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Stoyanov, Stoyan V.

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Author ID: stoyanov.stoyan-v Recent zbMATH articles by "Stoyanov, Stoyan V."
Published as: Stoyanov, S.; Stoyanov, S. V.; Stoyanov, Stoyan; Stoyanov, Stoyan V.
Documents Indexed: 35 Publications since 1986, including 1 Book

Publications by Year

Citations contained in zbMATH

22 Publications have been cited 137 times in 109 Documents Cited by Year
The methods of distances in the theory of probability and statistics. Zbl 1280.60005
Rachev, Svetlozar T.; Klebanov, Lev B.; Stoyanov, Stoyan V.; Fabozzi, Frank J.
21
2013
Optimal financial portfolios. Zbl 1151.91542
Stoyanov, S. V.; Rachev, S. T.; Fabozzi, F. J.
19
2007
Desirable properties of an ideal risk measure in portfolio theory. Zbl 1153.91557
Rachev, Svetlozar; Ortobelli, Sergio; Stoyanov, Stoyan; Fabozzi, Frank J.; Biglova, Almira
18
2008
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics. Zbl 1269.91082
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
11
2013
Stochastic models for risk estimation in volatile markets: a survey. Zbl 1233.91332
Stoyanov, Stoyan V.; Racheva-Iotova, Borjana; Rachev, Svetlozar T.; Fabozzi, Frank J.
11
2010
Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals. Zbl 1131.62013
Samorodnitsky, Gennady; Rachev, Svetlozar T.; Kurz-Kim, Jeong-Ryeol; Stoyanov, Stoyan V.
10
2007
Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case. Zbl 1255.91395
Stoyanov, Stoyan; Samorodnitsky, Gennady; Rachev, Svetlozar T.; Ortobelli, Sergio
8
2006
The proper use of risk measures in portfolio theory. Zbl 1117.91035
Ortobelli, Sergio; Rachev, Svetlozar T.; Stoyanov, Stoyan; Fabozzi, Frank J.; Biglova, Almira
8
2005
Multivariate skewed Student’s \(t\) copula in the analysis of nonlinear and asymmetric dependence in the German equity market. Zbl 1193.91183
Sun, Wei; Rachev, Svetlozar; Stoyanov, Stoyan V.; Fabozzi, Frank J.
5
2008
Computing VaR and AVaR of skewed-T distribution. Zbl 1158.91394
Dokov, Steftcho; Stoyanov, Stoyan V.; Rachev, Svetlozar T.
5
2008
Metrization of stochastic dominance rules. Zbl 1282.91162
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
3
2012
Stable ETL optimal portfolios and extreme risk management. Zbl 1154.91471
Rachev, Svetlozar T.; Martin, R. Douglas; Racheva, Borjana; Stoyanov, Stoyan
3
2009
Portfolio choice with heavy tailed distributions. Zbl 1152.91545
Ortobelli, Sergio; Biglova, Almira; Huber, Isabella; Racheva, Borjana; Stoyanov, Stoyan
3
2005
Construction of probability metrics on classes of investors. Zbl 1178.91046
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
2
2009
Numerical methods for stable modeling in financial risk management. Zbl 1126.91376
Stoyanov, Stoyan; Racheva-Jotova, Borjana
2
2004
Univariate stable laws in the field of finance – approximation of density and distribution functions. Zbl 1068.60032
Stoyanov, Stoyan; Racheva-Iotova, Borjana
2
2004
Periodic portfolio revision with transaction costs. Zbl 1320.91135
Georgiev, Krastyu; Kim, Young Shin; Stoyanov, Stoyan
1
2015
A note on the impact of nonlinear reward and risk measures. Zbl 1197.91175
Biglova, Almira; Ortobelli, Sergio; Rachev, Svetlozar (Zari) T.; Stoyanov, Stoyan
1
2010
Portfolio selection based on a simulated copula. Zbl 1197.91180
Ortobelli, Sergio; Biglova, Almira; Rachev, Svetlozar (Zari) T.; Stoyanov, Stoyan
1
2010
Asymptotic distribution of the sample average value-at-risk in the case of heavy-tailed returns. Zbl 1158.91389
Stoyanov, Stoyan V.; Rachev, Svetlozar T.
1
2008
