Home>Authors>Tamara Teplova

Tamara Teplova

Author ID: 25976

Interests

By this author

THE NON-PARAMETRIC DATA ENVELOPMENT ANALYSIS METHOD FOR PORTFOLIO DESIGN IN THE RUSSIAN BOND MARKET

865

01.07.2017

CONSTRUCTION OF A HEDGE RATIO FOR MARKETABLE RUSSIAN STOCKS BASED ON GARCH CLASS MODELS

810

01.01.2014

DCC-GARCH-model for identifying long-term and short-term effects of financial contagion in response to the credit rating updates

1267

29.03.2021

Option hedging of stock indices: Benefits of signals of fundamental and technical analysis

1326

25.06.2021