Lyudmila Egorova
Personal Details
First Name: | Lyudmila |
Middle Name: | |
Last Name: | Egorova |
Suffix: | |
RePEc Short-ID: | peg33 |
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Terminal Degree: | (from RePEc Genealogy) |
Affiliation
(75%) Faculty of Economics
National Research University Higher School of Economics (HSE)
Moscow, Russiahttp://economics.hse.ru/
RePEc:edi:fehseru (more details at EDIRC)
(25%) International Laboratory of Decision Choice and Analysis
National Research University Higher School of Economics (HSE)
Moscow, Russiahttp://www.hse.ru/DeCAn/
RePEc:edi:ldhseru (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- A. Belenky & L. Egorova, 2016. "Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques," Papers 1610.05703, arXiv.org.
- Liudmila G. Egorova, 2014. "The Effectiveness Of Different Trading Strategies For Price-Takers," HSE Working papers WP BRP 29/FE/2014, National Research University Higher School of Economics.
Articles
- Aleskerov, Fuad & Egorova, Lyudmila, 2012. "Is it so bad that we cannot recognize black swans?," Economics Letters, Elsevier, vol. 117(3), pages 563-565.
- I. V. Abankina & T. V. Abankina & F. T. Aleskerov & P. V. Derkachev & L. G. Egorova & K. V. Zinkovsky & E. A. Nikolaenko & D. L. Ogorodniychuk & E. S. Seroshtan & L. M. Filatova, 0. "Multi-stage choice model for forecasting the demand for higher education," University Management: Practice and Analysis, Federal State Autonomous Educational Institution of Higher Education «Ural Federal University named after the first President of Russia B.N.Yeltsin»; Non-Commercial Partnership “University Management: Practice and, issue 4-5.
Chapters
- Alexander S. Belenky & Lyudmila G. Egorova, 2016. "Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders," Springer Optimization and Its Applications, in: Boris Goldengorin (ed.), Optimization and Its Applications in Control and Data Sciences, pages 51-117, Springer.
- Lyudmila G. Egorova, 2014. "Agent-Based Models of Stock Exchange: Analysis via Computational Simulation," Springer Optimization and Its Applications, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias (ed.), Network Models in Economics and Finance, edition 127, pages 147-158, Springer.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Aleskerov, Fuad & Egorova, Lyudmila, 2012.
"Is it so bad that we cannot recognize black swans?,"
Economics Letters, Elsevier, vol. 117(3), pages 563-565.
Cited by:
- Lyudmila G. Egorova, 2014. "Agent-Based Models of Stock Exchange: Analysis via Computational Simulation," Springer Optimization and Its Applications, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias (ed.), Network Models in Economics and Finance, edition 127, pages 147-158, Springer.
- Егорова Людмила Геннадьевна, 2014. "Эффективность Торговых Стратегий Мелких Трейдеров," Проблемы управления, CyberLeninka;Общество с ограниченной ответственностью "СенСиДат-Контрол", issue 5, pages 34-41.
- Liudmila G. Egorova, 2014. "The Effectiveness Of Different Trading Strategies For Price-Takers," HSE Working papers WP BRP 29/FE/2014, National Research University Higher School of Economics.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Lin, Wen-Yuan & Tsai, I-Chun, 2019. "Black swan events in China's stock markets: Intraday price behaviors on days of volatility," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 395-411.
- A. Belenky & L. Egorova, 2016. "Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques," Papers 1610.05703, arXiv.org.
- Henry Penikas & Proskurin S., 2013. "How Well do Analysts Predict Stock Prices? Evidence from Russia," HSE Working papers WP BRP 18/FE/2013, National Research University Higher School of Economics.
Chapters
- Alexander S. Belenky & Lyudmila G. Egorova, 2016.
"Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders,"
Springer Optimization and Its Applications, in: Boris Goldengorin (ed.), Optimization and Its Applications in Control and Data Sciences, pages 51-117,
Springer.
Cited by:
- A. Belenky & L. Egorova, 2016. "Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques," Papers 1610.05703, arXiv.org.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (1) 2014-05-04
- NEP-MST: Market Microstructure (1) 2014-05-04
- NEP-RMG: Risk Management (1) 2014-05-04
Corrections
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