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Stable non-Gaussian credit risk model; the cognity approach
Racheva-Jotova, Borjana; Stoyanov, Stoyan; Rachev, … - In: Credit risk : measurement, evaluation and management ; …, (pp. 175-193). 2003
Persistent link: https://www.econbiz.de/10002001947
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The proper use of risk measures in portfolio theory
Ortobelli, Sergio; Račev, Svetlozar T.; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
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Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.; Ortobelli, Sergio; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
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Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
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R ratio optimization with heterogenous assets using genetic algorithm
Stein, Michael; Rachev, Svetlozar T.; Stoyanov, Stoyan - In: Investment management and financial innovations 6 (2009) 3, pp. 117-125
Persistent link: https://www.econbiz.de/10009910626