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Ignatieva, Katja


 SSRN Author Rank: 31,336 by Downloads
 

University of New South Wales - Australian School of Business


 Sydney, NSW 2052
 Australia
 email address


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. Ignatieva, Katja's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
798
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Ignatieva, Katja
University of New South Wales - Australian School of Business
Rodrigues, Paulo
Maastricht University - Department of Finance
Seeger, Norman
VU University Amsterdam
Posted:
16 Feb 09
Last Revised:
13 Feb 15
259
(72,200)
2

2.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
25 Jan 12
Last Revised:
09 Nov 14
98
(170,668)
 

3.  
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
10 Nov 12
Last Revised:
15 Sep 13
89
(181,828)
 

4.  
Systematic Mortality Risk: An Analysis of Guaranteed Lifetime Withdrawal Benefits in Variable Annuities | Show Abstract | Download This Paper |
UNSW Australian School of Business Research Paper No. 2013ACTL15
Number of Pages in PDF File: 28
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
15 Jun 13
Last Revised:
22 Apr 14
68
(213,327)
1

5.  
Industry Concentration, Excess Returns and Innovation in Australia | Show Abstract | Download This Paper |
Accounting and Finance, Forthcoming
Number of Pages in PDF File: 31
Gallagher, David R.
UNSW Business School
Ignatieva, Katja
University of New South Wales - Australian School of Business
McCulloch, James
University of Technology, Sydney
Posted:
06 Oct 12
Last Revised:
22 Apr 14
60
(227,977)
 

6.  
A Tractable Model for Indices Approximating the Growth Optimal Portfolio | Show Abstract | Download This Paper |
Studies in Nonlinear Dynamics and Econometrics, Vol. 18, No. 1, 2014
Number of Pages in PDF File: 27
Baldeaux, Jan F.
University of Technology, Sydney
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
17 Oct 12
Last Revised:
22 Apr 14
50
(248,582)
 

7.  
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae | Show Abstract | Download This Paper |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Number of Pages in PDF File: 40
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
03 Nov 12
48
(253,072)
1

8.  
A Nonparametric Model for Spot Price Dynamics and Pricing of Futures Contracts in Electricity Markets | Show Abstract | Download This Paper |
Studies in Nonlinear Dynamics and Econometrics, Forthcoming
Number of Pages in PDF File: 25
Ignatieva, Katja
University of New South Wales - Australian School of Business
Posted:
03 Apr 14
Last Revised:
22 Apr 14
39
(274,981)
 

9.  
Estimating the Diffusion Coefficient Function for a Diversified World Stock Index | Show Abstract | Download This Paper |
Computational Statistic and Data Analysis, Forthcoming
Number of Pages in PDF File: 25
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
06 Oct 12
Last Revised:
22 Apr 14
29
(304,890)
 

10.  
Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index | Show Abstract | Download This Paper |
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 284
Number of Pages in PDF File: 39
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Rendek, Renatak
affiliation not provided to SSRN
Posted:
03 Nov 12
19
(345,420)
 

11.  
A Hybrid Model for Pricing and Hedging of Long Dated Bonds | Show Abstract | Download This Paper |
UNSW Business School Research Paper No. 2015ACTL06
Number of Pages in PDF File: 30
Baldeaux, Jan F.
University of Technology, Sydney
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Platen, Eckhard
University of Technology, Sydney (UTS) - School of Finance and Economics
Posted:
13 Mar 15
15
(371,946)
 

12.  
A Multivariate Forward-Rate Mortality Framework | Show Abstract | Download This Paper |
UNSW Business School Research Paper No. 2014ACTL08
Number of Pages in PDF File: 24
Alai, Daniel H.
University of Kent
Ignatieva, Katja
University of New South Wales - Australian School of Business
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
18 Dec 14
Last Revised:
02 Jan 15
15
(362,739)
 

13.  
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives | Show Abstract | Download This Paper |
UNSW Business School Research Paper No. 20015ACTL04
Number of Pages in PDF File: 29
Fung, Man Chung
University of New South Wales (UNSW)
Ignatieva, Katja
University of New South Wales - Australian School of Business
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
12 Mar 15
8
(394,129)
 

14.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Landsman, Zinoviy
University of Haifa, Department of Statistics
Posted:
13 Mar 15
1
(430,281)
 

15.  
Da Fonseca, José
Auckland University of Technology - Faculty of Business & Law
Ignatieva, Katja
University of New South Wales - Australian School of Business
Ziveyi, Jonathan
Univesity of New South Wales - School of Risk and Actuarial Studies
Posted:
13 Mar 15
 


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