• 1880 Citations
1989 …2019

Research output per year

If you made any changes in Pure these will be visible here soon.

Personal profile

Education/Academic qualification

Theoretical and Mathematical Physics, PhD, P.N. Lebedev Physical Institute of the Russian Academy of Sciences (FIRAN)

… → 1992

Electrical Engineering, MS, Moscow State Institute of Radio Engineering, Electronics and Automation

… → 1991

Research interests

  • Financial engineering
  • Mathematical finance
  • Stochastic modeling

Fingerprint Dive into the research topics where Vadim Linetsky is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Grants

  • Research Output

  • 2 Scopus citations

    Long forward probabilities, recovery, and the term structure of bond risk premiums

    Qin, L., Linetsky, V. & Nie, Y., Jan 1 2018, In : Review of Financial Studies. 31, 12, p. 4863-4883 21 p.

    Research output: Contribution to journalArticle

  • 5 Scopus citations

    Long-term factorization in Heath–Jarrow–Morton models

    Qin, L. & Linetsky, V., Jul 1 2018, In : Finance and Stochastics. 22, 3, p. 621-641 21 p.

    Research output: Contribution to journalArticle

  • Long-term factorization of affine pricing kernels

    Qin, L. & Linetsky, V., Sep 1 2017, In : Mathematics and Financial Economics. 11, 4, p. 479-498 20 p.

    Research output: Contribution to journalArticle

  • Long-Term Risk: A Martingale Approach

    Qin, L. & Linetsky, V., Jan 1 2017, In : Econometrica. 85, 1, p. 299-312 14 p.

    Research output: Contribution to journalArticle

  • 14 Scopus citations