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Stoyan Veselinov Stoyanov · Study
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Author
Stoyan Veselinov Stoyanov
17 works
· latest 2016
· 3 institutions
cluster: provisional
ORCID 0000-0003-2775-1800
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14
Citations
1,247
Works here
17
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16
Most cited in this library
Different Approaches to Risk Estimation in Portfolio Theory
2004 · 253 citations
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
2008 · 150 citations
Momentum strategies based on reward–risk stock selection criteria
2007 · 115 citations
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
2008 · 115 citations
Optimal Financial Portfolios
2007 · 109 citations
Works
17 shown
Do staggered boards harm shareholders?
Journal of Financial Economics
·
2016
·
2 authors
·
Open access
60
citations
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Annals of Operations Research
·
2012
·
3 authors
45
citations
A Probability Metrics Approach to Financial Risk Measures
Wiley eBooks
·
2011
·
3 authors
·
book
77
citations
Choice under Uncertainty
·
2011
·
3 authors
·
other
1
citations
Stochastic Dominance Revisited
·
2011
·
3 authors
·
other
0
citations
Fat-Tailed Models for Risk Estimation
The Journal of Portfolio Management
·
2011
·
4 authors
·
Open access
60
citations
Distortion Risk Measures in Portfolio Optimization
Springer eBooks
·
2009
·
6 authors
·
chapter
58
citations
Construction of probability metrics on classes of investors
Economics Letters
·
2009
·
3 authors
2
citations
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
Studies in Nonlinear Dynamics and Econometrics
·
2008
·
3 authors
49
citations
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
·
2008
·
3 authors
·
book
150
citations
DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
International Journal of Theoretical and Applied Finance
·
2008
·
5 authors
·
Open access
115
citations
Optimal Financial Portfolios
Applied Mathematical Finance
·
2007
·
3 authors
·
Open access
109
citations
Momentum strategies based on reward–risk stock selection criteria
Journal of Banking & Finance
·
2007
·
4 authors
115
citations
Computing the portfolio Conditional Value-at-Risk in the Alfa-stable case
SSRN Electronic Journal
·
2006
·
4 authors
·
preprint
·
Open access
45
citations
THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY
International Journal of Theoretical and Applied Finance
·
2005
·
5 authors
74
citations
An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks
Springer eBooks
·
2005
·
4 authors
·
chapter
34
citations
Different Approaches to Risk Estimation in Portfolio Theory
The Journal of Portfolio Management
·
2004
·
4 authors
253
citations