Countercyclical capital regime revisited: Tests of robustness
S Smith, D Fuller, A Bogin, N Polkovnichenko… - Journal of Economics …, 2016 - Elsevier
Financial entities have been subject to risk-based capital requirements for many years. The
experiences of the recent financial crisis led to heightened criticism that these rules are pro-…
experiences of the recent financial crisis led to heightened criticism that these rules are pro-…
Probability weighting functions implied in options prices
V Polkovnichenko, F Zhao - Journal of Financial Economics, 2013 - Elsevier
… The central moment of order n is a polynomial of order n in λ with the coefficients as
functions of extremum statistics. Assuming that P is symmetric ( P ( t ) = 1 − P ( − t ) ), using the …
functions of extremum statistics. Assuming that P is symmetric ( P ( t ) = 1 − P ( − t ) ), using the …
Methylpyrrolidonium Trifluoroacetate Protic Ionic Liquid: Distillation Boundary in the Ethyl Trifluoroacetate–Trifluoroacetic Acid–N-Methyl-2-pyrrolidone System
AV Polkovnichenko, EV Lupachev… - Journal of Chemical & …, 2023 - ACS Publications
Experimental data on the distillation boundary in the ethyl trifluoroacetate (EtTFA)–trifluoroacetic
acid (TFA)–N-methyl-2-pyrrolidone (NMP) azeotropic (Az) system are considered. …
acid (TFA)–N-methyl-2-pyrrolidone (NMP) azeotropic (Az) system are considered. …
Effect of Sulfolane, Dimethyl Sulfoxide, and N-Methyl-2-pyrrolidone on Relative Volatility of a 2,2,2-Trifluoroethanol–Isopropanol Azeotropic System
AV Polkovnichenko, EV Lupachev… - Journal of Chemical & …, 2021 - ACS Publications
The contrastive analysis of the selectivity of potential separating agents (SA) sulfolane, dimethyl
sulfoxide (DMSO), and N-methyl-2-pyrrolidone (NMP) relative to the components of a 2,2…
sulfoxide (DMSO), and N-methyl-2-pyrrolidone (NMP) relative to the components of a 2,2…
Additional market risk shocks: Prepayment uncertainty and option-adjusted spreads
A Bogin, N Polkovnichenko, WM Doerner - 2015 - papers.ssrn.com
Assessments of market risk for economic or regulatory capital typically involve calculating a
portfolio’s sensitivity to key risk factor movements. Historically, practitioners have focused on …
portfolio’s sensitivity to key risk factor movements. Historically, practitioners have focused on …
Evaluation of hematological and metabolic parameters in small ruminants with trace elements deficiency under different biogeochemical conditions
…, D Vorobyov, P Polkovnichenko… - World's Veterinary …, 2019 - eprints.science-line.com
In the present study soil, water, pasture plants, organs and tissues of crossbred sheep of the
Soviet Aksaray and Zaanen German White Improved goats were analyzed for their …
Soviet Aksaray and Zaanen German White Improved goats were analyzed for their …
Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads
AN Bogin, N Polkovnichenko… - The Journal of Fixed …, 2016 - search.proquest.com
Assessments of market risk for economic or regulatory capital typically involve calculating a
portfolio's sensitivity to key risk factor movements. In this article, we describe how to generate …
portfolio's sensitivity to key risk factor movements. In this article, we describe how to generate …
[HTML][HTML] Perfluoro (7-Methylbicyclo [4.3. 0] Nonane) Purification from Close-Boiling Impurities by Heteroazeotropic Distillation Method
AV Polkovnichenko, EV Lupachev, AV Kisel'… - Engineering …, 2023 - mdpi.com
The purification of perfluoro(7-methylbicyclo[4.3.0]nonane) industrial fractions with a
component content above 0.950 in mass fraction is not effective and requires the use of special …
component content above 0.950 in mass fraction is not effective and requires the use of special …
First‐order risk aversion, heterogeneity, and asset market outcomes
DA Chapman, V Polkovnichenko - The Journal of Finance, 2009 - Wiley Online Library
We examine a wide range of two‐date economies populated by heterogeneous agents with
the most common forms of nonexpected utility preferences used in finance and …
the most common forms of nonexpected utility preferences used in finance and …
Novel arylazo‐1, 2, 5‐oxadiazole photoswitches: synthesis, photoisomerization and nitric oxide releasing properties
ES Zhilin, MS Polkovnichenko, IV Ananyev… - …, 2020 - Wiley Online Library
A series of novel molecular photoswitches incorporating an aryldiazenyl moiety linked to a 1,2,5‐oxadiazole
(furazan) or 1,2,5‐oxadiazole 2‐oxide (furoxan) subunit was synthesized by …
(furazan) or 1,2,5‐oxadiazole 2‐oxide (furoxan) subunit was synthesized by …