Concepedia

Author

Valeri Zakamouline

University of Agder

Also Known As

V. Zakamouline, VALERI ZAKAMOULINE, Valeri I. Zakamouline, Valeri Zakamouline

23

Publications

519

Citations

9

H-Index

35

Concepts

All Affiliations

University of AgderBodø Science Park (Norway)
VZ

About

Valeri Zakamouline is an author at University of Agder specializing in finance, asset pricing, and business.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

6

6

383

2

Management

5

5

325

3

Engineering

2

2

44

4

Economics

2

2

72

5

Accounting

1

1

60

Valeri Zakamouline

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9

Publications

459

Citations

9

H-Index

YearCitations

Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance

Valeri Zakamouline, Steen Koekebakker

Journal of Banking & Finance

2009

210

European option pricing and hedging with both fixed and proportional transaction costs

Valeri Zakamouline

Journal of Economic Dynamics and Control

2004

66

Portfolio performance evaluation with loss aversion

Valeri Zakamouline

Quantitative Finance

2011

60

Block bootstrap methods and the choice of stocks for the long run

Philippe Cogneau, Valeri Zakamouline

Quantitative Finance

2012

32

A Generalisation of the Mean‐Variance Analysis

Valeri Zakamouline, Steen Koekebakker

European Financial Management

2009

30

Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs

Valeri Zakamouline

Quantitative Finance

2006

24

A unified approach to portfolio optimization with linear transaction costs

Valeri Zakamouline

Mathematical Methods of Operations Research

2005

14

American option pricing and exercising with transaction costs

Valeri Zakamouline

The Journal of Computational Finance

2005

12

On the Consistent Use of VaR in Portfolio Performance Evaluation: <i>A Cautionary Note</i>

Valeri Zakamouline

The Journal of Portfolio Management

2010

11

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