Plamen Patev

I Shou University, Department of International Finance

Associate Professor

No.1, Sec. 1, Syuecheng Rd., Dashu District,

Kaohsiung, 84001

Taiwan

ABIR Analytics

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 20,895

SSRN RANKINGS

Top 20,895

in Total Papers Downloads

3,462

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (12)

1.

The Day of the Week Effect in the Central European Transition Stock Markets

Tsenov Academy of Economics Finance and Credit Working Paper No. 03-06
Number of pages: 17 Posted: 05 Sep 2003
I Shou University, Department of International Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 761 (46,788)
Citation 2

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Day-of-the-week effect, Central European Transition Stock

2.

Stock Market Crises and Portfolio Diversification in Central and Eastern Europe

Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 03-02
Number of pages: 30 Posted: 06 Mar 2003
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 566 (68,659)
Citation 4

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Central and Eastern Europe, Stock market integration, Co-integration, Portfolio diversification

3.

Modelling and Forecasting the Volatility of Thin Emerging Stock Markets: The Case of Bulgaria

Number of pages: 11 Posted: 19 Apr 2004
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 519 (76,477)
Citation 1

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Bulgarian stock market, volatility, EWMA, Value-at-Risk

4.

Modelling and Forecasting the Volatility of the Central European Stock Market

Number of pages: 23 Posted: 22 Mar 2004
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 513 (77,594)
Citation 2

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Central Europe, CESI index, stock market volatility, asymmetric GARCH models

5.

Bank Privatisation in Central and Eastern Europe Through the View of the Western European Stock Markets

Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 02-23
Number of pages: 26 Posted: 06 Mar 2003
I Shou University, Department of International Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 424 (97,294)

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Central and Eastern European Countries, Bank privatisation, Event-study analysis, GARCH

6.

Stock Market Volatility Changes in Central Europe Caused By Asian and Russian Financial Crises

Tsenov Academy of Economics Department of Finance and Credit Working Paper No.03-01
Number of pages: 28 Posted: 06 Mar 2003
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 273 (156,839)
Citation 3

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Central and Eastern Europe, Stock Markets, Financial Crises, Market Volatility, GARCH

7.

Day of the Week Effect in the Central and Eastern European Transition Stock Markets and Higher Moments of Security Returns

Number of pages: 18 Posted: 06 Feb 2004
University of Macedonia - Accounting and Finance, University of Macedonia, I Shou University, Department of International Finance and New Bulgarian University
Downloads 167 (246,852)

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Day of the week effect, Central European Transition Stock Markets

8.

Discussion of Active Risk Models

Risk Management Research Series
Number of pages: 7 Posted: 14 Mar 2019
Plamen Patev, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance and D. A. Tsenov Academy of EconomicsABIR Analytics
Downloads 82 (409,013)

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Active Risk, Alpha, Beta, Residual Return

9.

Simple Valuation Methods: Franchise Value Approach

Alpha-Beta IR Analytics, Equity Research Series, 2018
Number of pages: 9 Posted: 13 Mar 2019
Kaloyan Petkov, Kaloyan Petkov and Plamen Patev
D. A. Tsenov Academy of EconomicsABIR Analytics and I Shou University, Department of International Finance
Downloads 75 (433,560)

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Equity Value, Franchise Value, ROE, Cost of Capital

10.

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, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance and D. A. Tsenov Academy of EconomicsABIR Analytics
Downloads 69 (450,057)

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market timing, alpha, active management, volatility

11.

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
I Shou University, Department of International Finance, D. A. Tsenov Academy of Economics and D. A. Tsenov Academy of EconomicsABIR Analytics
Downloads 13 (760,385)

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

12.

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, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance and D. A. Tsenov Academy of EconomicsABIR Analytics

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