Stoyan V. Stoyanov

According to our database, Stoyan V. Stoyanov authored at least 5 papers between 2002 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

A New Set of Financial Instruments.

Abootaleb Shirvani, Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

Frontiers Appl. Math. Stat., 2020

2013

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics.

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

Ann. Oper. Res., 2013

2010

Stochastic models for risk estimation in volatile markets: a survey.

Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlozar T. Rachev, Frank J. Fabozzi

Ann. Oper. Res., 2010

2005

An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks.

Svetlozar T. Rachev, Stoyan V. Stoyanov, Almira Biglova, Frank J. Fabozzi

Proceedings of the Data Analysis and Decision Support, 2005

2002

Calibration of a basket option model applied to company valuation.

Stefan Wörner, Borjana Racheva-Iotova, Stoyan V. Stoyanov

Math. Methods Oper. Res., 2002