Concepedia
Statistics
Publications
9
Citations
459
H-Index
Active since
2004
Affiliations
University of Agder(Current)
Bodø Science Park (Norway)
Valeri Zakamouline is an author at University of Agder specializing in finance, asset pricing, and business.
Top concepts
FinanceAsset PricingBusinessManagementPortfolio OptimizationPortfolio SelectionPortfolio ManagementFinancial EngineeringStatisticsOption Pricing
Publications per year
2004–2012
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Valeri Zakamouline, Steen Koekebakker · Journal of Banking & Finance · 2009 · 210 citations
Portfolio Performance Evaluation, Portfolio Optimization, Asset Pricing +11
European option pricing and hedging with both fixed and proportional transaction costs
Valeri Zakamouline · Journal of Economic Dynamics and Control · 2004 · 66 citations
Proportional Transaction Costs, Option Pricing, Asset Pricing +7
Portfolio performance evaluation with loss aversion
Valeri Zakamouline · Quantitative Finance · 2011 · 60 citations
Portfolio Performance Evaluation, Economics, Portfolio Optimization +14
Block bootstrap methods and the choice of stocks for the long run
Philippe Cogneau, Valeri Zakamouline · Quantitative Finance · 2012 · 32 citations
A Generalisation of the Mean‐Variance Analysis
Valeri Zakamouline, Steen Koekebakker · European Financial Management · 2009 · 30 citations
Bayesian Decision Theory, Engineering, Statistical Foundation +24
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