| Momentum and contrarian effects on the cryptocurrency market K Kosc, P Sakowski, R Ślepaczuk Physica A: Statistical Mechanics and its Applications 523, 691-701, 2019 | 49 | 2019 |
| Quasi-experimental estimates of class size effect in primary schools in Poland M Jakubowski, P Sakowski International Journal of Educational Research 45 (3), 202-215, 2006 | 38 | 2006 |
| LSTM in algorithmic investment strategies on BTC and S&P500 index J Michańków, P Sakowski, R Ślepaczuk Sensors 22 (3), 917, 2022 | 24 | 2022 |
| DRGs in Europe: a cross country analysis for cholecystectomy G Paat‐Ahi, M Świderek, P Sakowski, J Saluse, A Aaviksoo, ... Health Economics 21, 66-76, 2012 | 24 | 2012 |
| Volatility as an asset class: Obvious benefits and hidden risks J Jablecki, R Kokoszczynski, P Sakowski Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015 | 10 | 2015 |
| Midquotes or Transactional Data? The Comparison of Black Model on HF Data R Kokoszczynski, P Sakowski, R Ślepaczuk University of Warsaw, Economic Sciences Working Paper, 2010 | 9 | 2010 |
| Option Pricing Models with HF Data–a Comparative Study. The Properties of Black Model with Different Volatility Measures R Kokoszczyński, N Nehrebecka, P Sakowski, P Strawiński, R Ślepaczuk Faculty of Economic Sciences, University of Warsaw Working Papers, 2010 | 7 | 2010 |
| Do multi-factor models produce robustresults? Econometric and diagnostic issues in equity risk premia study P Sakowski, R Ślepaczuk, M Wywiał Studia Ekonomiczne, 203-227, 2016 | 5 | 2016 |
| Pomiar i modelowanie zmienności—przegląd literatury J Jabłecki, R Kokoszczyński, P Sakowski, R Ślepaczuk, P Wójcik Ekonomia. Rynek, Gospodarka, Społeczeństwo 31, 22-55, 2012 | 5 | 2012 |
| Investment Strategies that Beat the Market. What Can We Squeeze from the Market? R Ślepaczuk, P Sakowski, G Zakrzewski Financial Internet Quarterly 14 (4), 36-55, 2018 | 3 | 2018 |
| Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions M Jabłczyńska, K Kosc, P Ryś, R Ślepaczuk, P Sakowski, G Zakrzewski Faculty of Economic Sciences, University of Warsaw Working Papers, 2018 | 3 | 2018 |
| CROSS-SECTIONAL RETURNS FROM DIVERSE PORTFOLIO OF EQUITY INDICES WITH RISK PREMIA EMBEDDED. P Sakowski, R Ślepaczuk, M Wywiał Metody Ilościowe w Badaniach Ekonomicznych 16 (2), 89-101, 2015 | 3 | 2015 |
| Does historical VIX term structure contain valuable information for predicting VIX futures? J Jabłecki, R Kokoszczyński, P Sakowski, R Ślepaczuk, P Wójcik Dynamic Econometric Models 14, 5-28, 2014 | 3 | 2014 |
| Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework P Sakowski, A Turovtseva Faculty of Economic Sciences, University of Warsaw Working Papers, 2020 | 2 | 2020 |
| Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? P Sakowski, R Ślepaczuk, M Wywiał Faculty of Economic Sciences, University of Warsaw Working Papers, 2016 | 2 | 2016 |
| Options delta hedging with no options at all J Jablecki, R Kokoszczynski, P Sakowski, R Ślepaczuk, P Wojcik University of Warsaw Faculty of Economic Sciences Working Paper, 2014 | 2 | 2014 |
| Investment Strategies Beating the Market: What Can We Squeeze from the Market? R Ślepaczuk, G Zakrzewski, P Sakowski Available at SSRN 2508647, 2012 | 2 | 2012 |
| Systemic risk indicator based on implied and realized volatility P Sakowski, R Sieradzki, R Ślepaczuk arXiv preprint arXiv:2307.05719, 2023 | 1 | 2023 |
| Energy and cost efficiency of Bitcoin mining endeavor M Jabłczyńska, K Kosc, P Ryś, P Sakowski, R Ślepaczuk, G Zakrzewski PloS one 18 (3), e0283687, 2023 | 1 | 2023 |
| The systemic risk approach based on implied and realized volatility P Sakowski, R Sieradzki, R Ślepaczuk Available at SSRN 4384643, 2023 | 1 | 2023 |
Robert SlepaczukUniversity of Warsaw, Faculty of Economic Sciences, Department of Quantitative FinanceVerified email at wne.uw.edu.pl
