Selected Entire List   Smirnov, Mikhail  Assistant Professor   Columbia University  New York, NY 10027  United States  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

	The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
	Popular RSS readers

. Smirnov, Mikhail's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 273 Total Citations 0 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Dynamic Leverage as a Generalization of Traditional Value-at-Risk Measures and its Use in Portfolio Construction | Show Abstract Hide Abstract | Download | Working Paper Series Smirnov, Mikhail Columbia University Posted: 11 Nov 12 Last Revised: 18 Nov 12 182 (81,982)   risk, leverage, VAR, hedge funds, fund of funds, portfolio insurance 2.   On Some Processes and Distributions in a Collective Model of Investors' Behavior | Show Abstract Hide Abstract | Download | Working Paper Series Shmatov, Kyrylo Columbia University Smirnov, Mikhail Columbia University Posted: 10 Jun 05 91 (144,128)   Records 1 - 2 of 2 matches [ 1 ]

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo8 in 0.516 seconds