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Programme Director of the Executive MSc in Risk and Investment Management for Asia - Head of Research of EDHEC-Risk InstituteľAsia - Professor, Speciality: Finance

Principal Academic Publications: Journal of Index Investing (2013), Bankers, Markets & Investors (2012 ; 2013), Annals of Operations Research (2010 ; 2012 ; 2013), Economics Letters (2009), Journal of Banking and Finance (2013 ; 2012 ; 2008 ; 2007), Applied Mathematical Finance (2007), Journal of Portfolio Management (2004 ; 2011), International Journal of Theoretical and Applied Finance (2012 ; 2008 ; 2005), Studies in Nonlinear Dynamics & Econometrics (2008 ; 2013), Applied Financial Economics (2006), Annals of Economics and Finance (2007 ; 2008), Investment Management and Financial Innovations (2008 ; 2009 ; 2010), Probability and Mathematical Statistics (2007 ; 2006), Journal of Statistical Theory and Practice (2008), Mathematical Methods of Operations Research (2002), Journal of Concrete and Applicable Mathematics (2004 ; 2005), Journal of Applied Functional Analysis (2008 ; 2010), Journal of Computational Analysis and Applications (2008)

Accounting, Law, Finance and Economics Department.

Accounting, Law, Finance and Economics Department.

Stoyan Stoyanov is professor of finance at EDHEC Business School and head of research at EDHEC Risk Institute-Asia. He has ten years of experience in the field of risk and investment management.
Prior to joining EDHEC Business School, he worked for over six years as head of quantitative research for FinAnalytica. He has designed and implemented investment and risk management models for financial institutions, co-developed a patented system for portfolio optimisation in the presence of non-normality, and led a team of engineers designing and planning the implementation of advanced models for major financial institutions.
His research focuses on probability theory, extreme risk modelling, and optimal portfolio theory. He has published over thirty articles in leading academic and practitioner-oriented scientific journals such as  Annals of Operations Research, Journal of Banking and Finance, and the Journal of Portfolio Management, contributed to many professional handbooks and co-authored three books on probability and stochastics, financial risk assessment and portfolio optimisation. He holds a master in science in applied probability and statistics from Sofia University and a PhD in finance from the University of Karlsruhe.

EDHEC-Risk Institute Asia
1 George Street
#07-02 Singapore 049145
Tel.: +65 6438 0030
Fax: +65 6438 9891

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Dates :
Created on April 15, 2010

Accounting Law Finance and Economics

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