Valeri I. Zakamouline

发表

A unified approach to portfolio optimization with linear transaction costs

Valeri I. Zakamouline, 2005, Math. Methods Oper. Res..

Hedging of Option Portfolios and Options on Several Assets with Transaction Costs and Nonlinear Partial Differential Equations

Valeri I. Zakamouline, 2008 .

European option pricing and hedging with both fixed and proportional transaction costs

Valeri I. Zakamouline, 2006 .

Portfolio performance evaluation with loss aversion

Valeri I. Zakamouline, Valeri Zakamouline, 2014 .

Bootstrap Methods for Finance : Review and Analysis ∗

Valeri I. Zakamouline, Philippe Cogneau, 2010 .

On the Consistent Use of VaR in Portfolio Performance Evaluation: A Cautionary Note

Valeri I. Zakamouline, 2010, The Journal of Portfolio Management.

Optimal portfolio selection with transaction costs for a CARA investor with finite horizon

Valeri I. Zakamouline, 2002 .

Optimal portfolio selection with both fixed and proportional transaction costs for a CRRA investor with finite horizon

Valeri I. Zakamouline, 2002 .

HEDGE FUNDS PERFORMANCE EVALUATION BY SALWEGTER

Valeri I. Zakamouline, Roland Okwen, Steen Koekebakker, 2009 .

Analysis of Financial Decision Making with Loss Aversion∗

Valeri I. Zakamouline, Steen Koekebakker, 2008 .

Accounting for Skewness Preferences in Investment Decisions ∗

Valeri I. Zakamouline, Steen Koekebakker, 2007 .

Block bootstrap methods and the choice of stocks for the long run

Valeri I. Zakamouline, Valeri Zakamouline, Philippe Cogneau, 2011 .

THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS

Valeri I. Zakamouline, 2009 .

The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds ∗

Valeri I. Zakamouline, 2009 .