Search Results - Petukhina, Alla A.

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  1. 1
    Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

    Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies by Petukhina, Alla A., Reule, Raphael C. G., Härdle, Wolfgang Karl

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  2. 2
    Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies

    Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies by Petukhina, Alla A, Reule, Raphael C G, Härdle, Wolfgang Karl

    Published in arXiv.org
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  3. 3
    Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies

    Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies by Petukhina, Alla, Trimborn, Simon, Härdle, Wolfgang Karl, Elendner, Hermann

    Published in Quantitative finance
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  4. 4
    Evaluation of multi-asset investment strategies with digital assets

    Evaluation of multi-asset investment strategies with digital assets by Petukhina, Alla, Sprünken, Erin

    Published in Digital finance
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  5. 5
    Robustifying Markowitz

    Robustifying Markowitz by Petukhina, Alla, Klochkov, Yegor, Härdle, Wolfgang Karl, Zhivotovskiy, Nikita

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  6. 6
    Multivariate probabilistic forecasting of electricity prices with trading applications

    Multivariate probabilistic forecasting of electricity prices with trading applications by Agakishiev, Ilyas, Härdle, Wolfgang Karl, Kopa, Milos, Kozmik, Karel, Petukhina, Alla

    Published in Energy economics
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  7. 7
    Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

    Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets by Härdle, Wolfgang Karl, Lee, David Kuo Chuen, Nasekin, Sergey, Petukhina, Alla

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  8. 8
    Robustifying Markowitz

    Robustifying Markowitz by Härdle, Wolfgang Karl, Klochkov, Yegor, Petukhina, Alla, Zhivotovskiy, Nikita

    Published in arXiv.org
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  9. 9
    Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies

    Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies by Petukhina, Alla, Trimborn, Simon, Härdle, Wolfgang Karl, Elendner, Hermann

    Published in arXiv.org
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