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Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies
A Petukhina, S Trimborn, WK Härdle, H Elendner
Quantitative Finance 21 (11), 1825-1853, 2021
1292021
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
AA Petukhina, RCG Reule, WK Härdle
The European Journal of Finance 27 (1-2), 8-30, 2021
572021
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
WK Härdle, DKC Lee, S Nasekin, A Petukhina
Journal of Asset Management 19, 49-63, 2018
112018
Applied Time Series Analysis and Forecasting with Python
C Huang, A Petukhina
Springer, 2022
7*2022
Robustifying markowitz
A Petukhina, Y Klochkov, WK Härdle, N Zhivotovskiy
Journal of Econometrics 239 (2), 105387, 2024
5*2024
Evaluation of multi-asset investment strategies with digital assets
A Petukhina, E Sprünken
Digital Finance 3 (1), 45-79, 2021
32021
Information arrival, news sentiment, volatilities and jumps of intraday returns
Y Qian, J Tu, WK Härdle
IRTG 1792 Discussion Paper, 2019
22019
Multivariate probabilistic forecasting of electricity prices with trading applications
I Agakishiev, WK Härdle, K Kozmik, M Kopa, A Petukhina
Available at SSRN 4527675, 2023
12023
Advancing Markowitz: Asset Allocation Forest
LO Bettencourt, A Tetereva, A Petukhina
Available at SSRN 4781685, 2024
2024
Exploring Research Visibility of the FinAI COST Action Members: a Bibliometric Analysis of Topics
P Wojcik, M Świtała, WK Härdle, C Mare, DT Pele, R Bag, J Osterrieder, ...
Available at SSRN 4616662, 2023
2023
Tail Event Driven Asset Allocation Strategies for High-dimensional Portfolios
A Petukhina
Humboldt-Universität zu Berlin, 2018
2018
Computing Machines
T Berg, E Bommes, WK Härdle, A Petukhina
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2017
2017
Tail Event Driven ASset allocation
WK Härdle, DLK Chuen, S Nasekin, X Ni, A Petukhina
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
2015
Energy Trading in Day-Ahead Market
I Agakishiev, K Kozmík, A Petukhina, WK Härdle, M Kopa
Torsten van den Berg Elisabeth Bommes Wolfgang K. Härdle
A Petukhina, CR Center
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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