecasts of macroeconomic variables," MPRA Paper 121628, University Library of Munich, Germany.
- Victor Olkhov, 2024. "Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts," Papers 2408.04644, arXiv.org, revised Oct 2024.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Theoretical Economics as Successive Approximations of Statistical Moments," Papers 2310.05971, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
- Victor Olkhov, 2023.
"Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions,"
Papers
2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023. "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper 118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Market-Based "Actual" Returns of Investors," Papers 2304.06466, arXiv.org, revised Feb 2024.
- Victor Olkhov, 2023.
"Market-Based Probability of Stock Returns,"
Papers
2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers 2204.07506, arXiv.org, revised Mar 2024.
- Victor Olkhov, 2022.
"Market-Based Price Autocorrelation,"
Papers
2202.09323, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Market-Based Price Autocorrelation," MPRA Paper 120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Victor Olkhov, 2022.
"Market-Based Asset Price Probability,"
Papers
2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"Three Remarks On Asset Pricing,"
Papers
2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
Papers
2112.04566, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," MPRA Paper 110893, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"To VaR, or Not to VaR, That is the Question,"
Papers
2101.08559, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Classical Option Pricing and Some Steps Further,"
Papers
2004.13708, arXiv.org, revised Feb 2021.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Volatility Depends on Market Trades and Macro Theory,"
Papers
2008.07907, arXiv.org, revised Jun 2024.
- Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Business Cycles as Collective Risk Fluctuations,"
Papers
2012.04506, arXiv.org.
- Olkhov, Victor, 2020. "Business Cycles as Collective Risk Fluctuations," MPRA Paper 104598, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
- Victor Olkhov, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
Papers
1901.05024, arXiv.org, revised Sep 2020.
- Olkhov, Victor, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," MPRA Paper 91587, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Olkhov, Victor, 2018.
"Economic Transactions Govern Business Cycles,"
MPRA Paper
87207, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 88531, University Library of Munich, Germany, revised 19 Aug 2018.
- Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper 89105, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Econophysics Macroeconomic Model," Papers 1701.06625, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Macroeconomics: "Action-at-a-Distance" and Waves," Papers 1702.02763, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Olkhov, Victor, 2017. "Quantitative Description of Financial Transactions and Risks," MPRA Paper 87316, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Olkhov, Victor, 2016. "Finance, risk and economic space," MPRA Paper 87172, University Library of Munich, Germany.
- Olkhov, Victor, 2016. "On Hidden Problems of Option Pricing," MPRA Paper 87173, University Library of Munich, Germany.
Articles
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Victor Olkhov, 2018. "How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables," IJFS, MDPI, vol. 6(2), pages 1-19, March.
- Olkhov, Victor, 2017. "Quantitative wave model of macro-finance," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 143-150.
- Olkhov, Victor, 2016. "On Economic Space notion," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 372-381.
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
- Victor Olkhov, 2023.
"Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions,"
Papers
2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023. "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper 118373, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Victor Olkhov, 2023.
"Market-Based Probability of Stock Returns,"
Papers
2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model,"
Papers
2204.07506, arXiv.org, revised Mar 2024.
Cited by:
- Olkhov, Victor, 2023.
"The Market-Based Probability of Stock Returns,"
MPRA Paper
116234, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Market-Based Probability of Stock Returns," Papers 2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2023.
"The Market-Based Probability of Stock Returns,"
MPRA Paper
116234, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Market-Based Price Autocorrelation,"
Papers
2202.09323, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Market-Based Price Autocorrelation," MPRA Paper 120288, University Library of Munich, Germany, revised 26 Feb 2024.
Cited by:
- Victor Olkhov, 2022. "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers 2204.07506, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Market-Based Asset Price Probability,"
Papers
2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Victor Olkhov, 2022.
"Market-Based Price Autocorrelation,"
Papers
2202.09323, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Market-Based Price Autocorrelation," MPRA Paper 120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"Introduction of the Market-Based Price Autocorrelation,"
MPRA Paper
112003, University Library of Munich, Germany.
Cited by:
- Victor Olkhov, 2022. "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers 2204.07506, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"Economic Policy - the Forth Dimension of the Economic Theory,"
MPRA Paper
112685, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model,"
MPRA Paper
112255, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023.
"The Market-Based Probability of Stock Returns,"
MPRA Paper
116234, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Market-Based Probability of Stock Returns," Papers 2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2023.
"The Market-Based Probability of Stock Returns,"
MPRA Paper
116234, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"Three Remarks On Asset Pricing,"
Papers
2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Victor Olkhov, 2022.
