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Alla Petukhina
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Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies
A Petukhina, S Trimborn, WK Härdle, H Elendner
Quantitative Finance 21 (11), 1825-1853, 2021
1562021
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
AA Petukhina, RCG Reule, WK Härdle
The European Journal of Finance 27 (1-2), 8-30, 2021
722021
Applied time series analysis and forecasting with Python
C Huang, A Petukhina
Springer, 2022
26*2022
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
WK Härdle, DKC Lee, S Nasekin, A Petukhina
Journal of Asset Management 19, 49-63, 2018
122018
Robustifying markowitz
A Petukhina, Y Klochkov, WK Härdle, N Zhivotovskiy
Journal of Econometrics 239 (2), 105387, 2024
102024
Investing with cryptocurrencies-evaluating the potential of portfolio allocation
A Petukhina, S Trimborn, WK Härdle, H Elendner
Available at SSRN, 2020
52020
Evaluation of multi-asset investment strategies with digital assets
A Petukhina, E Sprünken
Digital Finance 3 (1), 45-79, 2021
42021
Information arrival, news sentiment, volatilities and jumps of intraday returns
Y Qian, J Tu, WK Härdle
IRTG 1792 Discussion Paper, 2019
42019
Multivariate probabilistic forecasting of electricity prices with trading applications
I Agakishiev, WK Härdle, M Kopa, K Kozmik, A Petukhina
Energy Economics 141, 108008, 2025
32025
Peer-to-peer lending: Exploring borrowers’ motivations and expectations
L Anderloni, A Petukhina, A Tanda
Journal of Small Business Management, 1-33, 2024
12024
Advancing Markowitz: Asset Allocation Forest
LO Bettencourt, A Tetereva, A Petukhina
Available at SSRN 4781685, 2024
12024
Exploring Research Visibility of the FinAI COST Action Members: a Bibliometric Analysis of Topics
P Wojcik, M Świtała, WK Härdle, C Mare, DT Pele, R Bag, J Osterrieder, ...
Available at SSRN 4616662, 2023
2023
Tail Event Driven Asset Allocation Strategies for High-dimensional Portfolios
A Petukhina
Humboldt-Universität zu Berlin, 2018
2018
Computing Machines
T Berg, E Bommes, WK Härdle, A Petukhina
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2017
2017
Tail Event Driven ASset allocation
WK Härdle, DLK Chuen, S Nasekin, X Ni, A Petukhina
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
2015
Energy Trading in Day-Ahead Market
I Agakishiev, K Kozmík, A Petukhina, WK Härdle, M Kopa
Torsten van den Berg Elisabeth Bommes Wolfgang K. Härdle
A Petukhina, CR Center
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Artikelen 1–17