Almira Biglova

Statistics

Publications

Citations

482

H-Index

Active since

2004

Affiliations

University of California, Santa Barbara(Current)

Pranalytica (United States)

University of Bergamo

Yale University

Karlsruhe University of Education

Almira Biglova is an author at University of California, Santa Barbara specializing in portfolio theory, financial economics, and portfolio management.

Publications per year

2004–2014

Publications

Different Approaches to Risk Estimation in Portfolio Theory

Almira Biglova, Sergio Ortobelli Lozza, Svetlozar T. Rachev et al. · The Journal of Portfolio Management · 2004 · 257 citations

Business, Finance, Risk Management +17

DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY

Svetlozar T. Rachev, Sergio Ortobelli Lozza, Stoyan V. Stoyanov et al. · International Journal of Theoretical and Applied Finance · 2008 · 113 citations

Management, Economics, Finance +17

THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY

Sergio Ortobelli Lozza, Svetlozar T. Rachev, Stoyan V. Stoyanov et al. · International Journal of Theoretical and Applied Finance · 2005 · 72 citations

Business, Finance, Risk Management +17

Portfolio selection in the presence of systemic risk

Almira Biglova, Frank J. Fabozzi · Journal of Asset Management · 2014 · 24 citations · Full text

Business, Finance, Financial Management +14

Portfolio selection based on a simulated copula

Sergio Ortobelli Lozza, Almira Biglova, Svetlozar T. Rachev et al. · 2010 · 16 citations

Business, Economics, Finance +14

1–5 of 5