• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Research & Training Laboratory of Financial Markets Analysis

Publications
Article
Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check In print

Teplova T. V., Mikova E. M., Nazarov N.

Quarterly Review of Economics and Finance. 2017.

Book chapter
Momentum Effect: Pricing Paradox or New Beta Strategy In print

Teplova T. V., Mikova E. M.

In bk.: Information Efficiency and Anomalies in Asian Equity Markets. L.; NY: Routledge, Taylor & Francis Group, 2017.

The Lab’s tasks lie in three fields: research, communication (network interaction), and education. The laboratory is designed to provide HSE teaching staff and students with a qualitative incentive for joint research projects in the analysis of evolution and performance issues of financial integrated and segmented markets as well as for investigation into motivation, behavior, and strategy of investors and regulators.