| Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance V Zakamouline, S Koekebakker Journal of Banking & Finance 33 (7), 1242-1254, 2009 | 315 | 2009 |
| European option pricing and hedging with both fixed and proportional transaction costs VI Zakamouline Journal of Economic Dynamics and Control 30 (1), 1-25, 2006 | 95 | 2006 |
| The performance measure you choose influences the evaluation of hedge funds V Zakamouline J. Perform. Measure 15, 48-64, 2011 | 87* | 2011 |
| Portfolio performance evaluation with loss aversion V Zakamouline Quantitative Finance 14 (4), 699-710, 2014 | 84 | 2014 |
| The Real-Life Performance of Market Timing with Moving Average and Time-Series Momentum Rules V Zakamulin Available at SSRN, 2013 | 72 | 2013 |
| Volatility Weighting over Time in the Presence of Transaction Costs V Zakamulin The Journal of Wealth Management 21 (4), 33-45, 2019 | 70 | 2019 |
| A generalisation of the mean‐variance analysis V Zakamouline, S Koekebakker European Financial Management 15 (5), 934-970, 2009 | 58 | 2009 |
| Block bootstrap methods and the choice of stocks for the long run P Cogneau, V Zakamouline Quantitative Finance 13 (9), 1443-1457, 2013 | 49* | 2013 |
| Market timing with moving averages: The anatomy and performance of trading rules V Zakamulin Springer, 2017 | 46 | 2017 |
| A test of covariance-matrix forecasting methods V Zakamulin Journal of Portfolio Management 41 (3), 97, 2015 | 41 | 2015 |
| Kelly criterion for multivariate portfolios: A model-free approach V Nekrasov Available at SSRN 2259133, 2014 | 39* | 2014 |
| Forecasting the size premium over different time horizons V Zakamulin Journal of Banking & Finance 37 (3), 1061-1072, 2013 | 32 | 2013 |
| The CARMA interest rate model A Andresen, FE Benth, S Koekebakker, V Zakamulin International journal of theoretical and applied finance 17 (02), 1450008, 2014 | 31 | 2014 |
| Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs Valeri I. zakamouline Quantitative Finance 6 (5), 435-445, 2006 | 30 | 2006 |
| Dynamic asset allocation strategies based on unexpected volatility V Zakamulin The Journal of Alternative Investments 16 (4), 37, 2014 | 29 | 2014 |
| Trend following with momentum versus moving averages: A tale of differences V Zakamulin, J Giner Quantitative Finance 20 (6), 985-1007, 2020 | 28 | 2020 |
| A unified approach to portfolio optimization with linear transaction costs VI Zakamouline Mathematical Methods of Operations Research 62 (2), 319-343, 2005 | 28 | 2005 |
| Superiority of optimized portfolios to naive diversification: Fact or fiction? V Zakamulin Finance Research Letters 22, 122-128, 2017 | 24 | 2017 |
| The best hedging strategy in the presence of transaction costs V Zakamouline International Journal of Theoretical and Applied Finance 12 (06), 833-860, 2009 | 23* | 2009 |
| Stock volatility predictability in bull and bear markets X Li, V Zakamulin Quantitative Finance 20 (7), 1149-1167, 2020 | 22 | 2020 |
