1.Profitability of Momentum Strategies:Application of Novel Risk/Return Ratio Stock Selection Criteria

作　　者：Almira Biglova ;Teo Jašić ;Svetlozar Rachev 等

出　　处：Investment Management & Financial Innovations. 2004 ;1(4):47-61.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038397

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2.Stochastic Programming Methods in Asset-Liability Management

作　　者：Michael Grebeck ;Svetlozar Rachev

出　　处：Investment Management & Financial Innovations. 2005 ;2(1):82-90.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038409

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3.AN EMPIRICAL COMPARISON AMONG VAR MODELS AND TIME RULES WITH ELLIPTICAL AND STABLE DISTRIBUTED RETURNS

作　　者：Fabio Lamantia ;Sergio Ortobelli ;Svetlozar Rachev

出　　处：Investment Management & Financial Innovations. 2006 ;3(3):8-29.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038458

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4.VaR,CVaR AND TIME RULES WITH ELLIPTICAL AND ASYMMETRIC STABLE DISTRIBUTED RETURNS

作　　者：Fabio Lamantia ;Sergio Ortobelli ;Svetlozar Rachev

出　　处：Investment Management & Financial Innovations. 2006 ;3(4):19-39.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038466

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5.PORTFOLIO PERFORMANCE ATTRIBUTION

作　　者：Almira Biglova ;Svetlozar Rachev

出　　处：Investment Management & Financial Innovations. 2007 ;4(3):7-22.

出版社：LLC “Consulting Publishing Company “Business Perspectives”

文章 ID：252038486

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	Svetlozar Rachev	5篇
	Almira Biglova	2篇
	Fabio Lamantia	2篇
	Sergio Ortobelli	2篇
	Frank J.Fabozzi	1篇

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检索条件:"( ( 高级检索(( ((AU:(("Svetlozar Rachev")))) )) ) )"

	2007	1篇
	2006	2篇
	2005	1篇
	2004	1篇

	Michael Grebeck	1篇
	Teo Jašić	1篇