Andrei N. Soklakov

Citigroup, Inc.

399 Park Avenue

6th Floor

New York, NY 10043

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 33,171

SSRN RANKINGS

Top 33,171

in Total Papers Downloads

3,293

TOTAL CITATIONS

19

Scholarly Papers (7)

1.

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 932 (54,394)

Abstract:

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Information derivatives, Rationality, Product design, Information geometry

2.

Deriving Derivatives

Number of pages: 13 Posted: 10 May 2013 Last Revised: 22 Dec 2016
Andrei N. Soklakov
Citigroup, Inc.
Downloads 860 (60,720)
Citation 3

Abstract:

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Optimal investments, Derivatives, Structuring, Model Risk

3.

Why Quantitative Structuring?

Number of pages: 12 Posted: 05 Aug 2015 Last Revised: 20 Sep 2021
Andrei N. Soklakov
Citigroup, Inc.
Downloads 593 (98,504)
Citation 4

Abstract:

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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 387 (164,401)
Citation 5

Abstract:

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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 197 (328,859)
Citation 5

Abstract:

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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 172 (371,854)
Citation 2

Abstract:

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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 152 (413,415)

Abstract:

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structuring, product innovation