Faculty and Researchers
Faculty and Research > Faculty & Researchers > Alphabetical List > R-S-T
Programme Director of the Executive MSc in Risk and Investment Management for Asia - Head of Research of EDHEC-Risk Institute–Asia - Professor, Speciality: Finance
Principal Academic Publications: Bankers, Markets & Investors (2012), Annals of Operations Research (2010 ; 2012), Economics Letters (2009), Journal of Banking and Finance (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.
This study addresses Volatility ETNs following the Credit Suisse TVIX controversy of early 2012.
Download filesTYPE OF DOCUMENT : EDHEC PUBLICATIONThat study put forward a model to optimise the investment and risk management practices of sovereign wealth funds, which can be regarded as the extension to sovereign wealth funds of the liabilitydriven investing paradigm recently developed in the pension fund industry.
Download filesTYPE OF DOCUMENT : EDHEC PUBLICATIONThis publication presents the results of the latest research on structured forms of investment strategies done at EDHEC-Risk Institute with the support of Societe Generale Corporate & Investment Banking and under the leadership of Stoyan Stoyanov, Head of Research at EDHEC Risk Institute–Asia and Professor of Finance at EDHEC Business School.
Download filesTYPE OF DOCUMENT : EDHEC PUBLICATION
A decomposition of a sub-class of spectral risk measures is introduced in terms of L-moments accounting for geometric characteristics of the return distribution similar to the ones described by the ordinary moments.
Download filesTYPE OF DOCUMENT : WORKING PAPERSince the global financial crisis of 2008, improving risk management practices management of extreme risks, in particular—has been a hot topic.
Download filesTYPE OF DOCUMENT : EDHEC PUBLICATIONAccounting Law Finance and Economics
