Valeri I. Zakamouline

Finance · 2009–2010

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #9,512 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 20 citations into it
• Management Science and Operations Research — 12 citations into it
• General Decision Sciences — 5 citations into it

Whom Valeri I. Zakamouline trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Martin Eling
2. Attilio Meucci
3. Enrico G. De Giorgi
4. Haim Levy
5. C. Starmer
6. Moshe Levy
7. W. Goetzmann
8. Dilip B Madan 5

Who trusts Valeri I. Zakamouline overall

1. Philippe Bertrand

Papers from Valeri I. Zakamouline's perspective

Ordered by how strongly the researchers Valeri I. Zakamouline trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Sharpe Ratio
2. Portfolio Selection
3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
4. Risks and Portfolio Decisions Involving Hedge Funds
5. The Statistics of Sharpe Ratios
6. Financial Modelling with Jump Processes
7. Common risk factors in the returns on stocks and bonds
8. The Variance Gamma Process and Option Pricing
9. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
10. Risk and asset allocation

Their papers

• Portfolio performance evaluation with loss aversion (2010) — 54 citations
• Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2009) — 205 citations