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Search: person:"Stoyanov, Stoyan V"
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Risikomaß
8
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8
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8
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7
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7
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7
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24
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Stoyanov, Stoyan V.
24
Fabozzi, Frank J.
18
Račev, Svetlozar T.
17
Kim, Young Shin
5
Shirvani, Abootaleb
3
Racheva-Iotova, Borjana
2
Stein, Michael
2
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Fabozzi, Francesco A.
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Hu, Yuan
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Jiang, Danling
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Loh, Lixia
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Mittnik, Stefan
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Ortobelli, Sergio
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Piazolo, Daniel
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International journal of theoretical and applied finance
4
Economics letters
2
Journal of banking & finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of economics and finance
1
Annals of operations research
1
Applied economics
1
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International journal of finance & economics : IJFE
1
Investment management and financial innovations
1
Journal of financial econometrics
1
Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of portfolio management : JPM
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The journal of real estate research
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ECONIS (ZBW)
24
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1
Portfolio concentration and stock-specific risk
Shammaa, Mahmoud
;
Stoyanov, Stoyan V.
- In:
The journal of portfolio management : JPM
49
(
2023
)
5
,
pp. 70-81
Persistent link: https://www.econbiz.de/10014307566
Saved in:
2
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
3
Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V.
;
Fabozzi, Francesco A.
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 178-201
Persistent link: https://www.econbiz.de/10012504326
Saved in:
4
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
5
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
6
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
7
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
8
Long and short memory in the risk-neutral pricing process
Kim, Young Shin
;
Jiang, Danling
;
Stoyanov, Stoyan V.
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 71-88
Persistent link: https://www.econbiz.de/10012306192
Saved in:
9
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
10
Defensive portfolio construction based on extreme value at risk
Schmielewski, Frank
;
Stoyanov, Stoyan V.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 42-50
Persistent link: https://www.econbiz.de/10011687053
Saved in:
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