"Market-Based Price Autocorrelation,"
Papers
2202.09323, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Market-Based Price Autocorrelation," MPRA Paper 120288, University Library of Munich, Germany, revised 26 Feb 2024.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
Papers
2112.04566, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," MPRA Paper 110893, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2023.
"The Market-Based Probability of Stock Returns,"
MPRA Paper
116234, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Market-Based Probability of Stock Returns," Papers 2302.07935, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"To VaR, or Not to VaR, That is the Question,"
Papers
2101.08559, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2021.
"Three Remarks On Asset Pricing,"
MPRA Paper
109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2021.
"Three Remarks On Asset Pricing,"
MPRA Paper
109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
- Victor Olkhov, 2021.
"To VaR, or Not to VaR, That is the Question,"
Papers
2101.08559, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Classical Option Pricing and Some Steps Further,"
Papers
2004.13708, arXiv.org, revised Feb 2021.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"To VaR, or Not to VaR, That is the Question,"
Papers
2101.08559, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Volatility Depends on Market Trades and Macro Theory,"
Papers
2008.07907, arXiv.org, revised Jun 2024.
- Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2021.
"Three Remarks On Asset Pricing,"
MPRA Paper
109238, University Library of Munich, Germany.
- Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
- Olkhov, Victor, 2022.
"The Market-Based Asset Price Probability,"
MPRA Paper
115382, University Library of Munich, Germany, revised 16 Nov 2022.
- Olkhov, Victor, 2022. "The Market-Based Asset Price Probability," MPRA Paper 113096, University Library of Munich, Germany.
- Victor Olkhov, 2022. "Market-Based Asset Price Probability," Papers 2205.07256, arXiv.org, revised Feb 2024.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Victor Olkhov, 2021.
"To VaR, or Not to VaR, That is the Question,"
Papers
2101.08559, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Business Cycles as Collective Risk Fluctuations,"
Papers
2012.04506, arXiv.org.
- Olkhov, Victor, 2020. "Business Cycles as Collective Risk Fluctuations," MPRA Paper 104598, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
MPRA Paper
110893, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," Papers 2112.04566, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2019.
"New essentials of economic theory II. Economic transactions, expectations and asset pricing,"
MPRA Paper
93428, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Victor Olkhov, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
Papers
1901.05024, arXiv.org, revised Sep 2020.
- Olkhov, Victor, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," MPRA Paper 91587, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory,"
MPRA Paper
95065, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory III. Economic Applications,"
MPRA Paper
94053, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2018.
"Economic Transactions Govern Business Cycles,"
MPRA Paper
87207, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 88531, University Library of Munich, Germany, revised 19 Aug 2018.
Cited by:
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Olkhov, Victor, 2018.
"Economic and Financial Transactions Govern Business Cycles,"
MPRA Paper
93269, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2018.
"Econophysics Beyond General Equilibrium: the Business Cycle Model,"
Papers
1804.04721, arXiv.org.
Cited by:
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Olkhov, Victor, 2018.
"The Business Cycle Model Beyond General Equilibrium,"
MPRA Paper
87204, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Olkhov, Victor, 2018.
"Expectations, Price Fluctuations and Lorenz Attractor,"
MPRA Paper
89105, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
MPRA Paper
91587, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," Papers 1901.05024, arXiv.org, revised Sep 2020.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Victor Olkhov, 2017.
"Econophysics Macroeconomic Model,"
Papers
1701.06625, arXiv.org.
Cited by:
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
- Victor Olkhov, 2017.
"Econophysics of Macroeconomics: "Action-at-a-Distance" and Waves,"
Papers
1702.02763, arXiv.org.
Cited by:
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
- Victor Olkhov, 2017.
"Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks,"
Papers
1709.00282, arXiv.org.
Cited by:
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
MPRA Paper
91587, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," Papers 1901.05024, arXiv.org, revised Sep 2020.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Olkhov, Victor, 2017.
"Quantitative Description of Financial Transactions and Risks,"
MPRA Paper
87316, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2018. "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper 89105, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Olkhov, Victor, 2018.
"Economic Transactions Govern Business Cycles,"
MPRA Paper
88531, University Library of Munich, Germany, revised 19 Aug 2018.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 87207, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
MPRA Paper
91587, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," Papers 1901.05024, arXiv.org, revised Sep 2020.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Victor Olkhov, 2017.
"Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves,"
Papers
1706.07758, arXiv.org.
Cited by:
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Victor Olkhov, 2017.
"Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables,"
Papers
1706.01748, arXiv.org.
Cited by:
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Olkhov, Victor, 2016.
"Finance, risk and economic space,"
MPRA Paper
87172, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2016. "On Hidden Problems of Option Pricing," MPRA Paper 87173, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper 89105, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Olkhov, Victor, 2019.
