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Nikolai Dokuchaev · Study
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Author
Nikolai Dokuchaev
5 works
· latest 2018
· 3 institutions
cluster: provisional
ORCID 0000-0002-9951-8904
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Citations
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Most cited in this library
Stochastic Controls with Terminal Contingent Conditions
1999 · 100 citations
Forecasting of Realised Volatility with the Random Forests Algorithm
2018 · 57 citations
Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information
2002 · 36 citations
Optimal portfolio selection and compression in an incomplete market
2001 · 29 citations
Discrete time market with serial correlations and optimal myopic strategies
2006 · 25 citations
Works
5 shown
Forecasting of Realised Volatility with the Random Forests Algorithm
Journal of risk and financial management
·
2018
·
2 authors
·
Open access
57
citations
Discrete time market with serial correlations and optimal myopic strategies
European Journal of Operational Research
·
2006
·
1 author
·
Open access
25
citations
Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information
International series in management science/operations research/International series in operations research & management science
·
2002
·
1 author
·
book
36
citations
Optimal portfolio selection and compression in an incomplete market
Quantitative Finance
·
2001
·
2 authors
29
citations
Stochastic Controls with Terminal Contingent Conditions
Journal of Mathematical Analysis and Applications
·
1999
·
2 authors
·
Open access
100
citations