Svetlozar Rachev
Svetlozar Rachev
Professor of Applied Mathematics
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Cited by
Cited by
Mass Transportation Problems: Volume I: Theory
ST Rachev, L Rüschendorf
Springer Science & Business Media, 1998
Probability metrics and the stability of stochastic models
ST Rachev
Wiley, 1991
Stable Paretian models in finance
ST Rachev, S Mittnik
Wiley, 2000
Modeling asset returns with alternative stable distributions
S Mittnik, ST Rachev
Econometric reviews 12 (3), 261-330, 1993
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
The Monge–Kantorovich mass transference problem and its stochastic applications
ST Rachev
Theory of Probability & Its Applications 29 (4), 647-676, 1985
Handbook of Heavy Tailed Distributions in Finance: Handbooks in Finance, Book 1
ST Rachev
Elsevier, 2003
Operational risk: a guide to Basel II capital requirements, models, and analysis
AS Chernobai, ST Rachev, FJ Fabozzi
John Wiley & Sons, 2008
Financial models with Lévy processes and volatility clustering
ST Rachev, YS Kim, ML Bianchi, FJ Fabozzi
John Wiley & Sons, 2011
Mass Transportation Problems: Applications
ST Rachev, L Rüschendorf
Springer Science & Business Media, 2006
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
Financial econometrics: from basics to advanced modeling techniques
ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi
John Wiley & Sons, 2007
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
Quantitative stability in stochastic programming: The method of probability metrics
ST Rachev, W Römisch
Mathematics of Operations Research 27 (4), 792-818, 2002
The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli
John Wiley & Sons, 2014
A characterization of random variables with minimum L2-distance
L Rüschendorf, ST Rachev
Journal of multivariate analysis 32 (1), 48-54, 1990
Bayesian methods in finance
ST Rachev, JSJ Hsu, BS Bagasheva, FJ Fabozzi
John Wiley & Sons, 2008
The methods of distances in the theory of probability and statistics
ST Rachev, LB Klebanov, SV Stoyanov, F Fabozzi
Springer 10, 978-1, 2013
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
Stable Paretian modeling in finance: Some empirical and theoretical aspects
S Mittnik, ST Rachev, MS Paolella
A practical guide to heavy tails, 79-110, 1998
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