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Svetlozar Rachev

5 publications
381 downloads
1547 views
1119 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: 696 Downloads: 338 TO CITE
Stochastic Programming Methods in Asset-Liability Management

Michael Grebeck , Svetlozar Rachev

Investment Management and Financial Innovations Volume 2, 2005 Issue #1
Views: 730 Downloads: 390 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: 564 Downloads: 250 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: 662 Downloads: 317 TO CITE
Portfolio Performance Attribution

Almira Biglova , Svetlozar Rachev

Investment Management and Financial Innovations Volume 4, 2007 Issue #3
Views: 703 Downloads: 352 TO CITE

Investment Management and Financial Innovations

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

Investment Management and Financial Innovations

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Frank J. Fabozzi

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Michael Grebeck

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Sergio Ortobelli

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