vti_encoding:SR|utf8-nl vti_timelastmodified:TR|31 Mar 2011 10:13:06 -0000 vti_title:SR|Research vti_donotpublish:BW|false vti_author:SR|ics\\ntuzov vti_modifiedby:SR|Nikita\\Nik vti_nexttolasttimemodified:TW|31 Mar 2011 10:11:33 -0000 vti_timecreated:TR|07 Jan 2008 18:52:22 -0000 vti_extenderversion:SR|12.0.0.4518 vti_syncwith_localhost\\\\\\128.210.10.81\\ntuzov\\my documents\\my web sites\\mysite_new///128.210.10.81/ntuzov/my documents/my web sites/mysite_new:TR|07 Jan 2008 03:45:43 -0000 vti_shadowfiles:VX|_derived/Research.htm_cmp_my-theme1010_gbtn.gif _derived/Research.htm_cmp_my-theme1010_bnr.gif _overlay/research.htm_nav_my-theme1010_gbtn.gif _overlay/research.htm_nav_my-theme1010_bnr.gif _overlay/Research.htm_nav_my-theme1010_gbtn.gif _overlay/Research.htm_nav_my-theme1010_bnr.gif vti_backlinkinfo:VX|Nik_Site/Site_pages/Research.htm Nik_Site/Site_pages/Software_skills/SPlus_R.htm vti_structuredtm:TR|08 Jun 2009 22:46:19 -0000 vti_cacheddtm:TX|31 Mar 2011 10:13:06 -0000 vti_filesize:IR|60451 vti_cachedtitle:SR|Research vti_cachedbodystyle:SR| vti_cachedlinkinfo:VX|-S|../images/undercon.gif H|Contact_info.htm K|Research.htm K|Research.htm K|Research.htm K|Research.htm K|Research.htm K|Research.htm K|Research.htm H|http://www.amazon.com/gp/cdp/member-reviews/A29923SVFNT7FA/ref=cm_pdp_reviews_see_all H|../Niks_files/Research/papers/mut_funds/Tuzov_2007_MF_presentation.pdf H|../Niks_files/Research/papers/mut_funds/Cuthbertson_et_al_2006_review.pdf H|http://www.smith.umd.edu/faculty/rwermers/ H|../Niks_files/Research/papers/mut_funds/HPZ_1993.pdf H|../Niks_files/Research/papers/mut_funds/Diebold_Mariano_1995.pdf H|../Niks_files/Research/papers/mut_funds/Ferson_and_Schadt_1996.pdf H|../Niks_files/Research/papers/mut_funds/Carhart_1997.pdf H|../Niks_files/Research/papers/mut_funds/Daniel_et_al_1997.pdf H|../Niks_files/Research/papers/mut_funds/Chen_et_al_1999.pdf H|../Niks_files/Research/papers/mut_funds/White_2000.pdf H|../Niks_files/Research/papers/mut_funds/Coval_et_al_2005.pdf H|../Niks_files/Research/papers/mut_funds/Wermers_Jan_2006.pdf H|../Niks_files/Research/papers/mut_funds/Kosowski_et_al_2006.pdf H|../Niks_files/Research/papers/mut_funds/Cuthbertson_et_al_2006_review.pdf H|../Niks_files/Research/papers/mut_funds/Avramov_Wermers_2006.pdf H|../Niks_files/Research/papers/mut_funds/Mamaysky_2007.pdf H|../Niks_files/Research/papers/mut_funds/Tuzov_2007_MF_presentation.pdf H|../Niks_files/Research/papers/mut_funds/Barras_et_al_May_2008.pdf K|Research.htm H|../Niks_files/Research/papers/mut_funds/Romano_et_al_2007_2008.pdf H|../Niks_files/Research/papers/mut_funds/Huij_Verbeek_2008.pdf H|../Niks_files/Research/papers/mut_funds/AldridgePresentation.pdf H|http://en.wikipedia.org/wiki/Receiver_operating_characteristic H|../Niks_files/Research/papers/mut_funds/Chen_et_al_1999.pdf H|../Niks_files/Research/papers/mut_funds/Carhart_1997.pdf H|../Niks_files/Research/papers/mut_funds/Daniel_et_al_1997.pdf H|../Niks_files/Research/papers/mut_funds/Jagan_et_al_2010.pdf H|http://www.springerlink.com/content/1776770205037177/ H|Contact_info.htm H|../Niks_files/Research/papers/mut_funds/Barras_et_al_May_2008.pdf H|../Niks_files/Research/papers/mut_funds/Barras_et_al_May_2008.pdf H|../Niks_files/Research/papers/mut_funds/Carhart_1997.pdf H|../Niks_files/Research/papers/mut_funds/Wermers_Jan_2006.pdf H|../Niks_files/Research/papers/mut_funds/Kothari_Warner_2001.pdf H|http://en.wikipedia.org/wiki/Akaike_information_criterion H|../Niks_files/Research/papers/mut_funds/White_2000.pdf H|../Niks_files/Research/papers/mut_funds/AKNT_2010.pdf