Concepedia

Svetlozar T. Rachev

ST

110

Publications

5.6K

Citations

40

H-Index

1985

Active since

Affiliations

University of California, Santa Barbara(Current)

Karlsruhe Institute of Technology

Yale University

Pranalytica (United States)

Ecole des Hautes Etudes Commerciales du Nord

Svetlozar T. Rachev is an author at University of California, Santa Barbara specializing in statistics, business, and finance.

Top concepts

BusinessEngineeringFinanceStatisticsAsset PricingProbabilityEconomicsManagementFinancial EconomicsEconometrics

Publications per year

1985–2022

110

Publications

110

Probability Metrics and the Stability of Stochastic Models

Jim Freeman, Svetlozar T. Rachev · Journal of the Operational Research Society · 1992 · 744 citations

Modeling asset returns with alternative stable distributions<sup>*</sup>

Stefan Mittnik, Svetlozar T. Rachev · Econometric Reviews · 1993 · 298 citations

Empirical Finance, Economics, Computational Finance +14

The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications

Svetlozar T. Rachev · Theory of Probability and Its Applications · 1985 · 294 citations

Stochastic Simulation, Engineering, Stochastic Processes +7

Different Approaches to Risk Estimation in Portfolio Theory

Almira Biglova, Sergio Ortobelli Lozza, Svetlozar T. Rachev et al. · The Journal of Portfolio Management · 2004 · 252 citations

Sharpe Ratio, Risk Metric, Asset Allocation +16

A characterization of random variables with minimum L2-distance

Ludger Rüschendorf, Svetlozar T. Rachev · Journal of Multivariate Analysis · 1990 · 144 citations

Engineering, Minimum L2-distance, Probability Theory +4

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