Concepedia

Valeriy Zakamulin

VZ

Statistics

Publications

14

Citations

301

H-Index

12

Active since

2012

Affiliations

University of Agder(Current)

Universidad de La Laguna

Valeriy Zakamulin is an author at University of Agder specializing in business, financial economics, and time series analysis.

ORCID

Publications per year

2012–2023

14

Publications

14

The real-life performance of market timing with moving average and time-series momentum rules

Valeriy Zakamulin · Journal of Asset Management · 2014 · 48 citations

, , +11

THE CARMA INTEREST RATE MODEL

Arne F. Andresen, Fred Espen Benth, Steen Koekebakker et al. · International Journal of Theoretical and Applied Finance · 2014 · 33 citations

, , +17

Market Timing with Moving Averages: Anatomy and Performance of Trading Rules

Valeriy Zakamulin · SSRN Electronic Journal · 2015 · 31 citations · Full text

, , +11

Trend following with momentum versus moving averages: a tale of differences

Valeriy Zakamulin, Javier Giner · Quantitative Finance · 2020 · 29 citations · Full text

, , +11

A Test of Covariance-Matrix Forecasting Methods

Valeriy Zakamulin · The Journal of Portfolio Management · 2015 · 29 citations

, , +17

1–5 of 14