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Svetlozar T., Rachev
269  Ergebnisse:
Personensuche X
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1

A rational finance explanation of the stock predictability ..:

Shirvani, Abootaleb ; Rachev, Svetlozar T. ; Fabozzi, Frank J.
Review of Financial Economics.  42 (2024)  3 - p. 316-327 , 2024
Link: https://doi.org/10.1002/..
 
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2

Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–..:

Lindquist, W. Brent ; Rachev, Svetlozar T. ; Gnawali, Jagdish.
Risks.  12 (2024)  9 - p. 136 , 2024
Link: https://doi.org/10.3390/..
 
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3

Sustainability-valued discrete option pricing in complete m..:

Hu, Yuan ; Lindquist, W. Brent ; Rachev, Svetlozar T.
Journal of Sustainable Finance & Investment.  , 2024
Link: https://doi.org/10.1080/..
 
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4

Hedonic Models Incorporating Environmental, Social, and Gov..:

Bailey, Jason R. ; Lindquist, W. Brent ; Rachev, Svetlozar T.
Journal of Risk and Financial Management.  17 (2024)  8 - p. 375 , 2024
Link: https://doi.org/10.3390/..
 
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5

Alternatives to classical option pricing:

Lindquist, W. Brent ; Rachev, Svetlozar T.
Annals of Operations Research.  , 2024
Link: https://doi.org/10.1007/..
 
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6

Option Pricing Using a Skew Random Walk Binary Tree:

Hu, Yuan ; Lindquist, W. Brent ; Rachev, Svetlozar T..
Journal of Risk and Financial Management.  17 (2024)  4 - p. 138 , 2024
Link: https://doi.org/10.3390/..
 
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7

Portfolio analysis with mean-CVaR and mean-CVaR-skewness cr..:

Abudurexiti, Nuerxiati ; He, Kai ; Hu, Dongdong...
Annals of Operations Research.  336 (2023)  1-2 - p. 945-966 , 2023
Link: https://doi.org/10.1007/..
 
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8

Heavy-Tailed Probability Distributions: Some Examples of Th..:

Klebanov, Lev B. ; Kuvaeva-Gudoshnikova, Yulia V. ; Rachev, Svetlozar T.
Mathematics.  11 (2023)  14 - p. 3094 , 2023
Link: https://doi.org/10.3390/..
 
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9

ν-Generalized Hyperbolic Distributions:

Klebanov, Lev ; Rachev, Svetlozar T.
Journal of Risk and Financial Management.  16 (2023)  4 - p. 251 , 2023
Link: https://doi.org/10.3390/..
 
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10

Diversification with International REITs:

, In: Dynamic Modeling and Econometrics in Economics and Finance; Advanced REIT Portfolio Optimization,
Lindquist, W. Brent ; Rachev, Svetlozar T. ; Hu, Yuan. - p. 73-86 , 2022
Link: https://doi.org/10.1007/..
 
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11

Hedonic Models of Real Estate Prices: GAM Models; Environme..:

Bailey, Jason Robert ; Lauria, Davide ; Lindquist, W. Brent..
Journal of Risk and Financial Management.  15 (2022)  12 - p. 601 , 2022
Link: https://doi.org/10.3390/..
 
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12

Inclusion of ESG Ratings in Option Pricing:

, In: Dynamic Modeling and Econometrics in Economics and Finance; Advanced REIT Portfolio Optimization,
Lindquist, W. Brent ; Rachev, Svetlozar T. ; Hu, Yuan. - p. 247-258 , 2022
Link: https://doi.org/10.1007/..
 
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13

The Real Estate Investment Market: The Current State and Wh..:

, In: Dynamic Modeling and Econometrics in Economics and Finance; Advanced REIT Portfolio Optimization,
Lindquist, W. Brent ; Rachev, Svetlozar T. ; Hu, Yuan. - p. 1-12 , 2022
Link: https://doi.org/10.1007/..
 
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14

Backtesting:

, In: Dynamic Modeling and Econometrics in Economics and Finance; Advanced REIT Portfolio Optimization,
Lindquist, W. Brent ; Rachev, Svetlozar T. ; Hu, Yuan. - p. 113-129 , 2022
Link: https://doi.org/10.1007/..
 
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15

Dynamic Portfolio Optimization: Beyond MPT:

, In: Dynamic Modeling and Econometrics in Economics and Finance; Advanced REIT Portfolio Optimization,
Lindquist, W. Brent ; Rachev, Svetlozar T. ; Hu, Yuan. - p. 93-112 , 2022
Link: https://doi.org/10.1007/..
 
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