Alla Petukhina
Personal Details
First Name: | Alla |
Middle Name: | |
Last Name: | Petukhina |
Suffix: | |
RePEc Short-ID: | ppe945 |
[This author has chosen not to make the email address public] | |
https://hu.berlin/petukhina | |
Affiliation
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Berlin, Germanyhttp://www.wiwi.hu-berlin.de/
RePEc:edi:wfhubde (more details at EDIRC)
Research output
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- Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina, 2018. "Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets," Journal of Asset Management, Palgrave Macmillan, vol. 19(1), pages 49-63, January.
Citations
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- Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina, 2018.
"Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets,"
Journal of Asset Management, Palgrave Macmillan, vol. 19(1), pages 49-63, January.
Cited by:
- Tim Schmitz & Ingo Hoffmann, 2020. "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers 2006.06237, arXiv.org, revised Aug 2020.
- Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci, 2015. "TERES - Tail Event Risk Expectile based Shortfall," SFB 649 Discussion Papers SFB649DP2015-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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