"New Essentials of Economic Theory I. Assumptions, Economic Space and Variables,"
MPRA Paper
93085, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Olkhov, Victor, 2017. "Quantitative wave model of macro-finance," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 143-150.
- Victor Olkhov, 2017. "Econophysics Macroeconomic Model," Papers 1701.06625, arXiv.org.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Victor Olkhov, 2020.
"Classical Option Pricing and Some Steps Further,"
Papers
2004.13708, arXiv.org, revised Feb 2021.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
- Olkhov, Victor, 2018.
"Economic Transactions Govern Business Cycles,"
MPRA Paper
88531, University Library of Munich, Germany, revised 19 Aug 2018.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 87207, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Olkhov, Victor, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
MPRA Paper
91587, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," Papers 1901.05024, arXiv.org, revised Sep 2020.
- Victor Olkhov, 2018. "How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables," IJFS, MDPI, vol. 6(2), pages 1-19, March.
- Olkhov, Victor, 2019. "New essentials of economic theory II. Economic transactions, expectations and asset pricing," MPRA Paper 93428, University Library of Munich, Germany.
- Olkhov, Victor, 2017. "Quantitative Description of Financial Transactions and Risks," MPRA Paper 87316, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
- Olkhov, Victor, 2016.
"On Hidden Problems of Option Pricing,"
MPRA Paper
87173, University Library of Munich, Germany.
Cited by:
- Olkhov, Victor, 2019. "New Essentials of Economic Theory," MPRA Paper 95065, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Classical Option Pricing and Some Steps Further,"
Papers
2004.13708, arXiv.org, revised Feb 2021.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
Articles
- Victor Olkhov, 2019.
"Financial Variables, Market Transactions, and Expectations as Functions of Risk,"
IJFS, MDPI, vol. 7(4), pages 1-27, November.
Cited by:
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Volatility Depends on Market Trades and Macro Theory,"
Papers
2008.07907, arXiv.org, revised Jun 2024.
- Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Classical Option Pricing and Some Steps Further,"
Papers
2004.13708, arXiv.org, revised Feb 2021.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Victor Olkhov, 2018.
"How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables,"
IJFS, MDPI, vol. 6(2), pages 1-19, March.
Cited by:
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Volatility Depends on Market Trades and Macro Theory,"
Papers
2008.07907, arXiv.org, revised Jun 2024.
- Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
- Olkhov, Victor, 2023.
"Economic complexity limits accuracy of price probability predictions by gaussian distributions,"
MPRA Paper
118373, University Library of Munich, Germany.
- Victor Olkhov, 2023. "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers 2309.02447, arXiv.org, revised Apr 2024.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Olkhov, Victor, 2019. "Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks," MPRA Paper 95628, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Olkhov, Victor, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
MPRA Paper
110893, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," Papers 2112.04566, arXiv.org, revised Mar 2024.
- Olkhov, Victor, 2017.
"Quantitative wave model of macro-finance,"
International Review of Financial Analysis, Elsevier, vol. 50(C), pages 143-150.
Cited by:
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Victor Olkhov, 2020.
"Volatility Depends on Market Trades and Macro Theory,"
Papers
2008.07907, arXiv.org, revised Jun 2024.
- Olkhov, Victor, 2020. "Volatility Depend on Market Trades and Macro Theory," MPRA Paper 102434, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper 89105, University Library of Munich, Germany.
- Olkhov, Victor, 2022. "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper 112685, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Olkhov, Victor, 2018.
"Economic Transactions Govern Business Cycles,"
MPRA Paper
88531, University Library of Munich, Germany, revised 19 Aug 2018.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 87207, University Library of Munich, Germany.
- Victor Olkhov, 2022.
"Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics,"
Papers
2208.07839, arXiv.org.
- Olkhov, Victor, 2022. "Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics," MPRA Paper 114187, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Victor Olkhov, 2018. "How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables," IJFS, MDPI, vol. 6(2), pages 1-19, March.
- Olkhov, Victor, 2017. "Quantitative Description of Financial Transactions and Risks," MPRA Paper 87316, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
- Olkhov, Victor, 2016.
"On Economic Space notion,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 372-381.
Cited by:
- Olkhov, Victor, 2016. "On Hidden Problems of Option Pricing," MPRA Paper 87173, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Expectations, Price Fluctuations and Lorenz Attractor," MPRA Paper 89105, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "The Business Cycle Model Beyond General Equilibrium," MPRA Paper 87204, University Library of Munich, Germany.
- Olkhov, Victor, 2017. "Quantitative wave model of macro-finance," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 143-150.
