Sergey Nasekin - Research Portal | Lancaster University

Dr Sergey Nasekin

Formerly at Lancaster University

My research interests lie primarily in the field of financial econometrics and machine learning methods

PhD, Humboldt University of Berlin, 2017

Published
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
Haerdle, W., Lee Kuo Chuen, D., Nasekin, S. & Petukhina, A., 1/01/2018, In: Journal of Asset Management. 19, 1, p. 49-63 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review