Evgenia Mikova
- Associate Professor:Faculty of Economic Sciences / School of Finance
- Evgenia Mikova has been at HSE University since 2009.
Education and Degrees
- 2014
Candidate of Sciences* (PhD)
- 2013
Doctoral programme in Finance, Credit and Currency
HSE University - 2010
Master's in Economics
HSE University - 2010
Master's in Economics
HSE University - 2008
Bachelor's in Economics
HSE University
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
Continuing education / Professional retraining / Internships / Study abroad experience
course "Financial Accounting: Foundations", University of Illinois at Urbana-Champaign (2020)
Courses (2023/2024)
Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 1 year, 3, 4 module)Eng
- Past Courses
Courses (2022/2023)
- International Finance (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 3 module)Eng
- International Finance (Bachelor’s programme; Faculty of Economic Sciences; 3 year, 3 module)Eng
International Finance (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 1 year, 1, 2 module)Eng
International Finance (Master’s programme; Faculty of Economic Sciences; field of study "38.04.01. Экономика", field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 2 year, 1, 2 module)Eng
- International Finance (Master’s programme; St.Petersburg School of Economics and Management; 2 year, 1, 2 module)Eng
- Portfolio Management (Master’s programme; Faculty of Economics; 1 year, 3, 4 module)Rus
Courses (2021/2022)
Corporate Finance (Bachelor’s programme; Faculty of Economic Sciences; field of study "38.03.01. Экономика", field of study "38.03.01. Экономика"; 3 year, 3 module)Eng
- Corporate Finance (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 3 module)Eng
International Finance (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит", field of study "38.04.01. Экономика"; 2 year, 1, 2 module)Eng
- International Finance (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- International Finance (Master’s programme; St.Petersburg School of Economics and Management; 2 year, 1, 2 module)Eng
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 1 module)Rus
- Portfolio Management (Master’s programme; Faculty of Economics; 1 year, 3, 4 module)Rus
- Research Seminar: "Finance: Topical Questions and Analytical Tools" (Master’s programme; Faculty of Economics; 1 year, 1-4 module)Rus
Courses (2020/2021)
Corporate Finance (Bachelor’s programme; Faculty of Economic Sciences; field of study "38.03.01. Экономика", field of study "38.03.01. Экономика"; 3 year, 3 module)Eng
- Financial Management (Bachelor’s programme; Graduate School of Business; 3 year, 1, 2 module)Rus
- Methodological Research Seminar (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 2 module)Rus
- Portfolio Management (Master’s programme; Faculty of Economics, Management, and Business Informatics; 1 year, 3, 4 module)Rus
- Исследовательский проектный семинар (НИС) (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
- Research Seminar "Finance: Topical Issues and Analysis Tools" (Master’s programme; Faculty of Economics, Management, and Business Informatics; 1 year, 1-4 module)Rus
Courses (2019/2020)
- Financial Management (Bachelor’s programme; Graduate School of Business; 4 year, 3 module)Rus
- Portfolio Management (Master’s programme; Faculty of Economics, Management, and Business Informatics; 1 year, 3, 4 module)Rus
- Research Seminar "Economics and Finance of Firm" (Bachelor’s programme; Faculty of Economic Sciences; 4 year, 1-3 module)Rus
Conferences
- 2014
World Finance & Banking Symposium (Сингапур). Presentation: Momentum effect on the Russian stock market. Whether emerging markets are not profitable for Momentum Strategies
- 2011Symposium Asian Financial Management (Пекин). Presentation: Pricing assets with systematic and intuitive risk measures: Evidence from the Russian and Kazakhstan stock markets
Dissertation for a degree of Candidate of Science
E. Mikova Моментум эффект в динамике цен акций российского рынка
Publications9
- Article Teplova T., Mikova E., Munir Q., Pivnitskaya N. Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints // Economic Change and Restructuring. 2023. Vol. 56. No. 1. P. 515-535. doi
- Article Mikova E., Teplova T., Munir Q. Puzzling Premiums on FX Markets: Carry Trade, Momentum, and Value Alone and Strategy Diversification // Emerging Markets Finance and Trade. 2020. Vol. 56. No. 1. P. 126-148. doi
- Chapter Teplova T., Mikova E. Mean Reversion Effect and Contrarian Strategy, in: Information Efficiency and Anomalies in Asian Equity Markets. L., NY : Routledge, 2017. P. 89-112. doi
- Chapter Teplova T., Mikova E. Momentum Effect: Pricing Paradox or New Beta Strategy, in: Information Efficiency and Anomalies in Asian Equity Markets. L., NY : Routledge, 2017. P. 113-137. doi
- Article Teplova T., Mikova E., Nazarov N. Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check // Quarterly Review of Economics and Finance. 2017. Vol. 66. No. Novemb.. P. 240-258. doi
- Chapter Teplova T., Mikova E. Decomposition of Cross-Sectional Momentum and Contrarial Strategy Returns: Behavior or Rational Explanation on Russia Capital Market, in: XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом НИУ ВШЭ, 2016. P. 742-753.
- Article Tamara Teplova, Evgeniya Mikova. New evidence of determinants of price momentum in the Japanese stock market // Research in International Business and Finance. 2015. No. 34. P. 84-109. doi
- Chapter Teplova T., Mikova E. Momentum effect on the Russian stock market. Whether emerging markets are not profitable for Momentum Strategies (WP World Finance & Banking Symposium, Singapore 2014), in: World Finance & Banking Symposium. Singapore : World Finance & Banking Symposium, 2014.
- Article Teplova T., Mikova E. Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market // Economic Alternatives. 2014. No. 3. P. 25-42.