Svetlozar T. Rachev
Texas Tech University(US)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Stochastic processes and financial applications, Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Risk and Portfolio Optimization
Most-Cited Works
- → Probability Metrics and the Stability of Stochastic Models(1992)744 cited
- Stable Paretian Models in Finance(2000)
- → Mass Transportation Problems(1998)566 cited
- → Modeling asset returns with alternative stable distributions(1993)298 cited
- → The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications(1985)294 cited
- → Different Approaches to Risk Estimation in Portfolio Theory(2004)254 cited
- Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing(2005)
- → The Methods of Distances in the Theory of Probability and Statistics