Stoyan V. Stoyanov - Concepedia

Author

Stoyan V. Stoyanov

Also Known As

Rachev, Svetlozar T., S Stoyanov, S. Stoyanov, S. V. Stoyanov, STOYAN STOYANOV, STOYAN V. STOYANOV, Stoyan Stoyanov, Stoyan V Stoyanov, Stoyan V. Stoyanov, Stoyan V. Stoyanov Ph.D.

178

Publications

2.1K

Citations

H-Index

Concepts

All Affiliations

Pranalytica (United States)Ecole des Hautes Etudes Commerciales du Nord University of California, Santa Barbara Karlsruhe Institute of Technology Yale University

About

Stoyan V. Stoyanov is an author at Pranalytica (United States) specializing in business, finance, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	14	920
2	Management	9	9	711
3	Engineering	7	7	193
4	Education	1	1	25
5	Law	1	1	60

Stoyan V. Stoyanov

Publications

1.3K

Citations

H-Index

Page 1

	Year	Citations
Different Approaches to Risk Estimation in Portfolio Theory Almira Biglova, Sergio Ortobelli Lozza, Svetlozar T. Rachev, The Journal of Portfolio Management Sharpe RatioRisk MetricAsset AllocationPortfolio ManagementPerformance Measures	2004	252
Top predators constrain mesopredator distributions Thomas M. Newsome, Aaron C. Greenville, Duško Ćirović, Nature Communications	2017	160
Momentum strategies based on reward–risk stock selection criteria Svetlozar T. Rachev, Teo Jašić, Stoyan V. Stoyanov, Journal of Banking & Finance Portfolio OptimizationFinancial EconomicsAsset PricingPortfolio SelectionManagement	2007	125
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY Svetlozar T. Rachev, Sergio Ortobelli Lozza, Stoyan V. Stoyanov, International Journal of Theoretical and Applied Finance Risk MetricPortfolio ManagementPortfolio ChoiceRisk MeasureAsset Pricing	2008	110
Golden jackal expansion in Europe: a case of mesopredator release triggered by continent-wide wolf persecution? Miha Krofel, Giorgos Giannatos, Duško Ćirović, Bollettino del CILEA (CILEA) Feral AnimalMesopredator ReleaseWildlife EcologyBiogeographyBioarchaeology	2017	91
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY Sergio Ortobelli Lozza, Svetlozar T. Rachev, Stoyan V. Stoyanov, International Journal of Theoretical and Applied Finance EconomicsPortfolio OptimizationAsset PricingPortfolio RiskPortfolio Selection	2005	72
Do staggered boards harm shareholders? Yakov Amihud, Stoyan V. Stoyanov Journal of Financial Economics Mergers And AcquisitionsBoards Harm ShareholdersSecurities LawOwnership StructureFirm Performance	2016	60
Fat-Tailed Models for Risk Estimation Stoyan V. Stoyanov, Svetlozar T. Rachev, Boryana Racheva‐Yotova, The Journal of Portfolio Management Financial Risk ManagementRisk MetricRisk AnalysisTail RiskRisk Management	2011	58
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi Studies in Nonlinear Dynamics and Econometrics Empirical FinanceRisk DiversificationEconomicsVolatility ModelingAsset Pricing	2008	49
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi Annals of Operations Research Portfolio OptimizationAsset PricingValue-at-riskPortfolio VarRisk Management	2012	47

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