Kaloyan Petkov

ABIR Analytics

D. A. Tsenov Academy of Economics

2 Em. Chakarov str.

Svishtov, Veliko Tarnovo 5250

Bulgaria

SCHOLARLY PAPERS

6

DOWNLOADS

203

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Discussion of Active Risk Models

Risk Management Research Series
Number of pages: 7 Posted: 14 Mar 2019
Plamen Patev and Kaloyan Petkov
I Shou University, Department of International Finance and ABIR Analytics
Downloads 64 (392,898)

Abstract:

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Active Risk, Alpha, Beta, Residual Return

2.

Maximize Market Timing Returns: Implementing Volatility-Weighted Bets

Alpha Beta IR Analytics, Active Portfolio Management Series, 2018
Number of pages: 10 Posted: 13 Mar 2019
Plamen Patev and Kaloyan Petkov
I Shou University, Department of International Finance and ABIR Analytics
Downloads 62 (399,355)

Abstract:

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market timing, alpha, active management, volatility

3.

Simple Valuation Methods: Franchise Value Approach

Alpha-Beta IR Analytics, Equity Research Series, 2018
Number of pages: 9 Posted: 13 Mar 2019
Kaloyan Petkov and Plamen Patev
ABIR Analytics and I Shou University, Department of International Finance
Downloads 36 (500,509)

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Equity Value, Franchise Value, ROE, Cost of Capital

4.

Evaluation of Exogenous Variables as P/E Determinants: Theoretical Aspects and Empirical Evidences of Balkan Capital Markets (2012–2015)

Number of pages: 16 Posted: 12 Jul 2016 Last Revised: 07 Jun 2017
Andrey Zahariev, Tsvetan Pavlov and Kaloyan Petkov
D. A. Tsenov Academy of Economics, D. A. Tsenov Academy of Economics and ABIR Analytics
Downloads 31 (525,554)

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P/E ratio, fundamental analysis, exogenous variables, Balkan capital markets, public companies

5.

RISK ATTRIBUTION ANALYSIS FOR SOUTH EAST ASIAN MARKETS

Poslovna ekonomija, 2015. vol. 9, no. 2, pp. 9-26
Number of pages: 18 Posted: 28 Dec 2018
Plamen Patev, Nikolay Iliev and Kaloyan Petkov
I Shou University, Department of International Finance, D. A. Tsenov Academy of Economics and ABIR Analytics
Downloads 10 (661,852)

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Risk attribution, Return decomposition, Multifactor model, South East Asia, Emerging markets, Stock Risk Exposure

6.

Comparing Strategy Risk Models on the Taiwanese Stock Market

Patev, P., and K. Petkov. 2018. "Comparing Strategy Risk Models on the Taiwanese Stock Market." The Journal of Wealth Management 21 (3): 79-93
Posted: 20 Dec 2018
Plamen Patev and Kaloyan Petkov
I Shou University, Department of International Finance and ABIR Analytics

Abstract:

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active portfolio management, active risk, strategy risk, emerging markets