Stoyan V. Stoyanov

According to our database1, Stoyan V. Stoyanov authored at least 4 papers between 2002 and 2013.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2013
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics.
Annals OR, 2013

2010
Stochastic models for risk estimation in volatile markets: a survey.
Annals OR, 2010

2005
An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks.
Proceedings of the Data Analysis and Decision Support, 2005

2002
Calibration of a basket option model applied to company valuation.
Math. Meth. of OR, 2002


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