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Zakamulin, Valeriy


 SSRN Author Rank: 1,607 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
11,751
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
1,910
(3,834)
1

2.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
20 Oct 06
1,517
(5,768)
 

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
1,301
(7,419)
10

4.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
22 Nov 06
840
(14,888)
 

5.   Incl. Electronic Paper
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
02 Dec 05
Last Revised:
01 Dec 09
774
(16,833)
 

6.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
16 May 08
500
(30,926)
1

7.  
Dynamic Asset Allocation Strategies Based on Unexpected Volatility | Show Abstract | Download |
Journal of Alternative Investments, Vol. 16, No. 4, 2014
Accepted Paper Series
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
21 Nov 13
Last Revised:
21 Jun 14
499
(30,999)
 

8.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
14 Nov 05
490
(31,793)
 

9.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
22 May 09
Last Revised:
05 Jan 10
399
(41,154)
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
373
(44,671)
2

11.  
Forecasting the Size Premium Over Different Time Horizons | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Accepted Paper Series
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
01 Nov 11
Last Revised:
06 Nov 12
351
(48,030)
1

12.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
23 Apr 09
Last Revised:
05 Jan 10
338
(50,316)
 

13.  
Portfolio Performance Evaluation with Loss Aversion | Show Abstract | Download |
Quantitative Finance, Forthcoming
Accepted Paper Series
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
05 Jan 10
Last Revised:
06 Sep 11
321
(53,517)
1

14.  
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
300
(57,928)
1

15.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
31 Jan 13
Last Revised:
10 Apr 13
296
(58,832)
 

16.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
20 Mar 14
256
(69,016)
 

17.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
04 Feb 10
Last Revised:
09 Feb 10
233
(76,255)
5

18.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
28 Sep 09
Last Revised:
06 Sep 11
207
(86,227)
 

19.  
Cogneau, Philippe
University of Liege
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
11 Apr 11
Last Revised:
18 Nov 12
203
(87,903)
 

20.  
American Option Pricing and Exercising with Transaction Costs | Show Abstract | Download |
Norwegian School of Economics and Business Administration Discussion Paper No. 15/2003
Working Paper Series
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
15 Feb 10
170
(103,918)
1

21.  
European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs | Show Abstract | Download |
Norwegian School of Economics and Business Administration Discussion Paper No. 19 2002
Working Paper Series
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
04 Feb 10
163
(108,020)
10

22.  
A Unified Approach to Portfolio Optimization with Linear Transaction Costs | Show Abstract | Download |
Bodoe Graduate School of Business Working Paper No. 3/2004
Working Paper Series
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
04 Feb 10
Last Revised:
08 Feb 10
161
(109,231)
2

23.  
Zakamulin, Valeriy
University of Agder - Faculty of Economics
Posted:
10 Jun 12
Last Revised:
01 Feb 13
146
(118,985)
 

24.  
A Generalisation of the Mean-Variance Analysis | Show Abstract | Download |
European Financial Management, Vol. 15, Issue 5, pp. 934-970, November 2009
Accepted Paper Series
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
(395,275)
1

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


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