Svetlozar T. Rachev

Texas Tech University

2500 Broadway

Lubbock, TX 79409

United States

SCHOLARLY PAPERS

4

DOWNLOADS

395

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

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

Number of pages: 30 Posted: 02 Mar 2020
Texas Tech University, Charles Schwab, Ludwig Maximilian University of Munich (LMU), EDHEC Business School and Texas Tech University - Department of Mathematics and Statistics
Downloads 215 (162,652)

Abstract:

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Behavioral Finance, Rational Finance

2.

Equity Premium Puzzle or Faulty Economic Modelling?

Number of pages: 13 Posted: 04 Mar 2020
Texas Tech University - Department of Mathematics and Statistics, Charles Schwab, EDHEC Business School and Texas Tech University
Downloads 91 (320,842)

Abstract:

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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
Texas Tech University - Department of Mathematics and Statistics, Charles Schwab, Texas Tech University and EDHEC Business School
Downloads 49 (444,400)
Citation 2

Abstract:

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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 40 (481,682)

Abstract:

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