Svetlozar Rachev
Svetlozar Rachev
Professor of Applied Mathematics
Подтвержден адрес электронной почты в домене stonybrook.edu
НазваниеПроцитированоГод
Probability metrics and the stability of stochastic models
ST Rachev
John Wiley & Son Ltd, 1991
10541991
Mass Transportation Problems: Volume I: Theory
ST Rachev, L Rüschendorf
Springer Science & Business Media, 1998
10121998
Stable Paretian models in finance
S Rachev, S Mittnik
John Willey\& Sons, New York, 2000
9792000
Modeling asset returns with alternative stable distributions
S Mittnik, ST Rachev
Econometric reviews 12 (3), 261-330, 1993
3971993
Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing
ST Rachev, C Menn, FJ Fabozzi
John Wiley & Sons, 2005
3382005
The Monge–Kantorovich mass transference problem and its stochastic applications
ST Rachev
Theory of Probability & Its Applications 29 (4), 647-676, 1985
3271985
Operational risk: a guide to Basel II capital requirements, models, and analysis
AS Chernobai, ST Rachev, FJ Fabozzi
John Wiley & Sons, 2008
2982008
Handbook of heavy tailed distributions in finance: Handbooks in finance
ST Rachev
Elsevier, 2003
2982003
Mass Transportation Problems: Applications
ST Rachev, L Rüschendorf
Springer Science & Business Media, 2006
2362006
Different approaches to risk estimation in portfolio theory
A Biglova, S Ortobelli, ST Rachev, S Stoyanov
The Journal of Portfolio Management 31 (1), 103-112, 2004
2272004
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi, T Jašić
John Wiley & Sons, 2007
1802007
Spot and derivative pricing in the EEX power market
M Bierbrauer, C Menn, ST Rachev, S Trück
Journal of banking & finance 31 (11), 3462-3485, 2007
1752007
A characterization of random variables with minimum L2-distance
L Rüschendorf, ST Rachev
Journal of Multivariate Analysis 32 (1), 48-54, 1990
1471990
Quantitative stability in stochastic programming: The method of probability metrics
ST Rachev, W Römisch
Mathematics of Operations Research 27 (4), 792-818, 2002
1422002
Bayesian methods in finance
ST Rachev, JSJ Hsu, BS Bagasheva, FJ Fabozzi
John Wiley & Sons, 2008
1362008
Advanced stochastic models, risk assessment, and portfolio optimization: The ideal risk, uncertainty, and performance measures
ST Rachev, SV Stoyanov, FJ Fabozzi
John Wiley & Sons, 2008
1332008
Financial models with Lévy processes and volatility clustering
ST Rachev, YS Kim, ML Bianchi, FJ Fabozzi
John Wiley & Sons, 2011
1322011
Probability metrics and recursive algorithms
ST Rachev, L Rüschendorf
Advances in Applied Probability 27 (3), 770-799, 1995
1191995
Desirable properties of an ideal risk measure in portfolio theory
S Rachev, S Ortobelli, S Stoyanov, FJ Fabozzi, A Biglova
International Journal of Theoretical and Applied Finance 11 (01), 19-54, 2008
1142008
Mathematical methods for construction of queueing models
VV Kalashnikov, ST Rachev
Wadsworth Pub Co, 1990
1141990
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