55 citations · 148 across the 16 of their papers we have counts for
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q-fin.RM2020
On Evaluation of Risky Investment Projects. Investment Certainty Equivalence
Andrey Leonidov, Ilya Tipunin, Ekaterina Serebryannikova
The purpose of the study is to propose a methodology for evaluation and ranking of risky investment projects.An investment certainty equivalence approach dual to the conventional s…
q-fin.RM2014★ 2 cited
Default contagion risks in Russian interbank market
A. V. Leonidov, E. L. Rumyantsev
Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph desc…