Asymptotic distribution of the sample average value-at-risk. Zbl 1132.62088
Stoyanov, Stoyan V.; Rachev, Svetlozar T.
1
2008
Univariate stable laws in the field of finance – parameter estimation. Zbl 1110.62148
Stoyanov, Stoyan; Racheva-Iotova, Borjana
1
2004
Periodic portfolio revision with transaction costs. Zbl 1320.91135
Georgiev, Krastyu; Kim, Young Shin; Stoyanov, Stoyan
1
2015
The methods of distances in the theory of probability and statistics. Zbl 1280.60005
Rachev, Svetlozar T.; Klebanov, Lev B.; Stoyanov, Stoyan V.; Fabozzi, Frank J.
21
2013
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics. Zbl 1269.91082
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
11
2013
Metrization of stochastic dominance rules. Zbl 1282.91162
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
3
2012
Stochastic models for risk estimation in volatile markets: a survey. Zbl 1233.91332
Stoyanov, Stoyan V.; Racheva-Iotova, Borjana; Rachev, Svetlozar T.; Fabozzi, Frank J.
11
2010
A note on the impact of nonlinear reward and risk measures. Zbl 1197.91175
Biglova, Almira; Ortobelli, Sergio; Rachev, Svetlozar (Zari) T.; Stoyanov, Stoyan
1
2010
Portfolio selection based on a simulated copula. Zbl 1197.91180
Ortobelli, Sergio; Biglova, Almira; Rachev, Svetlozar (Zari) T.; Stoyanov, Stoyan
1
2010
Stable ETL optimal portfolios and extreme risk management. Zbl 1154.91471
Rachev, Svetlozar T.; Martin, R. Douglas; Racheva, Borjana; Stoyanov, Stoyan
3
2009
Construction of probability metrics on classes of investors. Zbl 1178.91046
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
2
2009
Desirable properties of an ideal risk measure in portfolio theory. Zbl 1153.91557
Rachev, Svetlozar; Ortobelli, Sergio; Stoyanov, Stoyan; Fabozzi, Frank J.; Biglova, Almira
18
2008
Multivariate skewed Student’s \(t\) copula in the analysis of nonlinear and asymmetric dependence in the German equity market. Zbl 1193.91183
Sun, Wei; Rachev, Svetlozar; Stoyanov, Stoyan V.; Fabozzi, Frank J.
5
2008
Computing VaR and AVaR of skewed-T distribution. Zbl 1158.91394
Dokov, Steftcho; Stoyanov, Stoyan V.; Rachev, Svetlozar T.
5
2008
Asymptotic distribution of the sample average value-at-risk in the case of heavy-tailed returns. Zbl 1158.91389
Stoyanov, Stoyan V.; Rachev, Svetlozar T.
1
2008
Asymptotic distribution of the sample average value-at-risk. Zbl 1132.62088
Stoyanov, Stoyan V.; Rachev, Svetlozar T.
1
2008
Optimal financial portfolios. Zbl 1151.91542
Stoyanov, S. V.; Rachev, S. T.; Fabozzi, F. J.
19
2007
Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals. Zbl 1131.62013
Samorodnitsky, Gennady; Rachev, Svetlozar T.; Kurz-Kim, Jeong-Ryeol; Stoyanov, Stoyan V.
10
2007
Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case. Zbl 1255.91395
Stoyanov, Stoyan; Samorodnitsky, Gennady; Rachev, Svetlozar T.; Ortobelli, Sergio
8
2006
The proper use of risk measures in portfolio theory. Zbl 1117.91035
Ortobelli, Sergio; Rachev, Svetlozar T.; Stoyanov, Stoyan; Fabozzi, Frank J.; Biglova, Almira
8
2005
Portfolio choice with heavy tailed distributions. Zbl 1152.91545
Ortobelli, Sergio; Biglova, Almira; Huber, Isabella; Racheva, Borjana; Stoyanov, Stoyan
3
2005
Numerical methods for stable modeling in financial risk management. Zbl 1126.91376
Stoyanov, Stoyan; Racheva-Jotova, Borjana
2
2004
Univariate stable laws in the field of finance – approximation of density and distribution functions. Zbl 1068.60032
Stoyanov, Stoyan; Racheva-Iotova, Borjana
2
2004
Univariate stable laws in the field of finance – parameter estimation. Zbl 1110.62148
Stoyanov, Stoyan; Racheva-Iotova, Borjana
1
2004
all top 5

