Funds of hedge funds: a comparison among different portfolio optimization models implementing the zero-investment strategy by Rosella Giacometti, Svetlozar T. Rachev

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Review: algorithmic trading by Jan Fraenkle, Svetlozar T. Rachev

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Intraday spot foreign exchange market. Analysis of efficiency, liquidity and volatility by Anna Serbinenko, Svetlozar T. Rachev

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Stable Modeling of different European Power Markets by Christian Mugele, Svetlozar T. Rachev, Stefan Trück

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The Term Structure of Credit Spreads and Credit Default Swaps - an Empirical Investigation by Stefan Trück, Matthias Lau, Svetlozar T. Rachev

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R ratio optimization with heterogeneous assets using genetic algorithm by Michaei Stein, Svetlozar T. Rachev, Stoyan Stoyanov

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The world of funds of funds by Michael Stein, Svetlozar T. Rachev, Wei Sun

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Broad market risk for sector fund of funds: a copula-based dependence approach by Michael Stein, Svetlozar T. Rachev, Stoyan V. Stoyanov

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Modeling, Risk Assessment and Portfolio Optimization of Energy Futures by Almira Biglova, Takashi Kanamura, Svetlozar T. Rachev, Stoyan Stoyanov

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Heavy-Tailed Probability Distributions: Some Examples of Their Appearance by Lev B. Klebanov, Yulia V. Kuvaeva-Gudoshnikova, Svetlozar T. Rachev

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Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model by W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali, Frank J. Fabozzi

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A New Set of Financial Instruments by Abootaleb Shirvani, Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

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An Empirical Implementation of the Shadow Riskless Rate by Davide Lauria, Jiho Park, Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi

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