Victor Olkhov

TVEL Fuel Company

Kashirskoe sh. 49

Moscow, 115409

Russia

SCHOLARLY PAPERS

31

DOWNLOADS

880

SSRN CITATIONS
Rank 19,135

SSRN RANKINGS

Top 19,135

in Total Papers Citations

26

CROSSREF CITATIONS

27

Ideas:
“  We study evolution of macroeconomic and financial variables through description of economic and financial transactions between economic agents. Agents perform transactions under action of expectations. The economic trinity - macro variables, transactions and expectations establishes the great problem that worth investigation. We regard risk ratings of agents as their coordinates in economic space. Risk ratings distribute agents, their variables, transactions and expectations as functions in economic space. Our approach allows describe economic and financial waves in economic space; derive business cycle equations; introduce notions of economic flows and mean risks; gives new look on the classical Black-Scholes-Merton equations; uncovers complex relations between asset pricing, price volatility and macroeconomic theory. We develop macroeconomic forecasting, asset and option pricing, risk management, and etc.  ”

Scholarly Papers (31)

1.

On Hidden Problems of Option Pricing

Number of pages: 11 Posted: 03 Jun 2016 Last Revised: 13 Oct 2016
Victor Olkhov
TVEL Fuel Company
Downloads 115 (278,853)

Abstract:

Loading...

Option Pricing, Black-Scholes-Merton Equation, Economic Space

2.

Finance, Risk and Economic Space

ACRN Oxford Journal of Finance and Risk Perspectives, 5(1). March 2016, p.209-221.
Number of pages: 13 Posted: 09 Aug 2016 Last Revised: 14 Aug 2016
Victor Olkhov
TVEL Fuel Company
Downloads 64 (398,819)
Citation 5

Abstract:

Loading...

risk ratings, economic space, option pricing, financial wave equations

3.

Quantitative Wave Model of Macro-Finance

International Review of Financial Analysis, Vol. 50, 143-150, 2017
Number of pages: 21 Posted: 18 May 2017 Last Revised: 08 Jun 2017
Victor Olkhov
TVEL Fuel Company
Downloads 58 (418,802)
Citation 7

Abstract:

Loading...

Macro-Finance Modeling, Risk Ratings, Economic Space, Wave Equations

4.

New Look on Macro-Finance Modeling

Number of pages: 21 Posted: 02 Jun 2016 Last Revised: 09 Dec 2016
Victor Olkhov
TVEL Fuel Company
Downloads 58 (418,802)

Abstract:

Loading...

[Macro-Finance Modeling, Risk Ratings, Economic Space, Wave Equations

5.

Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks

Number of pages: 33 Posted: 22 Aug 2019
Victor Olkhov
TVEL Fuel Company
Downloads 57 (422,296)

Abstract:

Loading...

economic theory, risk ratings, economic flows, density functions

6.

On Economic Space Notion

International Review of Financial Analysis 47 (2016) 372-381 DOI-10.1016/j.irfa.2016.01.001
Number of pages: 26 Posted: 02 Aug 2016 Last Revised: 12 Apr 2017
Victor Olkhov
TVEL Fuel Company
Downloads 52 (440,298)
Citation 5

Abstract:

Loading...

Financial Modeling, Economic Space, Risk Ratings, Economic Wave Equations

7.

Continuous Time Macro-Finance, Financial Transactions and Waves

Number of pages: 21 Posted: 19 May 2017 Last Revised: 08 Jun 2017
Victor Olkhov
TVEL Fuel Company
Downloads 43 (476,417)
Citation 2

Abstract:

Loading...

Macro-Finance, Risk Ratings, Financial Transactions, Economic Space, Wave Equations

8.

New Look on Macroeconomic Theory

Number of pages: 22 Posted: 11 Aug 2016 Last Revised: 14 Nov 2016
Victor Olkhov
TVEL Fuel Company
Downloads 41 (485,218)
Citation 1

Abstract:

Loading...

