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Svetlozar Rachev
Svetlozar Rachev
Professor of Applied Mathematics
Verified email at ttu.edu
Title
Cited by
Cited by
Year
Mass Transportation Problems: Volume I: Theory
ST Rachev, L Rüschendorf
Springer Science & Business Media, 1998
14091998
Probability metrics and the stability of stochastic models
ST Rachev
(No Title), 1991
12491991
Stable Paretian models in finance
ST Rachev, S Mittnik
(No Title), 2000
11862000
Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing
ST Rachev, C Menn, FJ Fabozzi
John Wiley & Sons, 2005
4832005
Bayesian methods in finance
ST Rachev, JSJ Hsu, BS Bagasheva, FJ Fabozzi
John Wiley & Sons, 2008
481*2008
Modeling asset returns with alternative stable distributions
S Mittnik, ST Rachev
Econometric reviews 12 (3), 261-330, 1993
4571993
The Monge–Kantorovich mass transference problem and its stochastic applications
ST Rachev
Theory of Probability & Its Applications 29 (4), 647-676, 1985
4231985
Handbook of heavy tailed distributions in finance: Handbooks in finance, Book 1
ST Rachev
Elsevier, 2003
4202003
Operational risk: a guide to Basel II capital requirements, models, and analysis
AS Chernobai, ST Rachev, FJ Fabozzi
John Wiley & Sons, 2008
4172008
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
3302014
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
3302004
Mass transportation problems: Applications
ST Rachev, L Rüschendorf
Springer Science & Business Media, 2006
3212006
Advanced stochastic models, risk assessment, and portfolio optimization: The ideal risk, uncertainty, and performance measures
ST Rachev, SV Stoyanov, FJ Fabozzi
Wiley, 2008
3042008
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
2892007
Spot and derivative pricing in the EEX power market
M Bierbrauer, C Menn, ST Rachev, S Trück
Journal of banking & finance 31 (11), 3462-3485, 2007
2532007
A characterization of random variables with minimum L2-distance
L Rüschendorf, ST Rachev
Journal of multivariate analysis 32 (1), 48-54, 1990
2001990
Quantitative stability in stochastic programming: The method of probability metrics
ST Rachev, W Römisch
Mathematics of Operations Research 27 (4), 792-818, 2002
1982002
The methods of distances in the theory of probability and statistics
ST Rachev, LB Klebanov, SV Stoyanov, F Fabozzi
Springer 10, 978-1, 2013
1872013
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
1642007
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
1572008
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