Zobrazeno 1 - 10
of 157
pro vyhledávání: '"Evstigneev, Igor"'
Autor:
Amir, Rabah1 (AUTHOR) rabah-amir@uiowa.edu, Evstigneev, Igor V.2 (AUTHOR), Potapova, Valeriya3 (AUTHOR)
Publikováno v:
Economic Theory. Jun2024, Vol. 77 Issue 4, p891-920. 30p.
Von Neumann-Gale dynamical systems are defined in terms of multivalued operators in spaces of random vectors, possessing certain properties of convexity and homogeneity. A central role in the theory of such systems is played by a special class of pat
Externí odkaz:
http://arxiv.org/abs/1811.08474
Publikováno v:
Proceedings of the National Academy of Sciences of the United States of America, 2021 Jun . 118(26), 1-8.
Externí odkaz:
https://www.jstor.org/stable/27040766
Autor:
Amir, Rabah, Evstigneev, Igor V.
A famous result in game theory known as Zermelo's theorem says that "in chess either White can force a win, or Black can force a win, or both sides can force at least a draw". The present paper extends this result to the class of all finite-stage two
Externí odkaz:
http://arxiv.org/abs/1610.07160
Publikováno v:
In Journal of Mathematical Economics December 2020 91:121-135
The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces, are obtained. The results pertaining to Banach spaces are based on t
Externí odkaz:
http://arxiv.org/abs/1004.4862
The aim of this work is to extend the capital growth theory developed by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural generalization of the notion of a numeraire portfolio proposed by Long and sh
Externí odkaz:
http://arxiv.org/abs/0909.4730
The paper examines random dynamical systems related to the classical von Neumann and Gale models of economic growth. Such systems are defined in terms of multivalued operators in spaces of random vectors, possessing certain properties of convexity an
Externí odkaz:
http://arxiv.org/abs/0712.3353
Autor:
Amir, Rabah1,2 (AUTHOR) rabah-amir@uiowa.edu, Evstigneev, Igor3 (AUTHOR), Gama, Adriana4 (AUTHOR)
Publikováno v:
Economic Theory. Apr2021, Vol. 71 Issue 3, p1203-1230. 28p.
Autor:
Belkov, Sergei1 (AUTHOR), Evstigneev, Igor V.2 (AUTHOR), Hens, Thorsten3,4,5 (AUTHOR) Thorsten.Hens@bf.uzh.ch
Publikováno v:
Annals of Finance. 2020, Vol. 16 Issue 4, p593-607. 15p.