Dmitry V. Baryshevsky

Financial Analysis Group

Head

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 30,009

SSRN RANKINGS

Top 30,009

in Total Papers Downloads

1,705

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

The Interrelation of the Long-Term Gold Yield with the Yields of Another Asset Classes

Number of pages: 8 Posted: 23 Jan 2005
Dmitry V. Baryshevsky
Financial Analysis Group
Downloads 592 (49,451)
Citation 2

Abstract:

Loading...

Asset allocation, long-term investments, P/E ratio, earnings yield, gold yield, risk evaluation, Value at Risk

2.

Timing and Volatility Quantitative Model

Number of pages: 12 Posted: 10 Jun 2009 Last Revised: 21 Nov 2010
Dmitry V. Baryshevsky
Financial Analysis Group
Downloads 503 (60,758)

Abstract:

Loading...

Asset Allocation, Quantitative, Trend Following Model, Timing, VAR

3.

What is Hidden in the Fed's Model? The Second Approximation

Number of pages: 11 Posted: 03 Oct 2003
Dmitry V. Baryshevsky
Financial Analysis Group
Downloads 263 (127,488)
Citation 3

Abstract:

Loading...

Fed model, Treasury bond yield, current earnings yield, equity market attractiveness, equity market valuation model, long-term earnings growth, CRB Spot Index yield

4.

Pay Attention to Valuation

Number of pages: 10 Posted: 03 May 2004
Dmitry V. Baryshevsky
Financial Analysis Group
Downloads 215 (155,412)

Abstract:

Loading...

Market's valuation, valuation model, profits cycle, earnings, growth rate, P/E ratio, earnings accumulation, Fed's model, CRB Spot Index, 10-Y Treasury bond yield, Federal Funds rate, current earnings yield, earnings growth, gold

5.

Playing on Profits Cycle?

Number of pages: 9 Posted: 21 Nov 2003
Dmitry V. Baryshevsky
Financial Analysis Group
Downloads 103 (283,484)
Citation 1

Abstract:

Loading...

Profits cycle, earnings, growth rate, P/E ratio, earnings accumulation, Fed's model, CRB Spot Index, 10-Y Treasury bond yield

6.

Application of Mathematical Equations to Describing Fast Changes in the Assets Prices

Number of pages: 14 Posted: 28 Sep 2015
Dmitry V. Baryshevsky
Financial Analysis Group
Downloads 29 (513,868)

Abstract:

Loading...

Price dynamics, asset price, mathematical equations, growth rate