Dr Polina Khrennikova
Lecturer in Finance
Profile
I hold both a BA and MSc in International Business Studies and Economics from the Department of Economics, Linnaeus University in Sweden and a PhD in Finance from the School of Business, University of Leicester.
Research
Some of my current research projects are: decision-making and risk preferences in investment related choices, agents’ expectations and asset price formation, mathematical models of contextual preferences.
In 2019 I received a BA/Leverhulme Small Research Grant to conduct experiments related to financial decision making.
Publications
(0) Khrennikova, P., Patra, S. (2019) Asset Trading under non-classical ambiguity and heterogeneous beliefs. Physica A: Statistical Mechanics and its Applications, 521, 562-577, IF 2.12.
Basieva, I., Khrennikova, P., Pothos, E., Asano, M., Khrennikov, A. (2018) Quantum-like model of subjective expected utility. Journal of Mathematical Economics, 78, 150-162. IF 0.434.
Haven, E., Khrennikova, P. (2018) A quantum-probabilistic paradigm: non-consequential reasoning and state dependence in investment choice. Journal of Mathematical Economics, 78, 186-197. IF 0.434.
Khrennikova, P., Haven, E. (2017) Quantum generalized observables framework for psychological data: a case of preference reversals in US elections. Philosophical Transactions of the Royal Society A, 375, 20160391. IF2.864.
Khrennikova, P. (2017) Modeling behavior of decision makers with the aid of algebra of qubit creation-annihilation operators. Journal of Mathematical Psychology, 78, 76-85. IF2.609.
Khrennikova, P. (2016) Quantum like modeling of competition and cooperation between political parties: The coalition and non-coalition equilibrium model. Journal of Mathematical Psychology, 71, 39-50. IF 2.609.
Khrennikova, P. (2016) Application of quantum master equation for long term prognosis of asset prices. Physica A: Statistical Mechanics and its Applications, 450, 253-263. IF 2.12.
Supervision
Teaching
MN2137 Financial Market Products: Futures and Forwards (module leader)
MN2141 Finance for Small and Medium Enterprises (module leader)
MN3138 Behavioural Finance and Investment Strategies (module leader)
Activities
Awards
- At the 15th International Conference of Thailand Econometric Society, Chang Mai, January 2022.
- At 5th International Econometric Conference of Vietnam, Cho Chi Minh University, January 2022.
Conferences
2019 Behavioural Finance Working Group Meeting, Queen Mary University, London
2018 Society for Experimental Finance Conference, Heidelberg