Mikhail Smirnov

Columbia University

Assistant Professor

New York, NY 10027

United States

  • Columbia University

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 19,112

SSRN RANKINGS

Top 19,112

in Total Papers Downloads

4,198

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

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1.

Robust Leveraged ETF Portfolios Extending Classic 40/60 Portfolios and Portfolio Insurance

Number of pages: 65 Posted: 19 Mar 2020
Mikhail Smirnov and Alexander Smirnov
Columbia University and Stuyvesant High School
Downloads 1,624 (17,399)
Citation 1

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Portfolio Insurance, 40/60, Balanced portfolios, ETFs, leveraged ETFs

2.

Leveraged ETFs and Dynamic Portfolio Management (Presentation Slides)

Number of pages: 69 Posted: 16 Feb 2018
Mikhail Smirnov
Columbia University
Downloads 989 (36,114)

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Leveraged ETF, Portfolio Insurance, Risk, VAR, Dynamic Portfolio, Hedge Funds, Fund of Funds

3.

One Year Later. Leveraged ETFs in Portfolio Construction and Portfolio Protection

Number of pages: 65 Posted: 21 Jan 2021
Mikhail Smirnov
Columbia University
Downloads 764 (51,424)

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Portfolio Insurance, 40/60, Balanced portfolios, ETFs, leveraged ETFs

4.

Dynamic Leverage as a Generalization of Traditional Value-at-Risk Measures and Its Use in Portfolio Construction

Number of pages: 22 Posted: 11 Nov 2012 Last Revised: 05 Feb 2018
Mikhail Smirnov
Columbia University
Downloads 328 (143,237)

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risk, leverage, VAR, hedge funds, fund of funds, portfolio insurance

5.

ETFs, ETNs and Statistical Anomalies

Number of pages: 61 Posted: 15 Feb 2018
Mikhail Smirnov
Columbia University
Downloads 255 (185,716)

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ETF, Equal-Weighted Index, Momentum, Value, Market efficiency, Dynamic Portfolio, Portfolio Insurance

6.

On Some Processes and Distributions in a Collective Model of Investors' Behavior

Number of pages: 15 Posted: 10 Jun 2005
Kyrylo Shmatov and Mikhail Smirnov
Columbia University and Columbia University
Downloads 125 (344,770)

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7.

Dynamic Portfolio Management and Market Anomalies (Presentation Slides)

Number of pages: 71 Posted: 11 Mar 2020
Mikhail Smirnov
Columbia University
Downloads 113 (370,711)

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Factor Anomalies, Portfolio Insurance, Equal-weighted index, Low volatility stocks, Dynamic allocation