Stoyan V. Stoyanov

Publication Activity (10 Years)

Years Active: 2002-2020
Publications (10 Years): 1

Top Topics

Decision Making

Portfolio Optimization

Investment Strategies

Sensitivity Analysis

Top Venues

Ann. Oper. Res.

Frontiers Appl. Math. Stat.

Publications

Abootaleb Shirvani, Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi
A New Set of Financial Instruments. Frontiers Appl. Math. Stat. 6 (2020)
Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics. Ann. Oper. Res. 205 (1) (2013)
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlozar T. Rachev, Frank J. Fabozzi
Stochastic models for risk estimation in volatile markets: a survey. Ann. Oper. Res. 176 (1) (2010)
Stefan Wörner, Borjana Racheva-Iotova, Stoyan V. Stoyanov
Calibration of a basket option model applied to company valuation. Math. Methods Oper. Res. 55 (2) (2002)