H|../Niks_files/Research/papers/mut_funds/Avramov_Wermers_2006.pdf H|../Niks_files/Research/papers/mut_funds/ABK_2010.pdf H|http://ssrn.com/abstract=1748418 K|http://www.ntuzov.com/Nik_Site/Site_pages/Software_skills/SAS.htm K|Research.htm H|../Niks_files/Research/papers/jum_diff/Sorenson.pdf H|../Niks_files/Research/papers/jum_diff/Honore_1998.pdf H|../Niks_files/Research/papers/jum_diff/Ramezani_Zeng98.pdf H|../Niks_files/Research/papers/jum_diff/Kou2002.pdf H|../Niks_files/Research/papers/jum_diff/KouWang2003.pdf H|../Niks_files/Research/papers/jum_diff/AitSahalia_2003.pdf H|../Niks_files/Research/papers/jum_diff/Kou2004.pdf H|../Niks_files/Research/papers/jum_diff/Ramezani_Zeng2004.pdf H|../Niks_files/Research/papers/jum_diff/MGMT_616_project_report.pdf K|Software_skills/SAS.htm K|Research.htm H|http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Analysis/dp/0471460672/sr=1-1/qid=1171923536/ref=pd_bbs_sr_1/104-6864373-6646329 H|../Niks_files/Research/papers/stat_arb/EG_1987.pdf H|http://www.amazon.com/Introduction-Applied-Econometrics-Kerry-Patterson/dp/0312235135/sr=1-1/qid=1171926938/ref=sr_1_1/104-6864373-6646329 H|http://www.amazon.com/Introduction-Applied-Econometrics-Kerry-Patterson/dp/0312235135/sr=1-1/qid=1171926938/ref=sr_1_1/104-6864373-6646329 H|http://www.amazon.com/Analysis-Integrated-Cointegrated-Time-Use/dp/0387759662/ref=sr_1_1 H|../Niks_files/Research/papers/stat_arb/AD_2002.pdf H|../Niks_files/Research/papers/stat_arb/Zapart_2003.pdf H|../Niks_files/Research/papers/stat_arb/Hogan_et_al_2004.pdf H|../Niks_files/Research/papers/stat_arb/BehavioralStatArb2004.pdf H|../Niks_files/Research/papers/stat_arb/Alexander_2005_Index_StatArb.pdf H|../Niks_files/Research/papers/stat_arb/Alexander_2005_IndexCoint.pdf H|../Niks_files/Research/papers/stat_arb/Thomaidis_2006.pdf H|../Niks_files/Research/papers/stat_arb/Bourgeois_2005.pdf H|../Niks_files/Research/papers/stat_arb/Thomaidis_2006.pdf H|../Niks_files/Research/papers/stat_arb/Bock_2008.pdf H|http://www.amazon.com/review/RPJF7M32S82M7/ref=cm_cr_rdp_perm H|http://www.amazon.com/Statistical-Arbitrage-Algorithmic-Insights-Techniques/dp/0470138440/ref=sr_1_1 H|http://www.amazon.com/review/R3BDNQQAHBNZ6W/ref=cm_cr_rdp_perm H|../Niks_files/Research/papers/stat_arb/Fernholz_Maguire_2007.pdf H|https://ww3.intechjanus.com/Janus/Intech/intech H|../Niks_files/Research/papers/stat_arb/Avellaneda_2008.pdf H|../Niks_files/Research/papers/stat_arb/Galenko_2007.pdf H|../Niks_files/Research/papers/stat_arb/Marshall_2007.pdf H|../Niks_files/Research/papers/mut_funds/White_2000.pdf H|../Niks_files/Research/papers/stat_arb/Dunis_2007.pdf H|../Niks_files/Research/papers/stat_arb/Perlin_2007.pdf H|../Niks_files/Research/papers/stat_arb/Shumaker_2007.pdf H|../Niks_files/Research/papers/stat_arb/Shumaker_2008.pdf H|../Niks_files/Research/papers/stat_arb/Thorp_Part1.pdf H|../Niks_files/Research/papers/stat_arb/Thorp_Part2.pdf H|../Niks_files/Research/papers/stat_arb/Thorp_Part3.pdf H|../Niks_files/Research/papers/stat_arb/Thorp_Part4.pdf H|../Niks_files/Research/papers/stat_arb/Thorp_Part5.pdf H|../Niks_files/Research/papers/stat_arb/Thorp_Part6.pdf K|Research.htm H|../Niks_files/Research/papers/extreme/US_energy_market.ppt H|../Niks_files/Research/papers/extreme/US_energy_market.ppt K|Research.htm K|Software_skills/Matlab.htm K|Research.htm vti_cachedsvcrellinks:VX|FHUS|Nik_Site/Site_pages/Contact_info.htm FKUS|Nik_Site/Site_pages/Research.htm FKUS|Nik_Site/Site_pages/Research.htm FKUS|Nik_Site/Site_pages/Research.htm FKUS|Nik_Site/Site_pages/Research.htm FKUS|Nik_Site/Site_pages/Research.htm FKUS|Nik_Site/Site_pages/Research.htm FKUS|Nik_Site/Site_pages/Research.htm NHHS|http://www.amazon.com/gp/cdp/member-reviews/A29923SVFNT7FA/ref=cm_pdp_reviews_see_all FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Tuzov_2007_MF_presentation.