Stoyan Stoyanov

Finance · 2004–2017

A researcher in the Science corpus: 9 papers; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Stoyan Stoyanov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Svetlozar T. Rachev
  2. C. Acerbi
  3. Eugene F. Fama
  4. Carlo Marinelli
  5. R. Tyrrell Rockafellar
  6. Stanislav Uryasev
  7. Ole E. Barndorff-Nielsen
  8. Stefan Mittnik
  9. R. Martin

Who trusts Stoyan Stoyanov overall

  1. Svetlozar T. Rachev
  2. Clara Meister

Papers from Stoyan Stoyanov's perspective

Ordered by how strongly the researchers Stoyan Stoyanov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Probabilistic constrained optimization : methodology and applications
  2. The distribution of realized stock return volatility
  3. The economic nature of the firm: From Risk, Uncertainty, and Profit
  4. Processes of normal inverse Gaussian type
  5. Lévy Processes in Finance: Pricing Financial Derivatives
  6. Gain, Loss, and Asset Pricing (Journal of Political Economy)
  7. The Variance Gamma (V.G.) Model for Share Market Returns
  8. Tempered Infinitely Divisible Distributions and Processes
  9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  10. Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk

Their papers