Svetlozar Rachev
-
5 publications
-
381 downloads
-
1547 views
- 753 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: 479 Downloads: 137 TO CITE -
Stochastic Programming Methods in Asset-Liability Management
Michael Grebeck , Svetlozar RachevInvestment Management and Financial Innovations Volume 2, 2005 Issue #1
Views: 493 Downloads: 147 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: 375 Downloads: 83 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: 508 Downloads: 140 TO CITE -
Portfolio Performance Attribution
Almira Biglova , Svetlozar RachevInvestment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 514 Downloads: 136 TO CITE
Connected authors
-
3 Articles
-
1 Articles
-
1 Articles
-
1 Articles
-
2 Articles
-
4 Articles