Financial Markets and Investment Strategies

59 works

1. SVAR Model of Factors Affecting Government Securities Interest of Uzbekistan

   Aktam U. Burkhanov, Mohichekhra T. Kurbonbekova, Bunyod Usmonov

   ChapterBanking stability, regulation, efficiencyEnvironmental footprints and eco-design of products and processes20235 citations

   ABIABI:AkademIndex/openalex/2023.chapter.000012

2. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

   Steftcho Dokov, David P. Morton, Ivilina Popova

   ArticleRisk and Portfolio Optimization20173 citations

   ABIABI:AkademIndex/openalex/2017.article.000231

3. Verifying Capital Asset Pricing Model in Greek Capital Market

   Sherzod Mustafakulov, Khurshid Khudoykulov

   ArticleFinancial Markets and Investment Strategies20152 citations

   ABIABI:AkademIndex/openalex/2015.article.000085

4. Investor types' trading around the<scp>short‐term</scp>reversal pattern

   Олена Оніщенко, Numan Ülkü

   ArticleFinancial Markets and Investment StrategiesInternational Journal of Finance & Economics20202 citations

   ABIABI:AkademIndex/openalex/2026.other.198351

5. The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries

   Khurshid Khudoykulov, Rustam Allado`stov, Ulugbek Khalikov

   ArticleFinancial Markets and Investment StrategiesInternational Journal of Modelling and Simulation20162 citations

   ABIABI:AkademIndex/openalex/2026.other.449587

6. History of Methodology in the Professional Valuation of Capital

   Andrey Igorevich Artemenkov

   ArticleHousing Market and EconomicsSSRN Electronic Journal20091 citations

   ABIABI:AkademIndex/openalex/2009.article.000311

7. Establishing Stock Market Attractiveness and Investment Infrastructure in Uzbekistan through Effective Implementation of Corporate Governance Mechanisms

   Mahamasiddiq Amonboev

   ArticleIslamic Finance and Banking StudiesInternational Journal of Innovation and Economic Development20181 citations

   ABIABI:AkademIndex/openalex/2018.article.000427

8. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

   Steftcho Dokov, Ivilina Popova, David P. Morton

   ArticleRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 citations

   ABIABI:AkademIndex/openalex/2019.article.000977

9. Asset-pricing models: A case of Indian capital market

   Khurshid Khudoykulov

   ArticleFinancial Markets and Investment StrategiesCogent Economics & Finance20201 citations

   ABIABI:AkademIndex/openalex/2020.article.000647

10. Downside Risk Measurement of Indonesian Financial and Energy Securities: A Value at Risk Perspective

    Zahara Tussoleha Rony, Riny Jefri, Ana Rusmardiana +2

    ArticleFinancial Markets and Investment StrategiesJournal of Applied Science Engineering Technology and Education20251 citations

    ABIABI:AkademIndex/openalex/2025.article.003203

11. Optimizing Crypto-Trading Performance: A Comparative Analysis of Innovative Reward Functions in Reinforcement Learning Models

    Ergashevich Halimjon Khujamatov, Kobuljon Ismanov, Oybek Usmankulovich Mallaev +1

    ArticleStock Market Forecasting MethodsMathematics20261 citations

    ABIABI:AkademIndex/openalex/2026.article.000318

12. Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis

    Abdulaziz Djalilov, Numan Ülkü

    ArticleFinancial Markets and Investment StrategiesJournal of Behavioral and Experimental Finance20211 citations

    ABIABI:AkademIndex/openalex/2026.other.198366

13. Temporal Aggregation and the Continuous‐Time Capital Asset Pricing Model

    Francis A. Longstaff

    ArticleFinancial Markets and Investment StrategiesThe Journal of Finance19890 citations

    ABIABI:AkademIndex/openalex/1989.article.000006

14. Modern Portfolio Theory (MPT) and Financial Economics: A Theory of Lesser Turf?

    Andrey Igorevich Artemenkov

    ArticleFinancial Markets and Investment StrategiesSSRN Electronic Journal20090 citations

    ABIABI:AkademIndex/openalex/2009.article.000328

15. Verifying Capital Asset Pricing Model in Greek Capital Market

    Mansoor Maitah, Khurshid Khudoykulov, Kholnazar Amonov +1

    ArticleStock Market Forecasting MethodsAsian Social Science20150 citations

    ABIABI:AkademIndex/openalex/2015.article.000307

16. Business Cycle and The Macroeconomics Performance: Evidence of Malaysia and Indonesia

    Abdul Qoyum, Muhammad Miftahussurur, Al-Amin Matae +2

    ArticleMonetary Policy and Economic ImpactGlobal Review of Islamic Economics and Business20150 citations

    ABIABI:AkademIndex/openalex/2015.article.000351

17. Verifying capital asset pricing model in Greek capital market

    Khurshid Khudoykulov

    ArticleFinancial Markets and Investment StrategiesInternational Journal of Economics and Accounting20160 citations

    ABIABI:AkademIndex/openalex/2016.article.000291

18. Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach

    Md. Mahmudul Haque, Mohammad Ashraful Ferdous Chowdhury, Abdul Aziz Buriev +2

    ArticleIslamic Finance and Banking StudiesReview of Financial Economics20170 citations

    ABIABI:AkademIndex/openalex/2017.article.000055

19. Portfolio Diversification Benefits at Different Investment Horizons During the Arab Uprisings: Turkish Perspectives Based on MGARCH–DCC and Wavelet Approaches

    Abdul Aziz Buriev, Ginanjar Dewandaru, Mohd-Pisal Zainal +1

    ArticleMarket Dynamics and VolatilityEmerging Markets Finance and Trade20170 citations

    ABIABI:AkademIndex/openalex/2017.article.000084

20. The analysis of the arbitrage pricing model on the stock return: a case of Athens stock market

    Khurshid Khudoykulov

    ArticleFinancial Markets and Investment StrategiesAmerican J of Finance and Accounting20170 citations

    ABIABI:AkademIndex/openalex/2017.article.000349

21. The analysis of the arbitrage pricing model on the stock return: a case of Athens stock market

    Khurshid Khudoykulov

    ArticleFinancial Markets and Investment StrategiesAmerican J of Finance and Accounting20170 citations

    ABIABI:AkademIndex/openalex/2017.article.000518

22. The Transactional Asset Pricing Approach: Its Application in Professional Business Valuation and Fair Value Theories

    Vladimir B. Michailetz, Andrey Igorevich Artemenkov

    ArticleFinancial Reporting and Valuation ResearchSSRN Electronic Journal20180 citations

    ABIABI:AkademIndex/openalex/2018.article.000638

23. The Transactional Asset Pricing Approach (TAPA): A Non-Technical Summary of the TAPA Framework for Valuing Illiquid Income-Producing Assets

    Vladimir B. Michailetz, Andrey Igorevich Artemenkov

    ArticleFinancial Markets and Investment StrategiesSSRN Electronic Journal20180 citations

    ABIABI:AkademIndex/openalex/2018.article.000984

24. Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors

    Fahad Ali, Numan Ülkü

    ArticleFinancial Markets and Investment StrategiesFinance research letters20200 citations

    ABIABI:AkademIndex/openalex/2020.article.000262

25. Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model

    Davide Cividino, Rebecca Westphal, Didier Sornette

    ArticleComplex Systems and Time Series AnalysisSSRN Electronic Journal20210 citations

    ABIABI:AkademIndex/openalex/2021.article.003701