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Zakamulin, Valeriy


 SSRN Author Rank: 1,123 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

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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
16,114
Total
Citations
38
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
2,431
(2,868)
1

2.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
27 Mar 15
Last Revised:
14 May 15
2,195
(3,422)
 

3.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
20 Oct 06
1,608
(5,863)
 

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
1,432
(7,174)
10

5.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
22 Nov 06
855
(16,326)
 

6.   Incl. Electronic Paper
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
02 Dec 05
Last Revised:
01 Dec 09
792
(18,259)
 

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
670
(23,200)
 

8.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
14 Nov 05
562
(29,587)
 

9.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
16 May 08
521
(32,732)
1

10.  
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
490
(35,510)
 

11.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
22 May 09
Last Revised:
05 Jan 10
429
(41,966)
4

12.  
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
418
(43,320)
2

13.  
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
386
(47,787)
1

14.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
31 Jan 13
Last Revised:
10 Apr 13
365
(51,138)
 

15.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
23 Apr 09
Last Revised:
05 Jan 10
356
(52,687)
 

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
345
(54,753)
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
322
(59,425)
1

18.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
31 May 15
Last Revised:
13 Jun 15
260
(76,466)
 

19.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
04 Feb 10
Last Revised:
09 Feb 10
257
(76,160)
5

20.  
Cogneau, Philippe
University of Liege - HEC Management School
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
11 Apr 11
Last Revised:
18 Nov 12
214
(92,325)
 

21.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
07 Jun 15
213
(93,163)
 

22.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
28 Sep 09
Last Revised:
06 Sep 11
211
(93,585)
 

23.  
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
176
(111,246)
1

24.  
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
173
(112,992)
9

25.  
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
172
(113,619)
1

26.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
10 Jun 12
Last Revised:
01 Feb 13
156
(123,905)
 

27.  
Zakamulin, Valeriy
University of Agder - School of Business and Law
Posted:
11 May 15
Last Revised:
02 Jun 15
102
(172,815)
 

28.  
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
(429,887)
1

29.  
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 - 29 of 29 matches
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