Egor Koshelev

Lobachevsky University

Associate Professor

23 Prospekt Gagarina

Nizhny Novgorod, 603950

Russia

http://www.unn.ru

SCHOLARLY PAPERS

26

DOWNLOADS

810

SSRN CITATIONS
Rank 46,006

SSRN RANKINGS

Top 46,006

in Total Papers Citations

5

CROSSREF CITATIONS

10

Scholarly Papers (26)

1.

Application of Synthetic Straddles for Equity Risk Management

Materiály VII Mezinárodní Vědecko Praktická Konference, Zprávy Vědecké Ideje, 2011
Number of pages: 17 Posted: 13 Apr 2013
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Nizhny Novgorod State University
Downloads 81 (367,194)
Citation 1

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synthetic financial instruments, option, straddle, share risk

2.

Testing the Technology of Synthetic Straddles

Number of pages: 18 Posted: 27 Apr 2014
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Lobachevsky State University of Nizhni Novgorod
Downloads 67 (408,035)
Citation 2

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synthetic financial instruments, option, straddle, share risk

3.

Selecting an Innovation Project on an Uncertain Discount Rate Basis

International Journal of Business and Social Science, Vol. 2, No. 6, April 2011
Number of pages: 8 Posted: 12 Jul 2013
Sergey Yashin and Egor Koshelev
Lobachevsky University and Lobachevsky University
Downloads 53 (457,139)

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investments, innovation project, discount rate uncertainty

4.

Investment Approach to Credit Risk Management at Commercial Banks Using Stochastic Dominance Algorithm

Number of pages: 12 Posted: 29 Jan 2014
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Nizhny Novgorod State University
Downloads 45 (489,669)

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investment approach, credit risk, default risk, imputed loss risk, stochastic dominance, voting theory

5.

Methodology of Capital Flow Risk Management

Number of pages: 35 Posted: 13 Apr 2013
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Nizhny Novgorod State University
Downloads 43 (498,532)

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capital flow risk, stochastic dominance, arbitrage, statistical games

6.

Contradictions of Corporate Top Management Motivation by Economic Value Added

Number of pages: 12 Posted: 14 Feb 2018
Sergey Yashin, Yuriy Trifonov and Egor Koshelev
Lobachevsky University, Lobachevsky State University of Nizhni Novgorod and Lobachevsky University
Downloads 40 (512,304)
Citation 1

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top management motivation, economic value added

7.

Cluster Innovation Strategy Risk Management Using a Real Put Option to Abandon a Strategy

Number of pages: 16 Posted: 04 Oct 2017
Sergey Yashin, Yuriy Trifonov and Egor Koshelev
Lobachevsky University, Lobachevsky State University of Nizhni Novgorod and Lobachevsky University
Downloads 37 (526,577)
Citation 1

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Clusters, Innovation Strategy, Real Options, Put Option

8.

Considering Effects of Risk Distribution Among Project Participants on Its Investment Potential

Number of pages: 10 Posted: 02 May 2014
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 35 (536,714)

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risk distribution, project investment potential, risk-free debt, risky debt

9.

Corporate Investment Programming in View of Reinvestment Opportunities

International Journal of Business and Social Science Vol. 2 No. 22, December 2011
Number of pages: 13 Posted: 12 Jul 2013
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 35 (536,714)

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investments, investment program, reinvestment

10.

Evaluation of Upgrading Corporate Equipment as an Asian Real Option

International Journal of Business and Social Science, 2013
Number of pages: 24 Posted: 16 Mar 2013 Last Revised: 18 Mar 2014
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 35 (536,714)

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upgrading equipment, real option valuation, Asian option, constant volatility, binomial model, trinomial model

11.

Concept of Evaluating Cluster Development Strategic Outlooks Using Multiples

Number of pages: 34 Posted: 10 Feb 2016 Last Revised: 10 Jun 2016
Sergey Yashin, Yuriy Trifonov and Egor Koshelev
Lobachevsky University, Lobachevsky State University of Nizhni Novgorod and Lobachevsky University
Downloads 33 (547,268)

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cluster, cluster core, book value multiple, revenue multiple, brand value

12.

How to Arrange for a Top Manager to Become a Company 'Friend' and Not to Turn into a 'Diversionist': Financial and Non-Financial Constituents of Successful Motivation

Number of pages: 36 Posted: 29 Mar 2014 Last Revised: 25 Apr 2014
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Lobachevsky State University of Nizhni Novgorod
Downloads 29 (569,452)
Citation 1

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motivation of top managers, non-financial motivation, financial motivation, metric of utility functions, motivational optimum, optimal NPV

13.

Warrant-Based Evaluation of Corporate Top Management Motivation

Number of pages: 11 Posted: 24 Feb 2016
Sergey Yashin, Yuriy Trifonov and Egor Koshelev
Lobachevsky University, Lobachevsky State University of Nizhni Novgorod and Lobachevsky University
Downloads 26 (588,021)
Citation 1

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top management motivation, warrants, Black-Scholes model with dividends

14.

