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Humboldt-Universität zu Berlin - Statistik

Alla Petukhina


  • E-mail
  • Phone / Fax
    +49 30 2093-5748 / +49 30 2093-5649
  • Office / Office hours:
    SPA1, 312 / upon agreement
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Mail address

Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Unter den Linden 6
10099 Berlin


  • 2014 – present: PhD student in Statistics, School of Business and Economics
  • 2013-2014: Exchange PhD student at Humboldt-Universität zu Berlin, Germany (Erasmus Mundus Doctorate grant)
  • 2005-2007: master degree in Economics, School of economics, Ural State University, Russia
  • 2001-2005: bachelor degree in Economics, School of economics, Ural State University, Russia

Research Interests

  • Asset allocation strategies
  • Regression shrinkage techniques
  • Quantiles and expectiles
  • History of statistics
  • Investment strategies with crypto-currencies


Statistics I (Exercise SoSe 15)

Statistics II (Exercise WiSe 15/16)

Selected Topics in History of Statistics (WS 15/16)

Multivariate Statistical Analysis II (SoSe 16)

Statistical Tools in Finance and Insurance (WiSe 16/17)

Statistical programming languages(WiSe 16/17)

Statistical programming languages(SoSe 17)

Statistics I (Exercise SoSe 17)

Statistical programming languages(WiSe 17/18) with access to all premium courses from


Selected Topics in Econometrics (SoSe 2018) with access to all premium courses from




TEDAS - Tail Event ASset Allocation: τ-spine optimization



Risk profile clustering strategy in portfolio diversification



Collective Biographies - the Database BBI - Biographical Background Information



Härdle, Wolfgang, Lee, David Kuo Chuen, Nasekin, Sergey and Petukhina, Alla, (2018), Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets, Journal of Asset Management, 19, issue 1, p. 49-63. https://doi.org/10.1057/s41260-017-0060-9