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   ABOUT THE AUTHOR

 

 

  • Dr Eron Khomina (PhD) is a seasoned quantitative finance specialist and macroeconomist with over three decades of experience decoding global financial architectures, asset valuation anomalies, and systemic tail risks. Based between Norway and Cyprus—where he operates an international macroeconomic and strategic corporate consultancy focusing on commodities and alternative investments that bridges the gap between structural macroeconomic shifts and asset allocation resilience frameworks, designing strategic risk architectures to protect corporate and private asset portfolios against low-probability, high-impact tail risks and systemic events, rigorous governance parameters to purchasing power preservation, currency debasement defence, and hard resource allocation strategies, evaluating institutional plumbing and financial networks to detect systemic vulnerabilities, credit traps, and hidden structural decay. His career spans senior elite positions across the world’s most critical financial hubs. His institutional footprint includes working as a research analyst for a leading financial news and information vendor in England and as a quantitative analyst for a financial, capital and commodities markets technology, data and analytics vendor in England. His institutional footprint also includes working as a quantitative risk analyst within European energy and commodities markets trading with a leading Dutch corporation, as a hedge fund accountant for a multi-billion hedge fund the largest hedge fund investment management corporations in Switzerland and for a commodities firm in Switzerland, executing product control parameters for a tier-1 Swiss investment bank in Singapore, and as principal risk consultant for a South Korean securities  firm and as a strategy and planning advisor for a Bahamas based foundation. Throughout his career, Dr Khomina has focused heavily on the volatile intersections of market liquidity, central bank’s monetary policies and fiat currencies debasement, vulnerabilities and fragility across global supply chain logistics, financial system networks models and systemic risk, tail risk or extreme events modelling, risk management, supply chain risk, assets valuation models, long economic and business cycles, financial markets contagion, geopolitical friction, asset bubbles, history of great power conflicts, market risk and scenario analysis, structured products, global resource scarcity, sovereign debt crisis, hyperinflation, volatility and regime shifts,  tactical and strategic asset allocation, commodities markets cycles, hedge funds strategies, asset markets factor modelling, deflationary spiral, geopolitical resource warfare, enterprise risk management, framework, internal controls and auditing,  precious metals, financial econometrics and shadow market auditing, comparative historical systems and sovereign deflation regimes, and alternative investments.

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  • Holding an elite academic pedigree from premier European financial institutions, his credentials include a BSc (Hons) in Banking and International Finance from Bayes Business School (City, University of London), an MSc in Finance and Investment Management, and a PhD specializing in Finance and Investment Management from a prominent research institution in Uxbridge, London. His doctoral and postgraduate research pioneered the use of multi-factor-based modelling, vector autoregressive (VAR) frameworks, Granger causality, quantile regression analysis to map the behaviour of market-risk-neutral funds and extreme tail-risk events during major periods of major global financial crises events. Complementing his doctorate are advanced qualifications in quantitative finance from the Vienna University of Economics and Business, a specialized certification in financial modelling and auditing from the London School of Business and Finance, a certificate in marketing from the Chartered Institute of Marketing (CIM) in England, and a diploma in international affairs from Follo International School in Norway. Currently conducting ongoing research into strategy formulation for strategic planning, Dr khomina possesses a rare, end-to-end understanding of the hidden plumbing of global finance. This definitive survival guide represents the synthesis of 30 years of cold, data-driven cycle tracking—offering the squeezed middle class an ironclad, non-academic playbook to decouple from a dying fiat paradigm and claim absolute operational sovereignty. Dr khomina’s research bridges the gap between complex global macro tremors—such as sovereign debt spirals, systemic fragility, shadow derivative casinos, alternative inflation modelling, geopolitical resource warfare, comparative historical collapse models and long-wave geopolitical cycles, central banks trilemma—and their direct extractive impacts on the middle class. He exposes the mechanics of manufactured compliance, corporate extraction, and impending digital control structures like CBDCs. Dr Khomina translates macro-level crises into actionable micro-fortress frameworks, arming everyday households with robust purchasing power preservation survival strategies to navigate the coming global economic reset.


  • ©2026  The-Middle-Class-Squeeze By Dr Eron Okhomina (PhD). All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the copyright owner, except for the use of brief quotations in a book review. The information contained in this book is for educational and informational purposes only. It does not constitute formal financial, investment, legal, or tax advice. The author and publisher explicitly disclaim any liability, loss, or risk, personal or otherwise, incurred as a consequence, directly or indirectly, of the use and application of any contents within this volume. First Edition: 2026. 

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