User profiles for S. T. Rachev
 | Svetlozar RachevProfessor of Applied Mathematics Verified email at ttu.edu Cited by 20712 |
The Monge–Kantorovich mass transference problem and its stochastic applications
ST Rachev - Theory of Probability & Its Applications, 1985 - SIAM
The Monge-Kantorovich problem (MKP) has been the center of attention of many specialists
in various areas of mathematics fora long timemditterential geometry (see [7],[50] and the …
in various areas of mathematics fora long timemditterential geometry (see [7],[50] and the …
[BOOK][B] Mass Transportation Problems: Volume I: Theory
ST Rachev, L Rüschendorf - 1998 - books.google.com
… as further extended in Rachev and Shortt (1990) we refer to the book of Rachev (1991c). …
financial support of ST Rachev in 1995 and 1996, which made this joint work possible. (3) …
financial support of ST Rachev in 1995 and 1996, which made this joint work possible. (3) …
[BOOK][B] Handbook of heavy tailed distributions in finance: Handbooks in finance, Book 1
ST Rachev - 2003 - books.google.com
The Handbooks in Finance are intended to be a definitive source for comprehensive and
accessible information in the field of finance. Each individual volume in the series should …
accessible information in the field of finance. Each individual volume in the series should …
[BOOK][B] Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing
ST Rachev, C Menn, FJ Fabozzi - 2005 - books.google.com
… Svetlozar Rachev’s research was supported by grants from Division of Mathematical, Life
and Physical Sciences, College of Letters and Science, University of California, Santa Barbara …
and Physical Sciences, College of Letters and Science, University of California, Santa Barbara …
[BOOK][B] Operational risk: a guide to Basel II capital requirements, models, and analysis
AS Chernobai, ST Rachev, FJ Fabozzi - 2008 - books.google.com
… in statistics and applied probability in2006 from theUniversityof California at Santa Barbara.
Her doctorate thesis focused on statistical modeling of operational riskin financial institutions…
Her doctorate thesis focused on statistical modeling of operational riskin financial institutions…
Modeling asset returns with alternative stable distributions
… Although a substantial body of subsequent empirical studies supported this position, the st
able Paretian model plays a minor role in current empirical work. While in the economics and …
able Paretian model plays a minor role in current empirical work. While in the economics and …
[BOOK][B] The basics of financial econometrics: Tools, concepts, and asset management applications
FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli - 2014 - books.google.com
… Rachev is holds a joint appointment at Stony Brook University, SUNY, as a professor in the …
, Santa Barbara in the Department of Statistics and Applied Probability. Professor Rachev has …
, Santa Barbara in the Department of Statistics and Applied Probability. Professor Rachev has …
Different approaches to risk estimation in portfolio theory
A Biglova, S Ortobelli, ST Rachev… - The Journal of Portfolio …, 2004 - pm-research.com
… SVETLOZAR RACHEV is a professor of econometrics, statistics, and mathematical finance
… We suggest two new performance measures (the Rachev ratio and the Rachev generalized …
… We suggest two new performance measures (the Rachev ratio and the Rachev generalized …
[BOOK][B] Financial econometrics: from basics to advanced modeling techniques
… Svetlozar Rachev’s research was supported by grants from the Division of Mathematical,
Life and Physical Sciences, College of Letters and Science, University of California, Santa …
Life and Physical Sciences, College of Letters and Science, University of California, Santa …
[BOOK][B] Mass transportation problems: Applications
ST Rachev, L Rüschendorf - 2006 - books.google.com
… as further extended in Rachev and Shortt (1990) we refer to the book of Rachev (1991c). …
financial support of ST Rachev in 1995 and 1996, which made this joint work possible. (3) …
financial support of ST Rachev in 1995 and 1996, which made this joint work possible. (3) …