IDEAS home Printed from https://ideas.repec.org/p/man/sespap/0603.html
   My bibliography  Save this paper

VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model

Author

Listed:
  • I. V. Evstigneev
  • K. R. Schenk-Hoppé

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:man:sespap:0603
    as

    Download full text from publisher

    File URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-0603.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Rubinstein, Ariel, 1991. "Comments on the Interpretation of Game Theory," Econometrica, Econometric Society, vol. 59(4), pages 909-924, July.
    2. I. V. Evstigneev, 1976. "Measurable Selection and Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 1(3), pages 267-272, August.
    3. Long, John Jr., 1990. "The numeraire portfolio," Journal of Financial Economics, Elsevier, vol. 26(1), pages 29-69, July.
    4. Kreps, David M., 1990. "Game Theory and Economic Modelling," OUP Catalogue, Oxford University Press, number 9780198283812.
    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. Erik J. Balder, 1988. "Generalized Equilibrium Results for Games with Incomplete Information," Mathematics of Operations Research, INFORMS, vol. 13(2), pages 265-276, May.
    7. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

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

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    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. van Damme, E.E.C., 1995. "Game theory : The next stage," Other publications TiSEM 7779b0f9-bef5-45c7-ae6b-7, Tilburg University, School of Economics and Management.
    3. Palma, Nuno, 2018. "Money and modernization in early modern England," Financial History Review, Cambridge University Press, vol. 25(3), pages 231-261, December.
    4. Rubinstein, Ariel, 1992. "On the Interpretation of Two Theoretical Models of Bargaining," Foerder Institute for Economic Research Working Papers 275560, Tel-Aviv University > Foerder Institute for Economic Research.
    5. Joseph Greenberg & Sudheer Gupta & Xiao Luo, 2003. "Towering over Babel: Worlds Apart but Acting Together," IEAS Working Paper : academic research 03-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    6. Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
    7. 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.
    8. James Johnson, 2010. "What Rationality Assumption? Or, How ‘Positive Political Theory’ Rests on a Mistake," Political Studies, Political Studies Association, vol. 58(2), pages 282-299, March.
    9. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé, 2019. "Log-Optimal and Rapid Paths in von Neumann-Gale Dynamical Systems," Economics Discussion Paper Series 1902, Economics, The University of Manchester.
    10. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series 1816, Economics, The University of Manchester.
    11. Nicolai J. Foss, 1998. "Austrian Economics and Game Theory a Preliminary Methodological Stocktaking," DRUID Working Papers 98-28, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
    12. Joseph Greenberg & Sudheer Gupta & Xiao Luo, 2009. "Mutually acceptable courses of action," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 40(1), pages 91-112, July.
    13. Andrés Perea & Elias Tsakas, 2019. "Limited focus in dynamic games," International Journal of Game Theory, Springer;Game Theory Society, vol. 48(2), pages 571-607, June.
    14. Yuhki Hosoya & Chaowen Yu, 2021. "On the Approximate Purification of Mixed Strategies in Games with Infinite Action Sets," Papers 2103.07736, arXiv.org, revised Apr 2022.
    15. Oriol Carbonell-Nicolau, 2015. "Semicontinuous integrands as jointly measurable maps," Departmental Working Papers 201512, Rutgers University, Department of Economics.
    16. Alioğulları Zeynel Harun & Barlo Mehmet, 2016. "Tenacious Selection of Nash Equilibrium," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(2), pages 633-647, June.
    17. Eckhard Platen, 2005. "An Alternative Interest Rate Term Structure Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 717-735.
    18. Jarratt, Denise & Ceric, Arnela, 2015. "The complexity of trust in business collaborations," Australasian marketing journal, Elsevier, vol. 23(1), pages 2-12.
    19. Christian Gourieroux & Jean Paul Laurent & Huyên Pham, 1998. "Mean‐Variance Hedging and Numéraire," Mathematical Finance, Wiley Blackwell, vol. 8(3), pages 179-200, July.
    20. Teemu Pennanen & Ari-Pekka Perkkio, 2011. "Stochastic programs without duality gaps," Papers 1105.0934, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:man:sespap:0603. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marianne Sensier (email available below). General contact details of provider: https://edirc.repec.org/data/semanuk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

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