Publication | Date of Publication | Type |
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Von Neumann–Gale model, market frictions and capital growth | 2022-07-06 | Paper |
An evolutionary finance model with short selling and endogenous asset supply | 2022-05-31 | Paper |
Oligopoly with network effects: firm-specific versus single network | 2021-12-17 | Paper |
A multidimensional Fatou lemma for conditional expectations | 2021-12-01 | Paper |
An evolutionary finance model with a risk-free asset | 2021-05-03 | Paper |
Behavioral equilibrium and evolutionary dynamics in asset markets | 2021-01-26 | Paper |
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets | 2020-04-29 | Paper |
Von Neumann-Gale dynamics and capital growth in financial markets with frictions | 2020-04-29 | Paper |
Log-optimal and rapid paths in von Neumann-Gale dynamical systems | 2019-10-04 | Paper |
Stochastic fixed points and nonlinear Perron–Frobenius theorem | 2018-08-02 | Paper |
A new look at the classical Bertrand duopoly | 2018-05-29 | Paper |
Correlated equilibrium in a nutshell | 2018-02-16 | Paper |
A new perspective on the classical Cournot duopoly | 2017-12-22 | Paper |
On Zermelo's theorem | 2016-10-23 | Paper |
Mathematical financial economics. A basic introduction | 2015-06-22 | Paper |
Asset market games of survival: a synthesis of evolutionary and dynamic games | 2014-11-12 | Paper |
Michael I. Taksar | 2014-04-17 | Paper |
Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk | 2014-04-17 | Paper |
Evolutionary finance and dynamic games | 2013-02-26 | Paper |
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset | 2013-02-26 | Paper |
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model | 2012-03-06 | Paper |
Almost sure Nash equilibrium strategies in evolutionary models of asset markets | 2011-05-05 | Paper |
Linearization and local stability of random dynamical systems | 2011-03-28 | Paper |
Stochastic nonlinear Perron-Frobenius theorem | 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 | 2009-08-08 | Paper |
Dynamic interaction models of economic equilibrium | 2009-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q5324622 | 2009-08-03 | Paper |
Arbitrage in stationary markets | 2009-06-22 | Paper |
Financial markets. The joy of volatility | 2008-08-07 | Paper |
Stochastic equilibria in von Neumann--Gale dynamical systems | 2008-06-17 | Paper |
Globally evolutionarily stable portfolio rules | 2008-06-11 | Paper |
Rapid paths in von Neumann–Gale dynamical systems | 2008-05-15 | Paper |
Priscilla Greenwood: Queen of Probability | 2007-12-20 | Paper |
Pure and randomized equilibria in the stochastic von Neumann-Gale model | 2007-09-21 | Paper |
Volatility-induced financial growth | 2007-07-23 | Paper |
The von Neumann-Gale Growth Model and Its Stochastic Generalization | 2007-03-09 | Paper |
Evolutionary stable stock markets | 2006-01-10 | Paper |
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES | 2005-06-22 | Paper |
Market selection and survival of investment strategies | 2005-06-13 | Paper |
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria | 2004-11-16 | Paper |
RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS | 2004-05-18 | Paper |
Exponential growth of fixed-mix strategies in stationary asset markets | 2004-03-16 | Paper |
STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS | 2004-02-18 | Paper |
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY | 2003-08-13 | Paper |
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers | 2003-07-16 | Paper |
Noncooperative versus cooperative R\&D with endogenous spillover rates | 2003-07-01 | Paper |
Sharing nonconvex costs | 2003-05-31 | Paper |
Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\) | 2003-01-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4544329 | 2002-09-04 | Paper |
A functional central limit theorem for equilibrium paths of economic dynamics | 2001-07-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4503892 | 2001-04-01 | Paper |
Balanced states in stochastic economies with locally interacting agents | 2000-10-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4251560 | 2000-03-13 | Paper |
Convex-valued random dynamical systems: A variational principle for equilibrium states | 2000-03-02 | Paper |
Robust insurance mechanisms and the shadow prices of information constraints | 1999-09-22 | Paper |
Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators | 1999-07-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3840951 | 1998-08-17 | Paper |
Metonymy and cross-section demand | 1998-07-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4353533 | 1997-09-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4313008 | 1996-04-08 | Paper |
Markov fields over countable partially ordered sets: extrema and splitting | 1996-03-26 | Paper |
Stochastic equilibria on graphs. II | 1996-03-18 | Paper |
A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy | 1995-06-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4326606 | 1995-03-22 | Paper |
Stochastic equilibria on graphs, I | 1994-11-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4695457 | 1993-06-29 | Paper |
A Markov Evolving Random Field and Spliting Random Elements | 1992-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3362571 | 1992-01-01 | Paper |
Stochastic extremal problems and the strong Markov property of random fields | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3031204 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3362070 | 1988-01-01 | Paper |
MEASURABLE SELECTION THEOREMS AND PROBABILISTIC CONTROL MODELS IN GENERAL TOPOLOGICAL SPACES | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3803016 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3814493 | 1988-01-01 | Paper |
Controlled Random Fields on an Oriented Graph | 1988-01-01 | Paper |
Regular Conditional Expectations of Random Variables Depending on Parameters | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4733170 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3734132 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4726503 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3744425 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3730306 | 1984-01-01 | Paper |
A probabilistic version of the turnpike theorem for homogeneous convex control models | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4745571 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4749559 | 1982-01-01 | Paper |
Extremal problems and the strict Markov property of stochastic fields | 1982-01-01 | Paper |
Equilibrium Paths in Stochastic Models of Economic Dynamics | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4750386 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3703546 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3892028 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3895190 | 1980-01-01 | Paper |
A PROBABILISTIC MODIFICATION OF THE von NEUMANN-GALE MODEL | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3955252 | 1980-01-01 | Paper |
“Splitting times” for Random Fields | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3867507 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3904334 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3934129 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3942717 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3942718 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3963276 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4170003 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4179658 | 1978-01-01 | Paper |
“Markov Times” for Random Fields | 1977-01-01 | Paper |
Turnpike theorems in probabilistic models of economic dynamics | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4119012 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4127733 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4136879 | 1976-01-01 | Paper |
Regular Conditional Expectations of Correspondences | 1976-01-01 | Paper |
Measurable Selection and Dynamic Programming | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4136880 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4042842 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4073608 | 1974-01-01 | Paper |
On Differential Equations with Random Coefficients | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5681243 | 1972-01-01 | Paper |
Rotations and compressions of a tetrahedron | 1972-01-01 | Paper |
Markov chains on a matrix group | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5649714 | 1971-01-01 | Paper |
Iterations of homogeneous polynomial transformations with positive coefficients | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5580326 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5588351 | 1969-01-01 | Paper |