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Browsing by Academic Advisor Shkolnikov, Mykhaylo

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Class YearAuthor(s)TitleAdvisor
2019Cakmak, BulutComparing Stock Portfolio Strategies Using Stochastic Volatility ModelsShkolnikov, Mykhaylo
2019Song, Zhuo QunThe Convergence of a Time-Stepping Scheme for a McKean-Vlasov Equation with Blow-UpsSinai, Yakov; Shkolnikov, Mykhaylo
2018Jain, KavirathA Cross-Sectional Characterization of Risk-Neutral Option-Implied Probability DistributionsShkolnikov, Mykhaylo
2017Quansah, EboDiversity in Investments: An Exploration of Portfolio Management Strategies within the United StatesShkolnikov, Mykhaylo
2020Dong, BillHurtado-Ramirez_Nicolas.pdfShkolnikov, Mykhaylo
2016Cheng, LuyuLocal Hausdorff Dimension of the Collision Set of Rank-Based DiffusionShkolnikov, Mykhaylo
2020Stiefelmaier, AustinMilitary Logistics for the Modern Age: An Application and Analysis of Optimization Techniques on a Military Supply ChainShkolnikov, Mykhaylo
2018Walter, ChristinaModeling French Capital Distribution Curves with a Poisson Dirichlet ProcessShkolnikov, Mykhaylo
2018Walter, ChristinaModeling the French Capital Distribution Curve with a Poisson Dirichlet DistributionShkolnikov, Mykhaylo
2018Walter, ChristinaModeling the French Capital Distribution Curve with a Poisson Dirichlet ProcessShkolnikov, Mykhaylo
2017Bansal, DhruvA Novel Approach to Modeling Zika Case Counts for Demographic GroupsShkolnikov, Mykhaylo
2016Yun, SeanNumerical Methods for the McKean-Vlasov EquationShkolnikov, Mykhaylo
2020Stambler, MichaelOutperforming the Market: Stochastic Portfolio Theory in the Face of Transaction CostsShkolnikov, Mykhaylo
2017Harris, AllisonA Rebalancing Act: Optimal Implementation of the Minimum-Variance PortfolioShkolnikov, Mykhaylo
2019Joshi, ArnavSelective Economic Progress: The Growth of Income-Inequality in IndiaShkolnikov, Mykhaylo
-Gaudreau Lamarre, Pierre YvesSemigroups for One-Dimensional Schrödinger Operators with Multiplicative Gaussian NoiseShkolnikov, Mykhaylo
2016Shi, FangyingSTOCHASTIC MODELING OF ELECTRICITY SPOT PRICES WITH MEAN REVERSION AND JUMP DIFFUSIONShkolnikov, Mykhaylo
2016Noh, Jung HyunStochastic Prediction of Mergers and AcquisitionsShkolnikov, Mykhaylo
2016Ma, XingchenTerm Structure Estimation for U.S. Treasury and Corporate Bond Yields and Analysis of Credit SpreadsShkolnikov, Mykhaylo
2017Chang, JuneTIME SERIES BEHAVIOR OF MERGERS & ACQUISITIONS: A “MARKOV MEAN-FILTERING” APPROACHShkolnikov, Mykhaylo