- use of more
general stable distributions instead.
Stefan Mittnik and
Svetlozar Rachev presented strategies for
deriving optimal portfolios in such settings...
-
Svetlozar (Zari)
Todorov Rachev is a
professor at
Texas Tech
University who
works in the
field of
mathematical finance,
probability theory, and statistics...
- 6234. Springer. pp. 504–511. doi:10.1007/978-3-642-15461-4_50. Rachev;
Svetlozar T., Menn, Christian; Fabozzi,
Frank J. (2005), Fat
Tailed and
Skewed ****et...
- Strategies: 7th edition.
Upper Saddle River, New Jersey:
Prentice Hall. Rachev,
Svetlozar T; John S.J. Hsu;
Biliana Bagasheva;
Frank J.
Fabozzi (2008). Bayesian...
- "Mathematicians must get out of
their ivory towers".
Financial Times.
Svetlozar T. Rachev;
Frank J. Fabozzi;
Christian Menn (2005). Fat-Tailed and Skewed...
- Univ. Press. p. 172. ISBN 978-0-521-59271-0. Klebanov, Lev B.; Rachev,
Svetlozar T.; Fabozzi,
Frank J. (2009). "Loss
Functions and the
Theory of Unbiased...
- the stock.
Convergence trade Johansen test Kanamura, Takashi; Rachev,
Svetlozar; Fabozzi,
FranK (5 July 2008). "The
Application of
Pairs Trading to Energy...
- 5. She
entered the
House on Day 1 and was the
first evicted on Day 8.
Svetlozar Savov "Zarko" is a MMA
fighter and
former boyfriend of Desislava. He entered...
-
Pacific Grove, Calif. :
Wadsworth & Brooks/Cole. ISBN 0-534-10050-3. Račev,
Svetlozar T. (1991).
Probability metrics and the
stability of
stochastic models...
- Rachev,
Svetlozar T.;, Bianchi, M.L.; Fabozzi, F.J. (2007) "A New
Tempered Stable Distribution and Its
Application to Finance". In:
Georg Bol,
Svetlozar T....