Macroeconomic Theory, Risk Ratings, Economic Space, Macroeconomic Waves

9.

Econophysics of Asset Price, Return and Multiple Expectations

Number of pages: 23 Posted: 31 Jan 2019 Last Revised: 20 Feb 2019
Victor Olkhov
TVEL Fuel Company
Downloads 38 (498,833)

Abstract:

Loading...

financial transactions, expectations, economic space, asset price, return

10.

Macroeconomic 'Action-at-a-Distance', Economic Fields and Surface Waves

Number of pages: 21 Posted: 23 Nov 2016 Last Revised: 17 May 2017
Victor Olkhov
TVEL Fuel Company
Downloads 32 (528,348)

Abstract:

Loading...

11.

To VaR, or Not to VaR, That is the Question

Number of pages: 13 Posted: 01 Feb 2021
Victor Olkhov
TVEL Fuel Company
Downloads 27 (555,992)

Abstract:

Loading...

value-at-risk, risk measure, price probability, market trades

12.

Expectations, Price Fluctuations and Lorenz Attractor

Number of pages: 28 Posted: 10 Oct 2018
Victor Olkhov
TVEL Fuel Company
Downloads 26 (562,150)
Citation 2

Abstract:

Loading...

Price Fluctuations; Expectations; Economic Space; Lorenz Attractor

13.

New Essentials of Economic Theory I. Assumptions, Economic Space and Variables

Number of pages: 23 Posted: 22 Apr 2019 Last Revised: 09 Jul 2019
Victor Olkhov
TVEL Fuel Company
Downloads 25 (568,464)

Abstract:

Loading...

14.

Macro-Finance Surface-Like Waves of Investment and Profits

Number of pages: 22 Posted: 22 May 2017 Last Revised: 08 Jun 2017
Victor Olkhov
TVEL Fuel Company
Downloads 21 (594,420)
Citation 1

Abstract:

Loading...

Macro-Finance, Economic Space, Financial Surface-like Waves

15.

Business Cycles: Derivation of Equations for Aggregate Fluctuations, Mean Risks and Mean Square Risks

Number of pages: 34 Posted: 05 Sep 2017
Victor Olkhov
TVEL Fuel Company
Downloads 19 (607,773)
Citation 2

Abstract:

Loading...

Business cycles, Aggregate fluctuations, Risk Ratings, Economic Space

16.

Business Cycle Equations

Number of pages: 23 Posted: 12 Sep 2017 Last Revised: 11 Jan 2018
Victor Olkhov
TVEL Fuel Company
Downloads 18 (614,498)
Citation 1

Abstract:

Loading...

Business Cycles, Aggregate Fluctuations, Risk Ratings, Economic Space

17.

Macroeconomic Surface Waves

Number of pages: 20 Posted: 11 Aug 2016 Last Revised: 19 May 2017
Victor Olkhov
TVEL Fuel Company
Downloads 18 (614,498)
Citation 1

Abstract:

Loading...

Economic Theory, Economic Space, Macroeconomic Surface Waves

18.

Volatility Depend on Market Trades and Macro Theory

Number of pages: 18 Posted: 31 Aug 2020 Last Revised: 07 Oct 2020
Victor Olkhov
TVEL Fuel Company
Downloads 17 (621,191)

Abstract:

Loading...

price and returns volatility, price-volume relations, macro theory

19.

Classical Option Pricing and Some Steps Further

Number of pages: 16 Posted: 12 May 2020 Last Revised: 24 Feb 2021
Victor Olkhov
TVEL Fuel Company
Downloads 16 (628,126)

Abstract:

Loading...

Option Pricing, Black-Scholes-Merton Equations, Stochastic Volatility, Market Transactions, Expectations, Nonlinear Equations

20.

Modelling Economic and Financial Fluctuations, Transactions, and Waves

Number of pages: 22 Posted: 01 Aug 2017
Victor Olkhov
TVEL Fuel Company
Downloads 15 (635,294)

Abstract:

Loading...

