Svetlozar T. Rachev

Texas Tech University

2500 Broadway

Lubbock, TX 79409

United States

  • Texas Tech University

SCHOLARLY PAPERS

4

DOWNLOADS

625

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

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1.

Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach

Number of pages: 30 Posted: 02 Mar 2020
Svetlozar T. Rachev, Stoyan V. Stoyanov, Stefan Mittnik, Frank J. Fabozzi and Abootaleb Shirvani
Texas Tech University, Charles Schwab, Ludwig Maximilian University of Munich (LMU), EDHEC Business School and Texas Tech University - Department of Mathematics and Statistics
Downloads 330 (142,342)

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Behavioral Finance, Rational Finance

2.

Equity Premium Puzzle or Faulty Economic Modelling?

Number of pages: 13 Posted: 04 Mar 2020
Abootaleb Shirvani, Stoyan V. Stoyanov, Frank J. Fabozzi and Svetlozar T. Rachev
Texas Tech University - Department of Mathematics and Statistics, Charles Schwab, EDHEC Business School and Texas Tech University
Downloads 155 (292,055)
Citation 1

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Rational Finance, Equity Premium Puzzle, Normal compound inverse Gaussian distribution

3.

A New Set of Financial Instruments

Number of pages: 20 Posted: 26 Nov 2019
Abootaleb Shirvani, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank J. Fabozzi
Texas Tech University - Department of Mathematics and Statistics, Charles Schwab, Texas Tech University and EDHEC Business School
Downloads 79 (465,361)
Citation 2

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option pricing, hedging, Merton's jump diffusion model, stochastic volatility model, tail-loss ratio risk measure

4.

Multiple Subordinated Modeling of Asset Returns: Implications for Option Pricing

Number of pages: 36 Posted: 09 Apr 2020
Abootaleb Shirvani, Svetlozar T. Rachev and Frank J. Fabozzi
Texas Tech University - Department of Mathematics and Statistics, Texas Tech University and EDHEC Business School
Downloads 61 (534,122)

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Behavioral finance; dynamic asset pricing models; Levy-stable distribution; normal compound inverse Gaussian distribution; variance-gamma-gamma distribution