Alexey Rubtsov - Concepedia

Author

Alexey Rubtsov

Toronto Metropolitan University ORCID

Also Known As

A. Rubtsov, ALEXEY RUBTSOV, Alexey Rubtsov

Publications

402

Citations

H-Index

Concepts

All Affiliations

Toronto Metropolitan University Global Risk Institute in Financial Services Western University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	9	9	299
2	Economics	7	7	215
3	Management	4	4	88
4	Accounting	2	2	43
5	Engineering	1	1	71

Alexey Rubtsov

Publications

346

Citations

H-Index

Page 1

	Year	Citations
Robust portfolio choice with derivative trading under stochastic volatility Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov Journal of Banking & Finance Multivariate Stochastic VolatilityPortfolio OptimizationAsset PricingEngineeringBusiness	2015	71
Portfolio management with stochastic interest rates and inflation ambiguity Claus Munk, Alexey Rubtsov Annals of Finance EconomicsMonetary PolicyTerm Structure ModelAsset PricingInflation Ambiguity	2013	58
The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts Patrick Augustin, Alexey Rubtsov, Donghwa Shin Management Science Commodity MarketCryptocurrencyCurrency MovementsAsset PricingInternational Finance	2023	44
Price of climate risk hedging under uncertainty Alexey Rubtsov, Wei Xu, Aleksandar Šević, Technological Forecasting and Social Change	2020	37
Optimal investment under multi-factor stochastic volatility Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov Quantitative Finance EconomicsPortfolio OptimizationMultivariate Stochastic VolatilityAsset PricingManagement	2016	29
Dynamic derivative strategies with stochastic interest rates and model uncertainty Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov Journal of Economic Dynamics and Control Dynamic Economic ModelEconomicsTerm Structure ModelAsset PricingDynamic Derivative Strategies	2017	25
Systemic Risk-Driven Portfolio Selection Agostino Capponi, Alexey Rubtsov Operations Research Financial Risk ManagementAsset AllocationPortfolio ManagementTail RiskPortfolio Choice	2022	22
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity Volker Bergen, Marcos Escobar, Alexey Rubtsov, Quantitative Finance Mathematical ProgrammingPortfolio ManagementPortfolio ChoiceAsset PricingUncertainty Quantification	2018	21
Portfolio choice with stochastic interest rates and learning about stock return predictability Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov International Review of Economics & Finance EconomicsPortfolio OptimizationAsset PricingPortfolio SelectionStochastic Interest Rates	2015	16
Analysis of the SRISK measure and its application to the Canadian banking and insurance industries Thomas F. Coleman, Alex LaPlante, Alexey Rubtsov Annals of Finance Canadian BankingRisk MetricBusinessEconometricsEconomic Analysis	2018	13

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