Concepedia

Alexey Rubtsov

AR

11

Publications

346

Citations

10

H-Index

2013

Active since

Affiliations

Toronto Metropolitan University(Current)

Global Risk Institute in Financial Services

Western University

Alexey Rubtsov is an author at Toronto Metropolitan University specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingPortfolio OptimizationManagementPortfolio ManagementFinancial EngineeringFinancial EconomicsPortfolio Selection

Publications per year

2013–2023

11

Publications

11

Robust portfolio choice with derivative trading under stochastic volatility

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov · Journal of Banking & Finance · 2015 · 71 citations

Multivariate Stochastic Volatility, Portfolio Optimization, Asset Pricing +6

Portfolio management with stochastic interest rates and inflation ambiguity

Claus Munk, Alexey Rubtsov · Annals of Finance · 2013 · 58 citations

Economics, Monetary Policy, Term Structure Model +6

The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts

Patrick Augustin, Alexey Rubtsov, Donghwa Shin · Management Science · 2023 · 44 citations

Commodity Market, Cryptocurrency, Currency Movements +18

Price of climate risk hedging under uncertainty

Alexey Rubtsov, Wei Xu, Aleksandar Šević et al. · Technological Forecasting and Social Change · 2020 · 37 citations · Full text

Optimal investment under multi-factor stochastic volatility

Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov · Quantitative Finance · 2016 · 29 citations

Economics, Portfolio Optimization, Multivariate Stochastic Volatility +15

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