2

Block bootstrap methods and the choice of stocks for the long run

Cogneau, Philippe, Zakamouline, Valeri
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 323 KB
english, 2013
4

Portfolio performance evaluation with loss aversion

Zakamouline, Valeri
Journal:
Quantitative Finance
Year:
2014
Language:
english
File:
PDF, 295 KB
english, 2014
5

The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds

Zakamouline, Valeri
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 283 KB
english, 2010
10

Forecasting the Size Premium Over Different Horizons

Zakamouline, Valeri
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 178 KB
english, 2011
11

On the Consistent Use of VaR in Portfolio Performance Evaluation: A Cautionary Note

Zakamouline, Valeri
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 246 KB
english, 2010
13

The CARMA Interest Rate Model

Benth, Fred Espen, Koekebakker, Steen, Zakamouline, Valeri
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 205 KB
english, 2010
15

Optimal Hedging of Option Portfolios with Transaction Costs

Zakamouline, Valeri
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 241 KB
english, 2006
16

A Generalisation of the Mean-Variance Analysis

Valeri Zakamouline, Steen Koekebakker
Journal:
European Financial Management
Year:
2009
Language:
english
File:
PDF, 260 KB
english, 2009