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  • Search: subject:"Von Neumann–Gale model"
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Year of publication
Subject
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Transaction costs 4 Optimal growth 3 Optimales Wachstum 3 Stochastic process 3 Stochastischer Prozess 3 Transaktionskosten 3 von Neumann-Gale model 3 Dynamische Wirtschaftstheorie 2 Economic dynamics 2 Portfolio selection 2 Portfolio-Management 2 capital growth theory 2 convex multivalued operators 2 numeraire portfolios 2 random dynamical systems 2 rapid paths 2 transaction costs 2 Arrow—Debreu model 1 Asset pricing 1 Benchmark strategies 1 CEMI 1 Capital growth theory 1 Consistent valuation systems 1 Convex multivalued operators 1 Hedging 1 Mathematical programming 1 Mathematische Optimierung 1 Numeraire portfolios 1 Random dynamical systems 1 Rapid paths 1 Theorie 1 Theory 1 Trading constraints 1 Von Neumann-Gale model 1 Von Neumann–Gale model 1 benchmark strategies 1 bibliometrics 1 disequilibrium 1 equilibrium 1 general equilibrium theory 1
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Online availability
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Free 3 Undetermined 2
Type of publication
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Article 3 Book / Working Paper 3
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3 Undetermined 3
Author
All
Evstigneev, Igor V. 3 Schenk-Hoppé, Klaus Reiner 2 BAHSOUN, Wael 1 Babaei, E. 1 Babaei, Esmaeil 1 Bahsoun, Wael 1 Dempster, M. 1 E. Malkov. 1 EVSTIGNEEV, Igor V. 1 Evstigneev, I. 1 TAKSAR, Michael I. 1 Taksar, M. 1 Taksar, Michael I. 1 Zhitlukhin, M. V. 1 Zhitlukhin, Mikhail 1
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Published in...
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Annals of Finance 1 Economics discussion paper series : EDP 1 Mathematics and financial economics 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1 Swiss Finance Institute Research Paper Series 1 VOPROSY ECONOMIKI 1
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Source
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ECONIS (ZBW) 3 RePEc 3
Showing 1 - 6 of 6
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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2018
Persistent link: https://www.econbiz.de/10011938726
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Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil; Evstigneev, Igor V.; Schenk-Hoppé, … - In: Mathematics and financial economics 14 (2020) 2, pp. 283-305
Persistent link: https://www.econbiz.de/10012240281
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Capital growth under transaction costs : an analysis based on the von Neumann-Gale model
Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. - 2008
In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of …
Persistent link: https://www.econbiz.de/10003961438
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General Equilibrium Theory in Soviet Economic Science: Bibliometric Analysis
E. Malkov. - In: VOPROSY ECONOMIKI 3 (2014)
This paper is the first attempt at quantitative and qualitative analysis of the Soviet literature on general equilibrium theory in 1960—1990s. We divide the papers into four subgroups: von Neumann—Gale class of models and equilibrium growth; Arrow—Debreu class of models; disequilibrium...
Persistent link: https://www.econbiz.de/10011007739
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Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model
Dempster, M.; Evstigneev, I.; Taksar, M. - In: Annals of Finance 2 (2006) 4, pp. 327-355
Persistent link: https://www.econbiz.de/10005542191
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Cover Image
Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
BAHSOUN, Wael; EVSTIGNEEV, Igor V.; TAKSAR, Michael I.
In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of …
Persistent link: https://www.econbiz.de/10005222549
Saved in:
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