Stock Market Technologies in Business

Number of pages: 106 Posted: 07 Nov 2014
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 26 (588,021)
Citation 2

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risk management, synthetic straddles, real options, stochastic dominance

15.

Inflation Effect on Value Calculation of Asian Real Option

Number of pages: 14 Posted: 21 Dec 2013
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Lobachevsky State University of Nizhni Novgorod
Downloads 25 (594,404)

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Asian real option, Black-Scholes model, binomial model, trinomial model

16.

Russian Model of the Real Option Valuation Used in the Conditions of Limited Information

International Journal of Business and Social Science, Vol. 3, No. 12 [Special Issue – June 2012]
Number of pages: 15 Posted: 11 Jul 2013
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 23 (607,631)

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investments, high risk, real option valuation, binomial model

17.

Methods of Predictive Foresight of Cluster Development Using Arbitrage Techniques

Number of pages: 30 Posted: 28 Jun 2017
Sergey Yashin, Yuriy Trifonov and Egor Koshelev
Lobachevsky University, Lobachevsky State University of Nizhni Novgorod and Lobachevsky University
Downloads 22 (614,525)
Citation 2

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predictive foresight, cluster synergistic effect, financial arbitrage

18.

Control of the Processes of Restructuring Debts of a Corporate Debtor Using the Financial Immunization Method

Number of pages: 9 Posted: 30 Sep 2015
Sergey Yashin, Yuriy Trifonov and Egor Koshelev
Lobachevsky University, Lobachevsky State University of Nizhni Novgorod and Lobachevsky University
Downloads 22 (614,525)

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financial immunization, debt restructuring, accounts receivable

19.

Molding a Corporate Investment Program in the Context of Limited Information on Future Reinvestment Opportunities

Number of pages: 11 Posted: 01 May 2014 Last Revised: 28 Jan 2015
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 21 (621,230)

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corporate investment program, pipeline of investment projects, Dean's solution, index method

20.

Index Method of Molding a Corporate Investment Program

Number of pages: 11 Posted: 23 Feb 2014 Last Revised: 15 Mar 2014
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 20 (628,272)

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corporate investment program, pipeline of investment projects, limited financing budget, total profitability index, total modified profitability index

21.

Investment Planning of Production Modernization: Russian Practice

Number of pages: 25 Posted: 21 Nov 2013 Last Revised: 26 Nov 2013
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Lobachevsky State University of Nizhni Novgorod
Downloads 19 (635,232)

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modernization of equipment, differential cash flow, nominal cash flow, repeated investments, endless planning period, perpetuity, equivalent annuity

22.

Tax Effects of High-Technology R&D Projects Financing Through Debt Capital

Number of pages: 9 Posted: 13 Oct 2013
Yuriy Trifonov, Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University and Lobachevsky University
Downloads 19 (635,232)

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tax effect, high-technology R&D project, project NPV, DTD leverage, optimum tax rate

23.

Asymptotic Complexity Estimate of Financial Processes in Time for Credit Risk Insurance

Number of pages: 21 Posted: 06 Oct 2013
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Lobachevsky State University of Nizhni Novgorod
Downloads 19 (635,232)
Citation 2

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time graph of financial process, physical time balance, time-based financial process dimension, multiple effect, power effect, asymptotic estimate of credit risks

24.

Modified Hurwitz Method of Developing Corporate Innovative Strategy

International Journal of Business and Social Science, Vol. 3, No. 18, Special Issue – September 2012
Number of pages: 27 Posted: 22 Mar 2013 Last Revised: 26 Nov 2013
Lobachevsky State University of Nizhni Novgorod, Lobachevsky University, Lobachevsky University and Lobachevsky State University of Nizhni Novgorod
Downloads 18 (642,316)

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corporate innovative strategy, product-type innovation strategy, production modernization strategy, equipment repair modernization, modified Hurwitz method, risk significance criterion, mixed innovative strategy

25.

Three-Dimensional Method of Assessing R&D Projects Using Real Put Options to Abandon a Projects

Number of pages: 14 Posted: 21 Dec 2018 Last Revised: 30 Dec 2018
Sergey Yashin and Egor Koshelev
Lobachevsky University and Lobachevsky University
Downloads 13 (678,799)

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Assessing R&D Projects, Real Put Option, Option to Abandon a Project

26.

Modeling of Motivation of Top Managers in Regional Management Structures Using a Multi-Objective Genetic Algorithm

Number of pages: 17 Posted: 04 Nov 2020
Sergey Yashin and Egor Koshelev
Lobachevsky University and Lobachevsky University
Downloads 4 (748,550)

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motivation of top managers, multi-objective genetic algorithm