Andrei N. Soklakov

Citigroup, Inc.

399 Park Avenue

6th Floor

New York, NY 10043

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 31,034

SSRN RANKINGS

Top 31,034

in Total Papers Downloads

3,081

SSRN CITATIONS

2

CROSSREF CITATIONS

14

Scholarly Papers (7)

1.

Deriving Derivatives

Number of pages: 13 Posted: 10 May 2013 Last Revised: 22 Dec 2016
Andrei N. Soklakov
Citigroup, Inc.
Downloads 844 (54,508)
Citation 3

Abstract:

Loading...

Optimal investments, Derivatives, Structuring, Model Risk

2.

Information Geometry of Risks and Returns

Risk, June (2023)
Number of pages: 25 Posted: 17 Jun 2022 Last Revised: 04 Jun 2023
Andrei N. Soklakov
Citigroup, Inc.
Downloads 805 (58,091)

Abstract:

Loading...

Information derivatives, Rationality, Product design, Information geometry

3.

Why Quantitative Structuring?

Number of pages: 12 Posted: 05 Aug 2015 Last Revised: 20 Sep 2021
Andrei N. Soklakov
Citigroup, Inc.
Downloads 577 (89,159)
Citation 4

Abstract:

Loading...

Product Design, Information Derivatives, Model Risk, Risk Aversion, Investment Premium, Equity Premium Puzzle

4.

Elasticity Theory of Structuring

Number of pages: 16 Posted: 10 May 2013 Last Revised: 19 Dec 2016
Andrei N. Soklakov
Citigroup, Inc.
Downloads 359 (156,172)
Citation 5

Abstract:

Loading...

Optimal investments, structuring, financial derivatives, risk aversion

5.

Model Risk Analysis via Investment Structuring

Number of pages: 11 Posted: 05 Aug 2015
Andrei N. Soklakov
Citigroup, Inc.
Downloads 186 (299,942)
Citation 5

Abstract:

Loading...

Model Risk, Quantitative Structuring

6.

One Trade at a Time -- Unraveling the Equity Premium Puzzle

Number of pages: 21 Posted: 05 Aug 2015 Last Revised: 11 Jun 2018
Andrei N. Soklakov
Citigroup, Inc.
Downloads 167 (329,660)
Citation 2

Abstract:

Loading...

Derivatives, equity premium, rational product design,

7.

Learning, Investments and Derivatives

Number of pages: 13 Posted: 16 Jun 2011
Andrei N. Soklakov
Citigroup, Inc.
Downloads 143 (374,882)

Abstract:

Loading...

structuring, product innovation