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Zakamulin, Valeriy


 SSRN Author Rank: 1,561 by Downloads
 Associate Professor
 

University of Agder - Faculty of Economics


 School of Management
 Service Box 422
 Kristiansand, N-4604
 Norway
 +47 38141039 (Phone)
 email address

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. Zakamulin, Valeriy's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,585
Total
Citations
40
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
03 Apr 13
Last Revised:
04 Sep 14
2,203
(3,214)
1

2.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
20 Oct 06
1,556
(5,898)
 

3.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Koekebakker, Steen
School of Business and Law at the University of Agder
Posted:
13 Feb 08
Last Revised:
26 Aug 08
1,369
(7,320)
10

4.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
22 Nov 06
851
(15,611)
 

5.   Incl. Electronic Paper
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
02 Dec 05
Last Revised:
01 Dec 09
784
(17,639)
 

6.  
Dynamic Asset Allocation Strategies Based on Unexpected Volatility | Show Abstract | Download This Paper |
Journal of Alternative Investments, Vol. 16, No. 4, 2014
Number of Pages in PDF File: 6
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
21 Nov 13
Last Revised:
21 Jun 14
588
(26,544)
 

7.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
14 Nov 05
530
(30,522)
 

8.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
16 May 08
510
(32,153)
1

9.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
22 May 09
Last Revised:
05 Jan 10
416
(41,698)
4

10.  
Andresen, Arne
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Benth, Fred Espen
University of Oslo
Koekebakker, Steen
School of Business and Law at the University of Agder
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
30 May 08
Last Revised:
01 Feb 13
396
(44,297)
2

11.  
Forecasting the Size Premium Over Different Time Horizons | Show Abstract | Download This Paper |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 37
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
01 Nov 11
Last Revised:
06 Nov 12
374
(47,417)
1

12.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
23 Apr 09
Last Revised:
05 Jan 10
344
(52,551)
 

13.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
31 Jan 13
Last Revised:
10 Apr 13
334
(54,404)
 

14.  
Portfolio Performance Evaluation with Loss Aversion | Show Abstract | Download This Paper |
Quantitative Finance, Forthcoming
Number of Pages in PDF File: 21
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
05 Jan 10
Last Revised:
06 Sep 11
333
(54,613)
1

15.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Koekebakker, Steen
School of Business and Law at the University of Agder
Posted:
02 Apr 08
Last Revised:
06 Nov 08
319
(57,505)
1

16.  
A Test of Covariance Matrix Forecasting Methods | Show Abstract | Download This Paper |
Journal of Portfolio Management, 215
Number of Pages in PDF File: 7
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
20 Mar 14
Last Revised:
26 Mar 15
306
(60,975)
 

17.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
04 Feb 10
Last Revised:
09 Feb 10
243
(77,564)
5

18.  
Sharpe (Ratio) Thinking About the Investment Opportunity Set and CAPM Relationship | Show Abstract | Download This Paper |
Economics Research International, Vol. 2011
Number of Pages in PDF File: 21
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
28 Sep 09
Last Revised:
06 Sep 11
208
(91,011)
 

19.  
Block Bootstrap Methods and the Choice of Stocks for the Long Run | Show Abstract | Download This Paper |
Forthcoming, Quantitative Finance
Number of Pages in PDF File: 24
Cogneau, Philippe
University of Liege
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
11 Apr 11
Last Revised:
18 Nov 12
207
(91,445)
 

20.  
American Option Pricing and Exercising with Transaction Costs | Show Abstract | Download This Paper |
Norwegian School of Economics and Business Administration Discussion Paper No. 15/2003
Number of Pages in PDF File: 40
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
15 Feb 10
174
(107,944)
1

21.  
A Unified Approach to Portfolio Optimization with Linear Transaction Costs | Show Abstract | Download This Paper |
Bodoe Graduate School of Business Working Paper No. 3/2004
Number of Pages in PDF File: 28
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
04 Feb 10
Last Revised:
08 Feb 10
169
(110,816)
2

22.  
European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs | Show Abstract | Download This Paper |
Norwegian School of Economics and Business Administration Discussion Paper No. 19 2002
Number of Pages in PDF File: 27
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
04 Feb 10
168
(111,439)
10

23.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
10 Jun 12
Last Revised:
01 Feb 13
153
(121,083)
 

24.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
27 Mar 15
47
(263,029)
 

25.  
A Generalisation of the Mean-Variance Analysis | Show Abstract | Add to Cart |
European Financial Management, Vol. 15, Issue 5, pp. 934-970, November 2009
Number of Pages in PDF File: 37
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Koekebakker, Steen
School of Business and Law at the University of Agder
Posted:
21 Oct 09
3
(415,964)
1

26.  
American Option Pricing with Transaction Costs | Show Abstract |
Journal of Computational Finance, Vol. 8, No. 3, pp. 81-115, Spring 2005
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
25 Apr 05
 


Records 1 - 26 of 26 matches
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