Stoyan V Stoyanov's Books

Asset Management: Tools And Issues

By: Frank J Fabozzi,Francesco A Fabozzi,Marcos Lopez De Prado,Stoyan V Stoyanov

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Asset Management: Tools And Issues

By: Frank J Fabozzi,Francesco A Fabozzi,Marcos Lopez De Prado,Stoyan V Stoyanov

Long gone are the times when investors could make decisions based on intuition. Modern asset management draws on a wide-range of fields beyond financial theory: economics, financial accounting, econometrics/statistics, management science, operations research (optimization and Monte Carlo simulation), and more recently, data science (Big Data, machine learning, and artificial intelligence). The challenge in writing an institutional asset management book is that when tools from these different fields are applied in an investment strategy or an analytical framework for valuing securities, it is assumed that the reader is familiar with the fundamentals of these fields. Attempting to explain strategies and analytical concepts while also providing a primer on the tools from other fields is not the most effective way of describing the asset management process. Moreover, while an increasing number of investment models have been proposed in the asset management literature, there are challenges and issues in implementing these models. This book provides a description of the tools used in asset management as well as a more in-depth explanation of specialized topics and issues covered in the companion book, Fundamentals of Institutional Asset Management. The topics covered include the asset management business and its challenges, the basics of financial accounting, securitization technology, analytical tools (financial econometrics, Monte Carlo simulation, optimization models, and machine learning), alternative risk measures for asset allocation, securities finance, implementing quantitative research, quantitative equity strategies, transaction costs, multifactor models applied to equity and bond portfolio management, and backtesting methodologies. This pedagogic approach exposes the reader to the set of interdisciplinary tools that modern asset managers require in order to extract profits from data and processes.

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Page Count

514

Publisher

World Scientific

Published Date

ISBN 10

9811225761

ISBN 13

9789811225765

A Probability Metrics Approach to Financial Risk Measures

By: Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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A Probability Metrics Approach to Financial Risk Measures

By: Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations between existing classes of risk measures Describes applications in finance and extends them where possible Presents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the field Applications include optimal portfolio choice, risk theory, and numerical methods in finance Topics requiring more mathematical rigor and detail are included in technical appendices to chapters

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Page Count

264

Publisher

John Wiley & Sons

Published Date

ISBN 10

1444392700

ISBN 13

9781444392708

The Methods of Distances in the Theory of Probability and Statistics

By: Svetlozar T. Rachev,Lev Klebanov,Stoyan V. Stoyanov,Frank Fabozzi

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The Methods of Distances in the Theory of Probability and Statistics

By: Svetlozar T. Rachev,Lev Klebanov,Stoyan V. Stoyanov,Frank Fabozzi

This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases. Svetlozar T. Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics, SUNY-Stony Brook and Chief Scientist of Finanlytica, USA. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor at EDHEC Business School and Head of Research, EDHEC-Risk Institute—Asia (Singapore). Frank J. Fabozzi is a Professor at EDHEC Business School. (USA)

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Page Count

616

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461448697

ISBN 13

9781461448693

Risk and Uncertainty

By: Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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Risk and Uncertainty

By: Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization The finance industry is seeing increased interest in new risk measures and techniques for portfolio optimization when parameters of the model are uncertain. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers. They also clearly show how stochastic models, risk assessment, and optimization are essential to mastering risk, uncertainty, and performance measurement. Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization provides quantitative portfolio managers (including hedge fund managers), financial engineers, consultants, and academic researchers with answers to the key question of which risk measure is best for any given problem.

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Page Count

404

Publisher

John Wiley & Sons

Published Date

ISBN 10

111808618X

ISBN 13

9781118086186

The Methods of Distances in the Theory of Probability and Statistics

By: Svetlozar T. Rachev,Lev Klebanov,Stoyan V. Stoyanov,Frank Fabozzi

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The Methods of Distances in the Theory of Probability and Statistics

By: Svetlozar T. Rachev,Lev Klebanov,Stoyan V. Stoyanov,Frank Fabozzi

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Page Count

616

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461448697

ISBN 13

9781461448693

Risk and Uncertainty

By: Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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Risk and Uncertainty

By: Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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Solve jigsaw puzzle

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Page Count

404

Publisher

John Wiley & Sons

Published Date

ISBN 10

111808618X

ISBN 13

9781118086186

Book's by Stoyan V Stoyanov

Asset Management: Tools And Issues

Asset Management: Tools And Issues

A Probability Metrics Approach to Financial Risk Measures

A Probability Metrics Approach to Financial Risk Measures

The Methods of Distances in the Theory of Probability and Statistics

The Methods of Distances in the Theory of Probability and Statistics

Risk and Uncertainty

Risk and Uncertainty

The Methods of Distances in the Theory of Probability and Statistics

The Methods of Distances in the Theory of Probability and Statistics

Risk and Uncertainty

Risk and Uncertainty

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