Sergei Belkov

I am Associate Lecturer in Mathematical Finance at the Department of Mathematics at the University of York.

My main fields of research interests are Evolutionary Behavioural Finance (EBF) and Evolutionary Portfolio Theory. 

I received my PhD in Economics from the University of Manchester in 2019. 

My PhD research was supervised by Prof. Igor V. Evstigneev and Prof. Goran Peskir.

Publications

An Evolutionary Finance Model with a Risk-Free Asset, Annals of Finance, 2020, Volume 16, pp 593–607 (with I.V. Evstigneev and T. Hens). 

An Evolutionary Finance Model with Short Selling and Endogenous Asset Supply, Economic Theory, published online 7 May 2020 (with R. Amir, I.V. Evstigneev and T. Hens)

Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets, Mathematics and Financial Economics, 2020, Volume 14, pp 249–262 (with I.V. Evstigneev, T. Hens and L. Xu)

Correlated Equilibrium in a Nutshell, Theory and Decision, 2017, Volume 83, Issue 4, pp 457–468 (with R. Amir and I.V. Evstigneev).