Stoyan V. Stoyanov
According to our database1, Stoyan V. Stoyanov authored at least 4 papers between 2002 and 2013.
Legend:Book In proceedings Article PhD thesis Other
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics.
Annals OR, 2013
Stochastic models for risk estimation in volatile markets: a survey.
Annals OR, 2010
An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks.
Proceedings of the Data Analysis and Decision Support, 2005
Calibration of a basket option model applied to company valuation.
Math. Meth. of OR, 2002