Stoyan V. Stoyanov

发表

Computational aspects of risk estimation in volatile markets: A survey

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2010 .

Numerical Methods for Stable Modeling in Financial Risk Management

Stoyan V. Stoyanov, Boryana Racheva-Iotova, 2004 .

Stability of Queueing Systems

Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev, 2013 .

Calibration of a basket option model applied to company valuation

Stoyan V. Stoyanov, Stefan Wörner, Borjana Racheva-Iotova, 2002, Math. Methods Oper. Res..

Relative deviation metrics and the problem of strategy replication

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2008 .

Stochastic models for risk estimation in volatile markets: a survey

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2008, Ann. Oper. Res..

A Structural Classification of Probability Distances

Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev, 2013 .

A Probability Metrics Approach to Financial Risk Measures: Rachev/A Probability Metrics Approach to Financial Risk Measures

Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev, 2011 .

An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2005, Data Analysis and Decision Support.

Using Assessment To Measure The Effectiveness of a Financial Simulation

Stoyan V. Stoyanov, Michael Nugent, 2019 .

THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2005 .

Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management

Stoyan V. Stoyanov, Sergio M. Focardi, Frank J. Fabozzi, 2019 .

Fat-Tailed Models for Risk Estimation

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2011, The Journal of Portfolio Management.

Optimal Portfolio Management in Highly Volatile Markets

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2013 .

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2013, Ann. Oper. Res..

Monge–Kantorovich Mass Transference Problem, Minimal Distances and Minimal Norms

Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev, 2013 .

Distortion Risk Measures in Portfolio Optimization

Stoyan V. Stoyanov, Frank J. Fabozzi, Wei Sun, 2010 .

DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2008 .

Different Approaches to Risk Estimation in Portfolio Theory

Stoyan V. Stoyanov, Svetlozar T. Rachev, Sergio Ortobelli, 2004 .

METRIZATION OF STOCHASTIC DOMINANCE RULES

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2012 .

Risk Management and Portfolio Optimization for Volatile Markets

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2008 .

Momentum strategies based on reward-risk stock selection criteria

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2007 .

Computing VaR and AVaR of Skewed-T Distribution

Stoyan V. Stoyanov, Svetlozar T. Rachev, S. P. Dokov, 2007 .

Stable ETL Optimal Portfolios and Extreme Risk Management

Stoyan V. Stoyanov, Svetlozar T. Rachev, Borjana Racheva, 2009 .

Computing the Portfolio Conditional Value-at-Risk in the Alpha-Stable Case

Gennady Samorodnitsky, Stoyan V. Stoyanov, Svetlozar T. Rachev, 2005 .

Asymptotic Distribution of the Sample Average Value-at-Risk in the Case of Heavy-Tailed Returns

Stoyan V. Stoyanov, Svetlozar T. Rachev, 2007 .

Portfolio selection based on a simulated copula

Stoyan V. Stoyanov, Svetlozar T. Rachev, Sergio Ortobelli Lozza, 2010 .

CVaR sensitivity with respect to tail thickness

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2013 .

A Moment Expansion of Downside Risk Measures

Stoyan V. Stoyanov, 2010 .

Optimal Financial Portfolios

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2005 .

Probability Distances and Probability Metrics: Definitions

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi, 2013 .