Valentyn Panchenko

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models Journal of Computational and Graphical Statistics	2026-02-25	Paper
A model of network formation for the overnight interbank market: when is core-periphery an illusion? Journal of Economic Theory	2026-02-18	Paper
IEL-CDA model: a more accurate theory of behavior in continuous double auctions Journal of Economic Dynamics & Control	2025-06-11	Paper
Generalized theory for measuring efficiency of individuals and groups Annals of Operations Research	2024-09-03	Paper
The role of information in a continuous double auction: an experiment and learning model Journal of Economic Dynamics and Control	2022-08-31	Paper
Learning in two-dimensional beauty contest games: theory and experimental evidence Journal of Economic Theory	2022-05-11	Paper
Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves Journal of Economic Dynamics and Control	2019-03-27	Paper
Asset price dynamics with heterogeneous beliefs and local network interactions Journal of Economic Dynamics and Control	2018-11-01	Paper
Asset prices, traders' behavior and market design Journal of Economic Dynamics and Control	2009-07-28	Paper
Heterogeneous beliefs under different market architectures	2007-01-10	Paper

Research outcomes over time

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