← All authors

Alla Petukhina

HTW Berlin - University of Applied Sciences (per OpenAlex) · ORCID · OpenAlex

6 papers in scope · 6 published · 1 on the econ.EM arXiv · 62 citations · h-index 4 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 6)

Peer-to-peer lending: Exploring borrowers’ motivations and expectations

published2024 · Journal of Small Business Management · 4 citations

with Luisa Anderloni, Alessandra Tanda

Journal of Small Business Management

Multivariate probabilistic forecasting of electricity prices with trading applications

published2024 · Energy Economics · 11 citations · first circulated 2023

with Ilyas Agakishiev, Wolfgang Karl Härdle, Miloš Kopa, Karel Kozmík

Energy Economics

Robustifying Markowitz

published2023 · Journal of Econometrics · 13 citations · first circulated 2021

with Yegor Klochkov, Wolfgang Karl Härdle, Nikita Zhivotovskiy

Paper profile Journal of Econometrics arXiv:2212.13996

Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies

published2021 · Quantitative Finance · 22 citations · first circulated 2018

with Simon Trimborn, Wolfgang Karl Härdle, Hermann Elendner

Quantitative Finance

Evaluation of multi-asset investment strategies with digital assets

published2021 · Digital Finance · 3 citations · first circulated 2020

with Erin Sprünken

Digital Finance

Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

published2017 · Journal of Asset Management · 9 citations

with Wolfgang Karl Härdle, David Kuo Chuen Lee, Sergey Nasekin

Journal of Asset Management

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.