Rossen Trendafilov

St. Thomas Aquinas College - Business School

Assistant Professor of Finance

125 NY-340

Sparkill, NY 10976

United States

SCHOLARLY PAPERS

5

DOWNLOADS

292

CITATIONS

0

Scholarly Papers (5)

1.

Regime Identification in Limit Order Books

Number of pages: 49 Posted: 01 Dec 2012 Last Revised: 21 Nov 2017
Rossen Trendafilov and Erick W. Rengifo
St. Thomas Aquinas College - Business School and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
Downloads 148 (143,668)

Abstract:

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Market microstructure, Information regimes, Limit order books, Wavelets, Wavelet multi-resolution analysis

2.

Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection

Number of pages: 50 Posted: 21 Sep 2013
Erick W. Rengifo, Emanuela Trifan and Rossen Trendafilov
Fordham University - Department of Economics - Center for International Policy Studies (CIPS), Bayerngas Energy and St. Thomas Aquinas College - Business School
Downloads 45 (300,155)

Abstract:

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VaR, Non-Professional Investor, Prospect Theory, Non-Expected Utility

The Individually Acceptable Loss (IAL)

Number of pages: 22 Posted: 19 Sep 2013
Erick W. Rengifo, Emanuela Trifan and Rossen Trendafilov
Fordham University - Department of Economics - Center for International Policy Studies (CIPS), Bayerngas Energy and St. Thomas Aquinas College - Business School
Downloads 33 (408,856)

Abstract:

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market risk, prospect theory, loss aversion, capital allocation, Value-at-Risk

4.

Cloud Computing for MATLAB and R Users

Number of pages: 116 Posted: 27 Nov 2017
Michael Gallagher, Erick W. Rengifo and Rossen Trendafilov
St. Bonaventure University, Fordham University - Department of Economics - Center for International Policy Studies (CIPS) and St. Thomas Aquinas College - Business School
Downloads 0 (503,100)

Abstract:

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Cloud computing, Amazon Web Services, S3, EC2, Virtual Computing Instance, Linux R, MATLAB

5.

Chapter 23: Behavioral Portfolio Theory and Investment Management

Investor Behavior: The Psychology of Financial Planning and Investing. H. Kent Baker and Victor Ricciardi, editors, 421-438, Hoboken, NJ: John Wiley & Sons, Inc. , 2014.
Posted: 31 May 2014
Erick W. Rengifo, Rossen Trendafilov and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS), St. Thomas Aquinas College - Business School and Bayerngas Energy

Abstract:

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Mental accounting, loss aversion, prospect theory, security-potential/aspiration theory, behavioral portfolio theory, behavioral asset pricing model, behavioral finance, financial psychology, behavioural finance, behavioral economics, behavioural economics