Svetlozar Rachev
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5 publications
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381 downloads
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1547 views
- 861 Views
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0 books
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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: 527 Downloads: 160 TO CITE -
Stochastic Programming Methods in Asset-Liability Management
Michael Grebeck , Svetlozar RachevInvestment Management and Financial Innovations Volume 2, 2005 Issue #1
Views: 536 Downloads: 204 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: 420 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: 542 Downloads: 155 TO CITE -
Portfolio Performance Attribution
Almira Biglova , Svetlozar RachevInvestment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 556 Downloads: 175 TO CITE
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