Alla Petukhina

Ph.D. Humboldt-Universität zu Berlin 2018 Germany
Dissertation: Tail event driven asset allocation strategies for high-dimensional portfolios
Mathematics Subject Classification: 62—Statistics

Advisor: Wolfgang Karl Härdle

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 243606 for the advisor ID.