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Cuthbertson_et_al_2006_review.pdf NHHS|http://www.smith.umd.edu/faculty/rwermers/ FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/HPZ_1993.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Diebold_Mariano_1995.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Ferson_and_Schadt_1996.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Carhart_1997.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Daniel_et_al_1997.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Chen_et_al_1999.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/White_2000.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Coval_et_al_2005.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Wermers_Jan_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Kosowski_et_al_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Cuthbertson_et_al_2006_review.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Avramov_Wermers_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Mamaysky_2007.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Tuzov_2007_MF_presentation.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Barras_et_al_May_2008.pdf FKUS|Nik_Site/Site_pages/Research.htm FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Romano_et_al_2007_2008.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Huij_Verbeek_2008.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/AldridgePresentation.pdf NHHS|http://en.wikipedia.org/wiki/Receiver_operating_characteristic FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Chen_et_al_1999.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Carhart_1997.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Daniel_et_al_1997.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Jagan_et_al_2010.pdf NHHS|http://www.springerlink.com/content/1776770205037177/ FHUS|Nik_Site/Site_pages/Contact_info.htm FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Barras_et_al_May_2008.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Barras_et_al_May_2008.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Carhart_1997.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Wermers_Jan_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Kothari_Warner_2001.pdf NHHS|http://en.wikipedia.org/wiki/Akaike_information_criterion FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/White_2000.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/AKNT_2010.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/Avramov_Wermers_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/ABK_2010.pdf NHHS|http://ssrn.com/abstract=1748418 NHHS|http://www.ntuzov.com/Nik_Site/Site_pages/Software_skills/SAS.htm FKUS|Nik_Site/Site_pages/Research.htm FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/Sorenson.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/Honore_1998.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/Ramezani_Zeng98.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/Kou2002.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/KouWang2003.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/AitSahalia_2003.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/Kou2004.