Svetlozar Rachev
Svetlozar "Zari" Todorov Rachev is a professor at Texas Tech University who works in the field of mathematical finance, probability theory, and statistics. He is known for his work in probability metrics, derivative pricing, financial risk modeling, and econometrics. In the practice of risk management, he is the originator of the methodology behind the flagship product of FinAnalytica.
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Stochastic Programming Methods in Asset-Liability Management
Published 2005-03-01Get full text
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VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns
Published 2006-12-01Get full text
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The implied views of bond traders on the spot equity market
Published 2023-12-01Get full text
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An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns
Published 2006-09-01Get full text
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Profitability of Momentum Strategies: Application of Novel Risk/Return Ratio Stock Selection Criteria
Published 2005-01-01Get full text
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Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes
Published 2024-05-01Get full text
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