Your Cart

	Price	Total

€0.00

(₴0)

Proceed to Checkout

Your cart is empty

Cart 0 Items

Submit Manuscript

Svetlozar Rachev

5 publications
381 downloads
1547 views
796 Views
0 books

Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria

Almira Biglova , Teo Jašić , Svetlozar Rachev , Frank J. Fabozzi

Investment Management and Financial Innovations Volume 1, 2004 Issue #4
Views: 507 Downloads: 147 TO CITE
Stochastic Programming Methods in Asset-Liability Management

Michael Grebeck , Svetlozar Rachev

Investment Management and Financial Innovations Volume 2, 2005 Issue #1
Views: 514 Downloads: 183 TO CITE
An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns

Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev

Investment Management and Financial Innovations Volume 3, 2006 Issue #3
Views: 397 Downloads: 88 TO CITE
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns

Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev

Investment Management and Financial Innovations Volume 3, 2006 Issue #4
Views: 524 Downloads: 146 TO CITE
Portfolio Performance Attribution

Almira Biglova , Svetlozar Rachev

Investment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 539 Downloads: 164 TO CITE

Investment Management and Financial Innovations

Business, Management and Accounting Decision Sciences Economics, Econometrics and Finance

Investment Management and Financial Innovations

Connected authors

3 Articles

1 Articles

Frank J. Fabozzi

1 Articles

Michael Grebeck

1 Articles

2 Articles

Sergio Ortobelli

4 Articles

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept