Boryana Racheva-Iotova

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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267

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

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1.

Numerical Methods for Stable Modeling in Financial Risk Management

HANDBOOK OF COMPUTATIONAL AND NUMERICAL METHODS IN FINANCE, pp. 299-329, S. Rachev, ed., Birkhauser, 2004
Number of pages: 33 Posted: 23 Dec 2010
Stoyan V. Stoyanov and Boryana Racheva-Iotova
Charles Schwab and affiliation not provided to SSRN
Downloads 152 (295,913)

Abstract:

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stable distributions, risk management

2.

Stochastic Models for Risk Estimation in Volatile Markets: A Survey

Annals of Operation Research, Vol. 176, No. 1, 2010
Number of pages: 22 Posted: 24 Dec 2010
Stoyan V. Stoyanov, Svetlozar Rachev, Boryana Racheva-Iotova and Frank J. Fabozzi
Charles Schwab, Texas Tech University, affiliation not provided to SSRN and EDHEC Business School
Downloads 115 (366,034)
Citation 2

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Fat-Tailed Distributions, Stable Distributions, Downside Risk, Average Value-at-Risk, Conditional Value-at-Risk, Risk Budgeting

3.

Fat-Tailed Models for Risk Estimation

Journal of Portfolio Management, Vol. 37, No. 2, 2011
Posted: 26 Feb 2011
Stoyan V. Stoyanov, Svetlozar Rachev, Boryana Racheva-Iotova and Frank J. Fabozzi
Charles Schwab, Texas Tech University, affiliation not provided to SSRN and EDHEC Business School

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Fat-Tailed Distributions, Tempered Stable Distributions, Extreme Value Theory, Student's T Distribution, Risk Measurement