Stoyan V. Stoyanov

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Person:993725

Available identifiers

zbMath Open stoyanov.stoyan-vMaRDI QIDQ993725

List of research outcomes





PublicationDate of PublicationType
Computational aspects of portfolio risk estimation in volatile markets: a survey2023-03-13Paper
PRICING DERIVATIVES IN HERMITE MARKETS2019-11-08Paper
Probability metrics with applications in finance2019-09-13Paper
FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET2018-01-11Paper
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics2013-08-07Paper
The Methods of Distances in the Theory of Probability and Statistics2012-09-12Paper
METRIZATION OF STOCHASTIC DOMINANCE RULES2012-05-07Paper
Stochastic models for risk estimation in volatile markets: a survey2010-09-20Paper
https://portal.mardi4nfdi.de/entity/Q35834182010-08-27Paper
https://portal.mardi4nfdi.de/entity/Q35834192010-08-27Paper
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market2010-07-02Paper
Construction of probability metrics on classes of investors2009-12-21Paper
https://portal.mardi4nfdi.de/entity/Q36204992009-04-14Paper
https://portal.mardi4nfdi.de/entity/Q36205082009-04-14Paper
Stable ETL Optimal Portfolios and Extreme Risk Management2009-02-26Paper
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY2008-08-26Paper
Price dynamics in a strategic model of trade between two regions2008-05-20Paper
https://portal.mardi4nfdi.de/entity/Q54459762008-03-06Paper
https://portal.mardi4nfdi.de/entity/Q54474312008-03-06Paper
Optimal Financial Portfolios2008-01-31Paper
https://portal.mardi4nfdi.de/entity/Q34176872007-01-30Paper
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY2006-10-16Paper
https://portal.mardi4nfdi.de/entity/Q54776822006-07-06Paper
https://portal.mardi4nfdi.de/entity/Q54777032006-07-06Paper
https://portal.mardi4nfdi.de/entity/Q33740692006-03-09Paper
https://portal.mardi4nfdi.de/entity/Q56942652005-09-29Paper
https://portal.mardi4nfdi.de/entity/Q46806482005-06-07Paper
Calibration of a basket option model applied to company valuation2003-07-16Paper

Research outcomes over time

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