Feedback to SSRN

 
  • Selected
  • Entire List
 

Zakamulin, Valeriy


 SSRN Author Rank: 1,256 by Downloads
 Professor
 

University of Agder - School of Business and Law


 Service Box 422
 Kristiansand, N-4604
 Norway
 +47 38141039 (Phone)
 HOME PAGE: http://vzakamulin.weebly.com/
 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
. Zakamulin, Valeriy's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,755
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 - School of Business and Law
Posted:
03 Apr 13
Last Revised:
04 Sep 14
2,302
(3,079)
1

2.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
27 Mar 15
Last Revised:
14 May 15
1,832
(4,580)
 

3.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
20 Oct 06
1,576
(5,934)
 

4.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Koekebakker, Steen
School of Business and Law at the University of Agder
Posted:
13 Feb 08
Last Revised:
26 Aug 08
1,401
(7,258)
10

5.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
22 Nov 06
853
(15,985)
 

6.   Incl. Electronic Paper
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
02 Dec 05
Last Revised:
01 Dec 09
786
(18,025)
 

7.  
Dynamic Asset Allocation Strategies Based on Unexpected Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Alternative Investments, Vol. 16, No. 4, 2014
Number of Pages in PDF File: 6
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
21 Nov 13
Last Revised:
21 Jun 14
626
(24,983)
 

8.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
14 Nov 05
544
(30,271)
 

9.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
16 May 08
515
(32,512)
1

10.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
22 May 09
Last Revised:
05 Jan 10
421
(42,044)
4

11.  
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 - School of Business and Law
Posted:
30 May 08
Last Revised:
01 Feb 13
407
(43,838)
2

12.  
Forecasting the Size Premium Over Different Time Horizons | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 37
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
01 Nov 11
Last Revised:
06 Nov 12
380
(47,648)
1

13.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
23 Apr 09
Last Revised:
05 Jan 10
354
(51,983)
 

14.  
A Test of Covariance Matrix Forecasting Methods | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, 215
Number of Pages in PDF File: 7
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
20 Mar 14
Last Revised:
26 Mar 15
349
(52,904)
 

15.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
31 Jan 13
Last Revised:
10 Apr 13
348
(53,065)
 

16.  
Portfolio Performance Evaluation with Loss Aversion | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance, Forthcoming
Number of Pages in PDF File: 21
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
05 Jan 10
Last Revised:
06 Sep 11
339
(54,728)
1

17.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Koekebakker, Steen
School of Business and Law at the University of Agder
Posted:
02 Apr 08
Last Revised:
06 Nov 08
320
(58,599)
1

18.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
04 Feb 10
Last Revised:
09 Feb 10
250
(76,878)
5

19.  
Cogneau, Philippe
University of Liege
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
11 Apr 11
Last Revised:
18 Nov 12
210
(92,179)
 

20.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
28 Sep 09
Last Revised:
06 Sep 11
210
(92,179)
 

21.  
American Option Pricing and Exercising with Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
Norwegian School of Economics and Business Administration Discussion Paper No. 15/2003
Number of Pages in PDF File: 40
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
15 Feb 10
175
(109,679)
1

22.  
A Unified Approach to Portfolio Optimization with Linear Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
Bodoe Graduate School of Business Working Paper No. 3/2004
Number of Pages in PDF File: 28
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
04 Feb 10
Last Revised:
08 Feb 10
171
(112,000)
1

23.  
European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
Norwegian School of Economics and Business Administration Discussion Paper No. 19 2002
Number of Pages in PDF File: 27
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
04 Feb 10
169
(113,205)
9

24.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
10 Jun 12
Last Revised:
01 Feb 13
154
(122,927)
 

25.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
11 May 15
Last Revised:
22 May 15
60
(233,043)
 

26.  
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 - School of Business and Law
Koekebakker, Steen
School of Business and Law at the University of Agder
Posted:
21 Oct 09
3
(422,600)
1

27.  
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 - School of Business and Law
Posted:
25 Apr 05
 


Records 1 - 27 of 27 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 0.328 seconds