Concepedia

Svetlozar T. Rachev

ST

Statistics

Publications

47

Citations

1.8K

H-Index

25

Active since

1985

Affiliations

Karlsruhe Institute of Technology(Current)

University of California, Santa Barbara

Stony Brook University

Yale University

Pranalytica (United States)

Svetlozar T. Rachev is an author at Karlsruhe Institute of Technology specializing in business, finance, and statistics.

Top concepts

FinanceEngineeringBusinessStatisticsAsset PricingEconomicsProbabilityFinancial EconomicsManagementRisk Management

Publications per year

1985–2022

47

Publications

47

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 · 110 citations

Risk Metric, Portfolio Management, Portfolio Choice +18

Tempered stable and tempered infinitely divisible GARCH models

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi et al. · Journal of Banking & Finance · 2010 · 105 citations

Finite Model Theory, Mathematical Modelling, Divisible Garch Models +1

Financial market models with Lévy processes and time-varying volatility

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi et al. · Journal of Banking & Finance · 2007 · 96 citations

Economics, Volatility Modeling, Multivariate Stochastic Volatility +7

Time series analysis for financial market meltdowns

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi et al. · Journal of Banking & Finance · 2010 · 92 citations

Economics, Financial Economics, Finance +6

Diagnosing and treating the fat tails in financial returns data

Stefan Mittnik, Marc S. Paolella, Svetlozar T. Rachev · Journal of Empirical Finance · 2000 · 88 citations

Empirical Finance, Engineering, Financial Data +8

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