| Different approaches to risk estimation in portfolio theory A Biglova, S Ortobelli, ST Rachev, S Stoyanov The Journal of Portfolio Management 31 (1), 103-112, 2004 | 342 | 2004 |
| Advanced stochastic models, risk assessment, and portfolio optimization: The ideal risk, uncertainty, and performance measures ST Rachev, SV Stoyanov, FJ Fabozzi John Wiley & Sons, 2008 | 329 | 2008 |
| The methods of distances in the theory of probability and statistics ST Rachev, L Klebanov, SV Stoyanov, F Fabozzi Springer, 2013 | 221 | 2013 |
| Desirable properties of an ideal risk measure in portfolio theory S Rachev, S Ortobelli, S Stoyanov, FJ Fabozzi, A Biglova International Journal of Theoretical and Applied Finance 11 (01), 19-54, 2008 | 170 | 2008 |
| Momentum strategies based on reward–risk stock selection criteria S Rachev, T Jašić, S Stoyanov, FJ Fabozzi Journal of Banking & Finance 31 (8), 2325-2346, 2007 | 167 | 2007 |
| Optimal financial portfolios SV Stoyanov, ST Rachev, FJ Fabozzi Applied Mathematical Finance 14 (5), 401-436, 2007 | 158 | 2007 |
| The proper use of risk measures in portfolio theory S Ortobelli, ST Rachev, S Stoyanov, FJ Fabozzi, A Biglova International Journal of Theoretical and Applied Finance 8 (08), 1107-1133, 2005 | 131 | 2005 |
| A Probability Metrics Approach to Financial Risk Measures ST Rachev, SV Stoyanov, FJ Fabozzi John Wiley & Sons, 2011 | 125 | 2011 |
| Distortion risk measures in portfolio optimization EN Sereda, EM Bronshtein, ST Rachev, FJ Fabozzi, W Sun, SV Stoyanov Handbook of Portfolio Construction, 649-673, 2010 | 93 | 2010 |
| Fat-tailed models for risk estimation SV Stoyanov, ST Rachev, B Racheva-Yotova, FJ Fabozzi The Journal of Portfolio Management 37 (2), 107-117, 2011 | 92 | 2011 |
| Computing the portfolio Conditional Value-at-Risk in the alpha-stable case S Stoyanov, G Samorodnitsky, S Rachev, S Ortobelli Lozza Probability and Mathematical Statistics 26 (1), 1-22, 2006 | 74 | 2006 |
| Multivariate skewed Student's t copula in the analysis of nonlinear and asymmetric dependence in the German equity market W Sun, S Rachev, SV Stoyanov, FJ Fabozzi Studies in Nonlinear Dynamics & Econometrics 12 (2), 42-76, 2008 | 72 | 2008 |
| Sensitivity of portfolio VaR and CVaR to portfolio return characteristics SV Stoyanov, ST Rachev, FJ Fabozzi Annals of Operations Research 205 (1), 169-187, 2013 | 62 | 2013 |
| An empirical examination of daily stock return distributions for US stocks S Rachev, S Stoyanov, A Biglova, F Fabozzi Data Analysis and Decision Support, 269-281, 2005 | 62 | 2005 |
| Stable ETL optimal portfolios and extreme risk management ST Rachev, RD Martin, B Racheva, S Stoyanov Risk Assessment, 235-262, 2009 | 54 | 2009 |
| Stochastic models for risk estimation in volatile markets: A survey SV Stoyanov, B Racheva-Iotova, ST Rachev, FJ Fabozzi Annals of Operations Research 176 (1), 293-309, 2010 | 48 | 2010 |
| Capturing fat tails ST Rachev, B Racheva-Iotova, S Stoyanov Risk 23 (5), 2010 | 42 | 2010 |
| Computing VaR and AVaR of skewed-t distribution S Dokov, SV Stoyanov, S Rachev Journal of Applied Functional Analysis 3, 189-209, 2008 | 40 | 2008 |
| CVaR sensitivity with respect to tail thickness SV Stoyanov, ST Rachev, FJ Fabozzi Journal of Banking & Finance 37 (3), 977-988, 2013 | 35 | 2013 |
| System and method for providing optimization of a financial portfolio using a parametric leptokurtic distribution ST Rachev, BS Racheva-Iotova, SV Stoyanov, RD Martin US Patent 7,711,617, 2010 | 35 | 2010 |
Svetlozar RachevProfessor of Applied MathematicsDirección de correo verificada de ttu.edu
