Alla Petukhina

Personal Details

First Name:	Alla
Middle Name:
Last Name:	Petukhina
Suffix:
RePEc Short-ID:	ppe945
	[This author has chosen not to make the email address public]
	https://hu.berlin/petukhina

Affiliation

Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://www.wiwi.hu-berlin.de/
RePEc:edi:wfhubde (more details at EDIRC)

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.

Articles

1. Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina, 2018. "Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets," Journal of Asset Management, Palgrave Macmillan, vol. 19(1), pages 49-63, January.
   • Härdle, Wolfgang Karl & Lee, David Kuo Chuen & Nasekin, Sergey & Ni, Xinwen & Petukhina, Alla, 2015. "Tail event driven ASset allocation: Evidence from equity and mutual funds' markets," SFB 649 Discussion Papers 2015-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Tim Schmitz & Ingo Hoffmann, 2020. "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers 2006.06237, arXiv.org, revised Aug 2020.
   2. Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan, 2022. "Cryptocurrencies and portfolio diversification in an emerging market," China Finance Review International, Emerald Group Publishing Limited, vol. 12(1), pages 20-50, January.
   3. Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015. "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers 2015-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

More information

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Statistics

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Co-authorship network on CollEc

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