- Victor Olkhov, 2017. "Econophysics Macroeconomic Model," Papers 1701.06625, arXiv.org.
- Victor Olkhov, 2020.
"Price, Volatility and the Second-Order Economic Theory,"
Papers
2009.14278, arXiv.org, revised Apr 2021.
- Olkhov, Victor, 2020. "Price, Volatility and the Second-Order Economic Theory," MPRA Paper 102767, University Library of Munich, Germany.
- Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
- Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
- Victor Olkhov, 2017. "Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks," Papers 1709.00282, arXiv.org.
- Victor Olkhov, 2020.
"Classical Option Pricing and Some Steps Further,"
Papers
2004.13708, arXiv.org, revised Feb 2021.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
- Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
- Olkhov, Victor, 2020.
"Business Cycles as Collective Risk Fluctuations,"
MPRA Paper
104598, University Library of Munich, Germany.
- Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
- Olkhov, Victor, 2018.
"Economic Transactions Govern Business Cycles,"
MPRA Paper
88531, University Library of Munich, Germany, revised 19 Aug 2018.
- Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 87207, University Library of Munich, Germany.
- Victor Olkhov, 2017. "Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables," Papers 1706.01748, arXiv.org.
- Olkhov, Victor, 2019.
"Econophysics of Asset Price, Return and Multiple Expectations,"
MPRA Paper
91587, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," Papers 1901.05024, arXiv.org, revised Sep 2020.
- Victor Olkhov, 2018. "How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables," IJFS, MDPI, vol. 6(2), pages 1-19, March.
- Olkhov, Victor, 2017. "Quantitative Description of Financial Transactions and Risks," MPRA Paper 87316, University Library of Munich, Germany.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Olkhov, Victor, 2021.
"Theoretical Economics and the Second-Order Economic Theory. What is it?,"
MPRA Paper
110893, University Library of Munich, Germany.
- Victor Olkhov, 2021. "Theoretical Economics and the Second-Order Economic Theory. What is it?," Papers 2112.04566, arXiv.org, revised Mar 2024.
- Victor Olkhov, 2017. "Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves," Papers 1706.07758, arXiv.org.
- Baker, H. Kent & Kumar, Satish & Goyal, Kirti & Sharma, Anuj, 2021. "International review of financial analysis: A retrospective evaluation between 1992 and 2020," International Review of Financial Analysis, Elsevier, vol. 78(C).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 50 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (29) 2017-01-29 2017-02-19 2017-06-11 2017-07-02 2017-09-10 2018-04-23 2018-07-23 2018-07-23 2018-07-30 2018-09-17 2018-10-08 2019-02-04 2019-04-15 2019-04-22 2019-04-29 2019-05-27 2019-08-12 2019-08-12 2019-09-02 2020-09-21 2020-09-28 2020-12-21 2021-01-18 2022-01-10 2022-03-28 2022-04-25 2022-05-09 2022-06-20 2022-06-27. Author is listed
- NEP-RMG: Risk Management (19) 2017-09-10 2018-07-30 2018-09-17 2019-08-12 2019-09-02 2020-09-28 2020-10-19 2020-12-21 2021-01-18 2021-01-25 2021-02-08 2022-06-20 2022-06-27 2023-01-02 2023-02-27 2023-03-27 2023-09-25 2023-11-13 2023-11-20. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (10) 2017-06-11 2018-10-08 2019-04-15 2019-04-29 2020-09-28 2020-12-21 2021-01-18 2021-05-31 2021-06-21 2021-09-06. Author is listed
- NEP-FMK: Financial Markets (8) 2020-05-04 2020-05-11 2020-09-21 2021-05-31 2022-06-20 2023-02-27 2023-03-27 2023-05-08. Author is listed
- NEP-CWA: Central and Western Asia (6) 2021-02-08 2021-05-31 2021-09-06 2022-01-10 2022-01-10 2022-03-28. Author is listed
- NEP-ORE: Operations Research (6) 2019-09-02 2020-05-04 2020-09-28 2021-02-15 2022-04-25 2022-05-09. Author is listed
- NEP-HPE: History and Philosophy of Economics (3) 2019-08-12 2022-01-10 2022-09-19
- NEP-MST: Market Microstructure (3) 2020-09-07 2020-09-28 2020-10-19
- NEP-CFN: Corporate Finance (2) 2018-07-23 2020-05-04
- NEP-BEC: Business Economics (1) 2017-09-10
- NEP-GEN: Gender (1) 2020-05-11
- NEP-HME: Heterodox Microeconomics (1) 2018-07-30
- NEP-ISF: Islamic Finance (1) 2021-09-06
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Victor Olkhov should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.