Alla Petukhina

Alla Petukhina

Hochschule für Technik und Wirtschaft Berlin - Berlin / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4950485
Berlin University of Applied Sciences
person_outline Alla Petukhina's MOST POPULAR ARTICLES
1-) Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategiesA Petukhina, S Trimborn, WK Härdle, H ElendnerQuantitative Finance 21 (11), 1825-1853, 202186*2021
2-) Rise of the machines? Intraday high-frequency trading patterns of cryptocurrenciesAA Petukhina, RCG Reule, WK HärdleThe European Journal of Finance 27 (1-2), 8-30, 2021322021
3-) Applied time series analysis and forecasting with PythonC Huang, A PetukhinaSpringer, 202214*2022
4-) Robustifying markowitzA Petukhina, Y Klochkov, WK Härdle, N ZhivotovskiyJournal of Econometrics 239 (2), 105387, 2024132024
5-) Tail Event Driven ASset allocation: evidence from equity and mutual funds’ marketsWK Härdle, DKC Lee, S Nasekin, A PetukhinaJournal of Asset Management 19, 49-63, 2018122018