Svetlozar Rachev
-
5 publications
-
381 downloads
-
1547 views
- 866 Views
-
0 books
-
Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria
Almira Biglova , Teo Jašić , Svetlozar Rachev , Frank J. FabozziInvestment Management and Financial Innovations Volume 1, 2004 Issue #4
Views: 532 Downloads: 166 TO CITE -
Stochastic Programming Methods in Asset-Liability Management
Michael Grebeck , Svetlozar RachevInvestment Management and Financial Innovations Volume 2, 2005 Issue #1
Views: 540 Downloads: 205 TO CITE -
An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar RachevInvestment Management and Financial Innovations Volume 3, 2006 Issue #3
Views: 425 Downloads: 94 TO CITE -
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar RachevInvestment Management and Financial Innovations Volume 3, 2006 Issue #4
Views: 545 Downloads: 157 TO CITE -
Portfolio Performance Attribution
Almira Biglova , Svetlozar RachevInvestment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 559 Downloads: 177 TO CITE
Connected authors
-
3 Articles
-
1 Articles
-
1 Articles
-
1 Articles
-
2 Articles
-
4 Articles