Stoyan V. Stoyanov

Available identifiers

zbMath Open stoyanov.stoyan-vMaRDI QIDQ993725

List of research outcomes

Publication	Date of Publication	Type
Computational aspects of portfolio risk estimation in volatile markets: a survey	2023-03-13	Paper
PRICING DERIVATIVES IN HERMITE MARKETS	2019-11-08	Paper
Probability metrics with applications in finance	2019-09-13	Paper
FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET	2018-01-11	Paper
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics	2013-08-07	Paper
The Methods of Distances in the Theory of Probability and Statistics	2012-09-12	Paper
Metrization of stochastic dominance rules	2012-05-07	Paper
Stochastic models for risk estimation in volatile markets: a survey	2010-09-20	Paper
Portfolio selection based on a simulated copula	2010-08-27	Paper
A note on the impact of nonlinear reward and risk measures	2010-08-27	Paper
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market	2010-07-02	Paper
Construction of probability metrics on classes of investors	2009-12-21	Paper
Computing VaR and AVaR of skewed-T distribution	2009-04-14	Paper
Asymptotic distribution of the sample average value-at-risk in the case of heavy-tailed returns	2009-04-14	Paper
Stable ETL Optimal Portfolios and Extreme Risk Management	2009-02-26	Paper
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY	2008-08-26	Paper
Price dynamics in a strategic model of trade between two regions	2008-05-20	Paper
Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals	2008-03-06	Paper
Asymptotic distribution of the sample average value-at-risk	2008-03-06	Paper
Optimal Financial Portfolios	2008-01-31	Paper
Computing the portfolio conditional value-at-risk in the \(\alpha\)-stable case	2007-01-30	Paper
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY	2006-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q5477703	2006-07-06	Paper
Univariate stable laws in the field of finance -- parameter estimation	2006-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q3374069	2006-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q5694265	2005-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q4680648	2005-06-07	Paper
Calibration of a basket option model applied to company valuation	2003-07-16	Paper

Research outcomes over time

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