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Dive into the research topics where Svetlozar Rachev is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Grants
- 1 Active
Scholarly Research
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Equity premium puzzle or faulty economic modelling?
Shirvani, A., Stoyanov, S. V., Fabozzi, F. J. & Rachev, S. T., May 2021, In: Review of Quantitative Finance and Accounting. 56, 4, p. 1329-1342 14 p.Research output: Contribution to journal › Article › peer-review
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Multiple subordinated modeling of asset returns: Implications for option pricing
Shirvani, A., Rachev, S. T. & Fabozzi, F. J., 2021, In: Econometric Reviews. 40, 3, p. 290-319 30 p.Research output: Contribution to journal › Article › peer-review
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A New Set of Financial Instruments
Shirvani, A., Stoyanov, S. V., Rachev, S. T. & Fabozzi, F. J., Nov 26 2020, In: Frontiers in Applied Mathematics and Statistics. 6, 606812.Research output: Contribution to journal › Article › peer-review
Open Access -
Efficient global portfolios: Big data and investment universes
Guerard, J. B., Rachev, S. T. & Shao, B. P., 2020, World Scientific Handbook in Financial Economics Series. WORLD SCIENTIFIC, p. 357-367 11 p. (World Scientific Handbook in Financial Economics Series; vol. 9).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Option pricing incorporating factor dynamics in complete markets
Hu, Y., Shirvani, A., Lindquist, W., Fabozzi, F. J. & Rachev, S., Dec 15 2020, In: Journal of Risk and Financial Management. p. article #321, 33 pagesResearch output: Contribution to journal › Article › peer-review
Scholarly Activities
- 2 Other
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Dynamic Asset Pricing Theory and Behavioral Finance
Svetlozar Rachev (Speaker)
Nov 15 2017Activity: Talk or presentation › Other
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Risk Management in Volatile Markets
Svetlozar Rachev (Speaker)
Mar 17 2017Activity: Talk or presentation › Other