Sergey Kamenshchikov

[7] viXra:1703.0201 submitted on 2017-03-20 14:27:14, (67 unique-IP downloads)

Naive Risk Parity Portfolio with Fractal Estimation of Volatility

Authors: Sergey Kamenshchikov, Ilya Drozdov
Category: Economics and Finance

[6] viXra:1612.0191 replaced on 2016-12-18 06:09:14, (82 unique-IP downloads)

Fractal Optimization as Generator of Market Neutral Long-Short Portfolio

Authors: Sergey Kamenshchikov, Ilia Drozdov
Category: Economics and Finance

[5] viXra:1612.0165 submitted on 2016-12-09 09:24:25, (25 unique-IP downloads)

Fractal Optimization of Market Neutral Portfolio

Authors: Sergey Kamenshchikov, Ilia Drozdov
Category: Economics and Finance

[4] viXra:1507.0073 submitted on 2015-07-11 14:23:05, (51 unique-IP downloads)

Bifurcation Patterns of Market Regime Transition

Authors: Sergey Kamenshchikov
Category: Economics and Finance

[3] viXra:1503.0022 replaced on 2015-03-10 12:09:38, (35 unique-IP downloads)

Phase Liquid Condensate as Novel Quantum Approach

Authors: Sergey Kamenshchikov
Category: Mathematical Physics

[2] viXra:1408.0030 submitted on 2014-08-06 12:20:52, (141 unique-IP downloads)

Reverse Spreads: Theoretical Foundations and Trading Model

Authors: Sergey Kamenshchikov
Category: Economics and Finance

[1] viXra:1401.0140 submitted on 2014-01-20 03:08:23, (41 unique-IP downloads)

Extended Fokker Planck Model: Properties and Solutions

Authors: Sergey Kamenshchikov
Category: Mathematical Physics