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/Ramezani_Zeng2004.pdf FHUS|Nik_Site/Niks_files/Research/papers/jum_diff/MGMT_616_project_report.pdf FHUS|Nik_Site/Site_pages/Software_skills/SAS.htm FKUS|Nik_Site/Site_pages/Research.htm NHHS|http://www.amazon.com/Pairs-Trading-Quantitative-Methods-Analysis/dp/0471460672/sr=1-1/qid=1171923536/ref=pd_bbs_sr_1/104-6864373-6646329 FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/EG_1987.pdf NHHS|http://www.amazon.com/Introduction-Applied-Econometrics-Kerry-Patterson/dp/0312235135/sr=1-1/qid=1171926938/ref=sr_1_1/104-6864373-6646329 NHHS|http://www.amazon.com/Introduction-Applied-Econometrics-Kerry-Patterson/dp/0312235135/sr=1-1/qid=1171926938/ref=sr_1_1/104-6864373-6646329 NHHS|http://www.amazon.com/Analysis-Integrated-Cointegrated-Time-Use/dp/0387759662/ref=sr_1_1 FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/AD_2002.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Zapart_2003.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Hogan_et_al_2004.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/BehavioralStatArb2004.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Alexander_2005_Index_StatArb.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Alexander_2005_IndexCoint.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thomaidis_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Bourgeois_2005.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thomaidis_2006.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Bock_2008.pdf NHHS|http://www.amazon.com/review/RPJF7M32S82M7/ref=cm_cr_rdp_perm NHHS|http://www.amazon.com/Statistical-Arbitrage-Algorithmic-Insights-Techniques/dp/0470138440/ref=sr_1_1 NHHS|http://www.amazon.com/review/R3BDNQQAHBNZ6W/ref=cm_cr_rdp_perm FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Fernholz_Maguire_2007.pdf NHSS|https://ww3.intechjanus.com/Janus/Intech/intech FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Avellaneda_2008.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Galenko_2007.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Marshall_2007.pdf FHUS|Nik_Site/Niks_files/Research/papers/mut_funds/White_2000.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Dunis_2007.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Perlin_2007.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Shumaker_2007.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Shumaker_2008.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part1.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part2.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part3.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part4.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part5.pdf FHUS|Nik_Site/Niks_files/Research/papers/stat_arb/Thorp_Part6.pdf FKUS|Nik_Site/Site_pages/Research.htm FHUS|Nik_Site/Niks_files/Research/papers/extreme/US_energy_market.ppt FHUS|Nik_Site/Niks_files/Research/papers/extreme/US_energy_market.ppt FKUS|Nik_Site/Site_pages/Research.htm FHUS|Nik_Site/Site_pages/Software_skills/Matlab.htm FKUS|Nik_Site/Site_pages/Research.htm vti_cachedneedsrewrite:BR|true vti_cachedhasbots:BR|true vti_cachedhastheme:BR|true vti_cachedhasborder:BR|true vti_botnavbits:SW|PSCGHUB vti_botnavbarthemes:VR| vti_botnavbarfeatures:VR| vti_themeaggregate:SR|default vti_borderaggregate:SR|default vti_metatags:VR|HTTP-EQUIV=Content-Type text/html;\\ charset=windows-1252 GENERATOR Microsoft\\ FrontPage\\ 12.0 ProgId FrontPage.Editor.Document vti_charset:SR|windows-1252 vti_progid:SR|FrontPage.Editor.Document vti_generator:SR|Microsoft FrontPage 12.0