2 citations · 6 across the 22 of their papers we have counts for
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econ.TH2021★ 1 cited
Theoretical Economics and the Second-Order Economic Theory. What is it?
Victor Olkhov
The economic and financial variables of economic agents determine macroeconomic variables. Current models consider agents' variables that are determined by the sums of values and v…
econ.GN2021
Three Remarks On Asset Pricing
Victor Olkhov
We consider the consumption-based asset pricing model, derive a new modified basic pricing equation, and present its successive approximations using the Taylor series expansions of…
econ.GN2021
To VaR, or Not to VaR, That is the Question
Victor Olkhov
We consider economic obstacles that limit the reliability and accuracy of value-at-risk (VaR). Investors who manage large market transactions should take into account the impact of…