Cited by 235 Authors

12 Fabozzi, Frank J.
9 Rachev, Svetlozar T.
7 Ortobelli, Sergio
6 Tichý, Tomáš
5 Stoyanov, Stoyan V.
4 Bianchi, Michele Leonardo
4 Kreinovich, Vladik Yakovlevich
3 Chudziak, Jacek
3 Mehra, Aparna
3 Sharma, Amita
2 Boudt, Kris
2 Cárcamo, Javier
2 Dentcheva, Darinka
2 Goel, Anubha
2 Kim, Young Shin S.
2 Kouaissah, Noureddine
2 Lando, Tommaso
2 Ortobelli Lozza, Sergio
2 Penev, Spiridon I.
2 Petronio, Filomena
2 Shalit, Haim
2 Tassinari, Gian Luca
1 Adcock, C. J.
1 Alessi, Alessio A.
1 Aminghafari, Mina
1 Andriosopoulos, Kostas
1 Ardia, David
1 Asian, Sobhan
1 Auer, Benjamin R.
1 Avendaño-Garrido, Martha Lorena
1 Bachoc, François
1 Baíllo, Amparo
1 Balbás, Alejandro
1 Balbás, Beatriz
1 Balbás, Raquel
1 Barragan, Pedro
1 Başoğlu, İsmail
1 Batyrshin, Il’dar Zakirzyanovich
1 Bellahnid, Abdellatif
1 Benaïm, Michel
1 Beneš, Viktor
1 Berger, Arno
1 Biglova, Almira
1 Bolliger, Guido
1 Bonaccolto, Giovanni
1 Borwein, Jonathan Michael
1 Boyd, Stephen Poythress
1 Brito, Irene
1 Broda, Simon A.
1 Bronshteĭn, Efim Mikhaĭlovich
1 Broto, Baptiste
1 Cai, Zongwu
1 Caporin, Massimiliano
1 Cassader, Marco
1 Cattiaux, Patrick
1 Cesarone, Francesco
1 Chen, Zhiping
1 Chiangpradit, Monchaya
1 Chudziak, Małgorzata
1 Cifarelli, Donato Michele
1 Cloez, Bertrand
1 Cornilly, Dries
1 Cuevas, Antonio
1 Cui, Yunwei
1 Danielsson, Jon
1 De C. Ceregatti, Rafael
1 de Vries, Casper G.
1 Di Pierro, Massimo
1 Doganoglu, Toker
1 Dolera, Emanuele
1 Doumpos, Michael
1 Dumrongpokaphan, Thongchai
1 Dupačová, Jitka
1 Faghih-Roohi, Shahrzad
1 Fisher, Thomas J.
1 Fulga, Cristinca
1 Gabriel-Arguelles, J. Rigoberto
1 Gagnon-Fleury, Jean-Philippe
1 Galariotis, Emilios
1 Gamboa, Fabrice
1 Georgiev, Krastyu
1 Getman, Konstantin
1 Giacometti, Rosella
1 Gokhale, Arun M.
1 González-Hernández, Juan
1 González-Pedraz, Carlos
1 Gorji, Ferdos
1 Grechuk, Bogdan
1 Guillin, Arnaud
1 Gusak, Yu. V.
1 Haas, Markus
1 Hallin, Marc
1 Hanke, Michael
1 Hartz, Christoph
1 Haskell, William Benjamin
1 Hitaj, Asmerilda
1 Höchstötter, Markus
1 Howlett, Phil G.
1 Huang, Dashan
1 Izbicki, Rafael
...and 135 more Authors
all top 5

Cited in 53 Serials

18 Annals of Operations Research
8 Journal of Econometrics
7 European Journal of Operational Research
5 International Journal of Theoretical and Applied Finance
4 Journal of Computational and Applied Mathematics
4 Quantitative Finance
3 Insurance Mathematics & Economics
3 Computational Statistics and Data Analysis
3 SIAM Journal on Optimization
3 Computational Management Science
2 Journal of Applied Probability
2 Methodology and Computing in Applied Probability
2 Thai Journal of Mathematics
2 Journal of Statistical Theory and Practice
2 Electronic Journal of Statistics
1 Metrika
1 Moscow University Mathematics Bulletin
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Numerical Functional Analysis and Optimization
1 Theoretical Computer Science
1 Optimization
1 International Journal of Approximate Reasoning
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Economics Letters
1 The Annals of Applied Probability
1 Journal of Global Optimization
1 Aequationes Mathematicae
1 Automation and Remote Control
1 Communications in Statistics. Simulation and Computation
1 Cybernetics and Systems Analysis
1 Computational Optimization and Applications
1 Computational Economics
1 Journal of Computer and Systems Sciences International
1 Applied Mathematical Finance
1 Bernoulli
1 Mathematical Methods of Operations Research
1 Mathematical Inequalities & Applications
1 The Econometrics Journal
1 RAIRO. Operations Research
1 OR Spectrum
1 Journal of Numerical Mathematics
1 Statistical Methods and Applications
1 Advances in Data Analysis and Classification. ADAC
1 Optimization Letters
1 The Annals of Applied Statistics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Journal of Mathematics in Industry
1 Carpathian Mathematical Publications

Citations by Year