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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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- 1 Active
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Exploring Dynamic Asset Pricing within Bachelier’s Market Model
Nyarko, N. A., Divelgama, B., Gnawali, J., Omotade, B., Rachev, S. T. & Yegon, P., Aug 2023, In: Journal of Risk and Financial Management. 16, 8, 352.Research output: Contribution to journal › Article › peer-review
Open Access -
Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
He, Y. & Rachev, S., Jul 2023, In: Journal of Risk and Financial Management. 16, 7, 344.Research output: Contribution to journal › Article › peer-review
Open Access -
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models
Abudurexiti, N., He, K., Hu, D., Rachev, S. T., Sayit, H. & Sun, R., 2023, (Accepted/In press) In: Annals of Operations Research.Research output: Contribution to journal › Article › peer-review
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ν-Generalized Hyperbolic Distributions
Klebanov, L. & Rachev, S. T., Apr 2023, In: Journal of Risk and Financial Management. 16, 4, 251.Research output: Contribution to journal › Article › peer-review
Open Access -
Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management
Lindquist, W., Rachev, S., Hu, Y. & Shirvani, A., Nov 9 2022, Springer Nature.Research output: Book/Report › Book › peer-review
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A new Approach to Discrete Option Pricing in Finance
Svetlozar Rachev (Speaker)
Jan 1 2021 → Dec 31 2021Activity: Talk or presentation › Other
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Risk Management in Volatile Markets
Svetlozar Rachev (Speaker)
Mar 17 2017Activity: Talk or presentation › Other
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Dynamic Asset Pricing Theory and Behavioral Finance
Svetlozar Rachev (Speaker)
Nov 15 2017Activity: Talk or presentation › Other