Browsing All of EconStor by Author Petukhina, Alla
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2015 | Tail event driven ASset allocation: Evidence from equity and mutual funds' markets | Härdle, Wolfgang Karl; Lee, David Kuo Chuen; Nasekin, Sergey; Ni, Xinwen; Petukhina, Alla |
2018 | Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies | Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang Karl; Elendner, Hermann |
2021 | Robustifying Markowitz | Härdle, Wolfgang; Klochkov, Yegor; Petukhina, Alla; Zhivotovskiy, Nikita |