Svetlozar Rachev

  • Source: Scopus
  • Calculated based on no. of publications stored in Pure and citations from Scopus
1981 …2021

Research activity per year

If you made any changes in Pure these will be visible here soon.
Filter
Chapter

Search results

  • 2020

    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 proceedingChapterpeer-review

  • 2015

    A quasi-maximum likelihood estimation strategy for value-at-risk forecasting: Application to equity index futures markets

    Carchano, O., Kim, Y. S., Sun, E. W., Rachev, S. T. & Fabozzi, F. J., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 1325-1340 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

  • Composite goodness-of-fit tests for left-truncated loss samples

    Chernobai, A., Rachev, S. T. & Fabozzi, F. J., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 575-596 22 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    25 Scopus citations
  • 2012

    Issues in the Theory of Portfolio Selection

    Focardi, S., Kolm, P. N., Menn, C. & Rachev, S. T., Jan 9 2012, Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications. John Wiley and Sons, p. 59-87 29 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

  • 2011

    Innovation processes in logically constrained time series

    Möller, C., Rachev, S. T., Kim, Y. S. & Fabozzi, F. J., 2011, Advances in Directional and Linear Statistics: A Festschrift for Sreenivasa Rao Jammalamadaka. Physica-Verlag, p. 173-188 16 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    3 Scopus citations
  • 2004

    Time-scale transformations: Effects on VaR models

    Lamantia, F., Ortobelli, S. & Rachev, S., 2004, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Bubak, M., van Albada, G. D., Sloot, P. M. A. & Dongarra, J. J. (eds.). Springer-Verlag, p. 779-786 8 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 3039).

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    Open Access