Economic Fluctuations; Economic Transactions; Risk Ratings; Economic Space; Economic Wave Equations

21.

Price, Volatility and the Second-Order Economic Theory

Number of pages: 33 Posted: 10 Sep 2020 Last Revised: 07 Oct 2020
Victor Olkhov
TVEL Fuel Company
Downloads 14 (642,400)

Abstract:

Loading...

volatility, economic theory, market trades, expectations, price probability

22.

New Essentials of Economic Theory III. Economic Applications

Number of pages: 37 Posted: 29 May 2019
Victor Olkhov
TVEL Fuel Company
Downloads 14 (642,400)

Abstract:

Loading...

Economic Theory, Economic Waves, Business Cycles, Assets Pricing, Option pricing

23.

Quantitative Description of Financial Transactions and Risks

ACRN Oxford Journal of Finance and Risk Perspectives 6.2 (2017): 41-54
Number of pages: 14 Posted: 17 Jan 2018 Last Revised: 27 Jan 2018
Victor Olkhov
TVEL Fuel Company
Downloads 14 (642,400)

Abstract:

Loading...

Macro Finance, Risk Ratings, Economic Space, Wave Equations

24.

New Essentials of Economic Theory II. Economic Transactions, Expectations and Asset Pricing

Number of pages: 27 Posted: 06 May 2019
Victor Olkhov
TVEL Fuel Company
Downloads 13 (649,605)

Abstract:

Loading...

Economic Theory, Risk Ratings, Economic Space, Economic Transactions, Expectations, Asset Pricing

25.

How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables

Int. J. Financial Stud. 2018, 6, 38; doi:10.3390/ijfs6020038
Number of pages: 28 Posted: 13 Apr 2018
Victor Olkhov
TVEL Fuel Company
Downloads 13 (649,605)
Citation 2

Abstract:

Loading...

macro transactions; macro finance; financial waves; risk ratings; economic space

26.

Credit-Loans Non-Local Transactions and Surface-Like Waves

Number of pages: 23 Posted: 22 May 2017 Last Revised: 08 Jun 2017
Victor Olkhov
TVEL Fuel Company
Downloads 13 (649,605)
Citation 4

Abstract:

Loading...

Macro-Finance, Non-Local Transactions, Economic Space, Surface-Like Waves

27.

Transactions between Agents and Business Cycle Model

Number of pages: 31 Posted: 12 Jan 2018 Last Revised: 21 Sep 2018
Victor Olkhov
TVEL Fuel Company
Downloads 12 (656,922)

Abstract:

Loading...

Business Cycle Fluctuations, Economic Transactions, Risk Ratings, Economic Space

28.

Financial Variables, Market Transactions, and Expectations as Functions of Risk

Int. J. Financial Stud. 2019, 7, 66; doi:10.3390/ijfs7040066
Number of pages: 27 Posted: 19 Nov 2019
Victor Olkhov
TVEL Fuel Company
Downloads 10 (671,437)

Abstract:

Loading...

financial markets, risk ratings, financial flows, density functions

29.

Economic and Financial Transactions Govern Business Cycles

ACRN Journal of Finance and Risk Perspectives, 8 (2019), 1-20
Number of pages: 20 Posted: 11 Jul 2019
Victor Olkhov
TVEL Fuel Company
Downloads 10 (671,437)
Citation 2

Abstract:

Loading...

business cycle, economic transactions, risk assessment, economic space

30.

Business Cycles as Collective Risk Fluctuations

Number of pages: 30 Posted: 17 Dec 2020
Victor Olkhov
TVEL Fuel Company
Downloads 7 (693,164)

Abstract:

Loading...

31.

The Econophysics of Asset Prices, Returns and Multiple Expectations

Journal of Network Theory in Finance, Vol. 5, No. 3, 2019
Number of pages: 28 Posted: 19 Jan 2021
Victor Olkhov
TVEL Fuel Company
Downloads 0 (763,466)
  • Add to Cart

Abstract:

Loading...

risk assessment, economic space, asset pricing, transactions, expectations