Alla Petukhina
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| Humboldt-Universität zu Berlin School of Business and Economics Ladislaus von Bortkiewicz Chair of Statistics Unter den Linden 6 10099 Berlin Germany |
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Education
- 2014 – June 2018: PhD student in Statistics, School of Business and Economics
- 2013-2014: Exchange PhD student at Humboldt-Universität zu Berlin, Germany (Erasmus Mundus Doctorate grant)
- 2005-2007: master degree in Economics, School of economics, Ural State University, Russia
- 2001-2005: bachelor degree in Economics, School of economics, Ural State University, Russia
Research Interests
- Asset allocation strategies
- Regression shrinkage techniques
- Quantiles and expectiles
- History of statistics
- Investment strategies with crypto-currencies
Teaching
Statistics I (Exercise SoSe 15)
Statistics II (Exercise WiSe 15/16)
Selected Topics in History of Statistics (WS 15/16)
Multivariate Statistical Analysis II (SoSe 16)
Statistical Tools in Finance and Insurance (WiSe 16/17)
Statistical programming languages(WiSe 16/17)
Statistical programming languages(SoSe 17)
Statistics I (Exercise SoSe 17)
Statistical programming languages(WiSe 17/18) with access to all premium courses from
DataCampSelected Topics in Econometrics (SoSe 2018) with access to all premium courses from
Statistical programming languages (WiSe 18/19) with access to all premium courses from
Statistics of Financial Markets II (SoSe 2019) with access to all premium courses from
Presentations
TEDAS - Tail Event ASset Allocation: τ-spine optimization
Risk profile clustering strategy in portfolio diversification
Risk-based versus target-based portfolio strategies in the cryptocurrency market
Collective Biographies - the Database BBI - Biographical Background Information
Publications
