| Publication | Date of Publication | Type |
|---|
Unbeatable strategies
Economic Theory | 2024-07-25 | Paper |
Von Neumann–Gale model, market frictions and capital growth
Stochastics | 2022-07-06 | Paper |
An evolutionary finance model with short selling and endogenous asset supply
Economic Theory | 2022-05-31 | Paper |
Oligopoly with network effects: firm-specific versus single network
Economic Theory | 2021-12-17 | Paper |
A multidimensional Fatou lemma for conditional expectations
Positivity | 2021-12-01 | Paper |
An evolutionary finance model with a risk-free asset
Annals of Finance | 2021-05-03 | Paper |
Behavioral equilibrium and evolutionary dynamics in asset markets
Journal of Mathematical Economics | 2021-01-26 | Paper |
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Mathematics and Financial Economics | 2020-04-29 | Paper |
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Mathematics and Financial Economics | 2020-04-29 | Paper |
Log-optimal and rapid paths in von Neumann-Gale dynamical systems
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
Stochastic fixed points and nonlinear Perron-Frobenius theorem
Proceedings of the American Mathematical Society | 2018-08-02 | Paper |
A new look at the classical Bertrand duopoly
Games and Economic Behavior | 2018-05-29 | Paper |
Correlated equilibrium in a nutshell
Theory and Decision | 2018-02-16 | Paper |
A new perspective on the classical Cournot duopoly
Journal of Dynamics and Games | 2017-12-22 | Paper |
| On Zermelo's theorem | 2016-10-23 | Paper |
Mathematical financial economics. A basic introduction
Springer Texts in Business and Economics | 2015-06-22 | Paper |
Asset market games of survival: a synthesis of evolutionary and dynamic games
Annals of Finance | 2014-11-12 | Paper |
Michael I. Taksar
Stochastics | 2014-04-17 | Paper |
Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk
Stochastics | 2014-04-17 | Paper |
Evolutionary finance and dynamic games
Mathematics and Financial Economics | 2013-02-26 | Paper |
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
Mathematics and Financial Economics | 2013-02-26 | Paper |
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
Annals of Finance | 2012-03-06 | Paper |
Almost sure Nash equilibrium strategies in evolutionary models of asset markets
Mathematical Methods of Operations Research | 2011-05-05 | Paper |
Linearization and local stability of random dynamical systems
Proceedings of the American Mathematical Society | 2011-03-28 | Paper |
Stochastic nonlinear Perron-Frobenius theorem
Positivity | 2010-04-13 | Paper |
| Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model | 2009-09-25 | Paper |
A stochastic contraction principle
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
Dynamic interaction models of economic equilibrium
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
| scientific article; zbMATH DE number 5589679 (Why is no real title available?) | 2009-08-03 | Paper |
Arbitrage in stationary markets
Decisions in Economics and Finance | 2009-06-22 | Paper |
Financial markets. The joy of volatility
Quantitative Finance | 2008-08-07 | Paper |
Stochastic equilibria in von Neumann--Gale dynamical systems
Transactions of the American Mathematical Society | 2008-06-17 | Paper |
Globally evolutionarily stable portfolio rules
Journal of Economic Theory | 2008-06-11 | Paper |
Rapid paths in von Neumann–Gale dynamical systems
Stochastics | 2008-05-15 | Paper |
| Priscilla Greenwood: Queen of Probability | 2007-12-20 | Paper |
Pure and randomized equilibria in the stochastic von Neumann-Gale model
Journal of Mathematical Economics | 2007-09-21 | Paper |
Volatility-induced financial growth
Quantitative Finance | 2007-07-23 | Paper |
The von Neumann-Gale Growth Model and Its Stochastic Generalization
Handbook on Optimal Growth 1 | 2007-03-09 | Paper |
Evolutionary stable stock markets
Economic Theory | 2006-01-10 | Paper |
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Market selection and survival of investment strategies
Journal of Mathematical Economics | 2005-06-13 | Paper |
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria
Mathematical Finance | 2004-11-16 | Paper |
RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS
Stochastics and Dynamics | 2004-05-18 | Paper |
Exponential growth of fixed-mix strategies in stationary asset markets
Finance and Stochastics | 2004-03-16 | Paper |
STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS
Macroeconomic Dynamics | 2004-02-18 | Paper |
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY
Mathematical Finance | 2003-08-13 | Paper |
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
Noncooperative versus cooperative R\&D with endogenous spillover rates
Games and Economic Behavior | 2003-07-01 | Paper |
Sharing nonconvex costs
Journal of Global Optimization | 2003-05-31 | Paper |
Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\)
Annals of Operations Research | 2003-01-27 | Paper |
| scientific article; zbMATH DE number 1779292 (Why is no real title available?) | 2002-09-04 | Paper |
A functional central limit theorem for equilibrium paths of economic dynamics
Journal of Mathematical Economics | 2001-07-22 | Paper |
| scientific article; zbMATH DE number 1507172 (Why is no real title available?) | 2001-04-01 | Paper |
Balanced states in stochastic economies with locally interacting agents
Stochastics and Stochastic Reports | 2000-10-23 | Paper |
| scientific article; zbMATH DE number 1304727 (Why is no real title available?) | 2000-03-13 | Paper |
Convex-valued random dynamical systems: A variational principle for equilibrium states
Random Operators and Stochastic Equations | 2000-03-02 | Paper |
Robust insurance mechanisms and the shadow prices of information constraints
Journal of Applied Mathematics and Decision Sciences | 1999-09-22 | Paper |
Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators
Set-Valued Analysis | 1999-07-18 | Paper |
| scientific article; zbMATH DE number 1190404 (Why is no real title available?) | 1998-08-17 | Paper |
Metonymy and cross-section demand
Journal of Mathematical Economics | 1998-07-01 | Paper |
| scientific article; zbMATH DE number 1059219 (Why is no real title available?) | 1997-09-10 | Paper |
| scientific article; zbMATH DE number 686922 (Why is no real title available?) | 1996-04-08 | Paper |
Markov fields over countable partially ordered sets: extrema and splitting
Memoirs of the American Mathematical Society | 1996-03-26 | Paper |
Stochastic equilibria on graphs. II
Journal of Mathematical Economics | 1996-03-18 | Paper |
A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy
Stochastic Processes and their Applications | 1995-06-30 | Paper |
| scientific article; zbMATH DE number 736262 (Why is no real title available?) | 1995-03-22 | Paper |
Stochastic equilibria on graphs, I
Journal of Mathematical Economics | 1994-11-23 | Paper |
| scientific article; zbMATH DE number 219307 (Why is no real title available?) | 1993-06-29 | Paper |
A Markov Evolving Random Field and Spliting Random Elements
Theory of Probability & Its Applications | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 4217193 (Why is no real title available?) | 1992-01-01 | Paper |
| scientific article; zbMATH DE number 4086669 (Why is no real title available?) | 1988-01-01 | Paper |
Controlled Random Fields on an Oriented Graph
Theory of Probability & Its Applications | 1988-01-01 | Paper |
Stochastic extremal problems and the strong Markov property of random fields
Russian Mathematical Surveys | 1988-01-01 | Paper |
MEASURABLE SELECTION THEOREMS AND PROBABILISTIC CONTROL MODELS IN GENERAL TOPOLOGICAL SPACES
Mathematics of the USSR-Sbornik | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4129130 (Why is no real title available?) | 1988-01-01 | Paper |
| The method of monotone operators in the stochastic theory of economic equilibrium | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4070787 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4119322 (Why is no real title available?) | 1987-01-01 | Paper |
Regular Conditional Expectations of Random Variables Depending on Parameters
Theory of Probability & Its Applications | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4000277 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3965779 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3979431 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3961300 (Why is no real title available?) | 1984-01-01 | Paper |
A probabilistic version of the turnpike theorem for homogeneous convex control models
Mathematical Notes | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3801255 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3805231 (Why is no real title available?) | 1982-01-01 | Paper |
Equilibrium Paths in Stochastic Models of Economic Dynamics
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Extremal problems and the strict Markov property of stochastic fields
Russian Mathematical Surveys | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3930679 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3807330 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3698682 (Why is no real title available?) | 1980-01-01 | Paper |
A PROBABILISTIC MODIFICATION OF THE von NEUMANN-GALE MODEL
Russian Mathematical Surveys | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3775401 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3702360 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3670143 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3713445 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3759881 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3759882 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3750659 (Why is no real title available?) | 1979-01-01 | Paper |
“Splitting times” for Random Fields
Theory of Probability & Its Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3604108 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3615684 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3785236 (Why is no real title available?) | 1978-01-01 | Paper |
“Markov Times” for Random Fields
Theory of Probability & Its Applications | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3555149 (Why is no real title available?) | 1976-01-01 | Paper |
Turnpike theorems in probabilistic models of economic dynamics
Mathematical Notes | 1976-01-01 | Paper |
Measurable Selection and Dynamic Programming
Mathematics of Operations Research | 1976-01-01 | Paper |
Regular Conditional Expectations of Correspondences
Theory of Probability & Its Applications | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3543828 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3564650 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3564651 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3491275 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3456665 (Why is no real title available?) | 1974-01-01 | Paper |
On Differential Equations with Random Coefficients
Theory of Probability & Its Applications | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3417240 (Why is no real title available?) | 1972-01-01 | Paper |
Rotations and compressions of a tetrahedron
Moscow University Mathematics Bulletin | 1972-01-01 | Paper |
Markov chains on a matrix group
Mathematical Notes | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3379884 (Why is no real title available?) | 1971-01-01 | Paper |
Iterations of homogeneous polynomial transformations with positive coefficients
Mathematical Notes | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3297209 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3307235 (Why is no real title available?) | 1969-01-01 | Paper |
