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Lyudmila Egorova

Personal Details

First Name:Lyudmila
Middle Name:
Last Name:Egorova
Suffix:
RePEc Short-ID:peg33
Terminal Degree: (from RePEc Genealogy)

Affiliation

(75%) Faculty of Economics
National Research University Higher School of Economics (HSE)

Moscow, Russia
http://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, Russia
http://www.hse.ru/DeCAn/
RePEc:edi:ldhseru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. 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.
  2. 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

  1. Aleskerov, Fuad & Egorova, Lyudmila, 2012. "Is it so bad that we cannot recognize black swans?," Economics Letters, Elsevier, vol. 117(3), pages 563-565.
  2. 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

  1. 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.
  2. 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

    Sorry, no citations of working papers recorded.

Articles

  1. 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:

    1. 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.
    2. 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).
    3. 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.
    4. Егорова Людмила Геннадьевна, 2014. "Эффективность Торговых Стратегий Мелких Трейдеров," Проблемы управления, CyberLeninka;Общество с ограниченной ответственностью "СенСиДат-Контрол", issue 5, pages 34-41.
    5. 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.
    6. 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.
    7. 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.

Chapters

  1. 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:

    1. 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.
  1. NEP-CMP: Computational Economics (1) 2014-05-04
  2. NEP-MST: Market Microstructure (1) 2014-05-04
  3. NEP-RMG: Risk Management (1) 2014-05-04

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