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Khokhlov, Valentyn's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
806 |
Total
Citations
1 |
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1.
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Khokhlov, Valentyn affiliation not provided to SSRN
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520
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1
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Portfolio optimization, Sharpe ratio, mean-variance optimization, capital allocation line
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2.
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Khokhlov, Valentyn affiliation not provided to SSRN
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150
(99,003)
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VaR, value at risk, risk management, security returns distributions
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3.
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Khokhlov, Valentyn affiliation not provided to SSRN
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75
(164,369)
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portfolio optimization, tracking portfolio, tracking error, information ratio
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4.
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Khokhlov, Valentyn affiliation not provided to SSRN
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61
(184,182)
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Stock returns distribution, Black Swans, fat tails problem, lognormal distribution, Student’s t-distribution, Laplace distribution
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Records 1 -
4
of 4 matches
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