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Combination of top-down and bottom-up DEA models using PCA : a two-stage network DEA with shared input and undesirable output for evaluation of the road transport sector

Omrani, Hashem; Yang, Zijiang; Karbasian, Arash; … - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014434697

Mean reversion effect and contrarian strategy

Teplova, Tamara V.; Mikova, Evgenya - In: Information efficiency and anomalies in Asian equity …, (pp. 89-112). 2017

Persistent link: https://www.econbiz.de/10011928435

Building the index of efficiency of FDI transformation : economic development and intellectual capital

Teplova, Tamara V.; Sokolova, Tatiana V. - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 10, pp. 2164-2184

Persistent link: https://www.econbiz.de/10012210960

The relationship between global risk aversion and returns from safe-haven assets

Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Teplova, … - In: Finance research letters 51 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014288957

A mixed-integer network DEA with shared inputs and undesirable outputs for performance evaluation : efficiency measurement of bank branches

Omrani, Hashem; Oveysi, Zeynab; Emrouznejad, Ali; … - In: Journal of the Operational Research Society 74 (2023) 4, pp. 1150-1165

Persistent link: https://www.econbiz.de/10014334882

Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints

Teplova, Tamara V.; Evgeniia, Mikova; Munir, Qaiser; … - In: Economic change & restructuring 56 (2023) 1, pp. 515-535

Persistent link: https://www.econbiz.de/10013536410

The reinvestment risk premium in the valuation of British and Russian government bonds

Teplova, Tamara V.; Rodina, Victoria A. - In: Research in international business and finance 55 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013264646

Discount Factor in Analyst’s Notes in Russian Capital Market (37 Analytical Teams) : Testing Predicted Beta with Liquidity Adjustment

Teplova, Tamara - 2012

We review 187 research papers of 37 financial analysts in Russian capital market on 2000-2010 time horizons with question: 'How analysts choose discount factor in DCF construction for calculation fair market value'. 96% of the analysts that justify the DCF construction on Russian capital market...

Persistent link: https://www.econbiz.de/10013113257

A Higher Moment Downside Framework for Conditional and Unconditional CAPM in The Russian Stock Market

Mikova, Evgeniya - 2012

The article presents an empirical validation for mean-variance CAPM, using a Downside and Higher-moment framework of CAPM in the Russian stock market. The authors test the unconditional and conditional CAPM specifications on a sample of weekly returns of the most liquid Russian stocks over the...

Persistent link: https://www.econbiz.de/10013113429