| Mass Transportation Problems: Volume I: Theory ST Rachev, L Rüschendorf Springer New York, 1998 | 1736* | 1998 |
| Probability metrics and the stability of stochastic models ST Rachev (No Title), 1991 | 1272 | 1991 |
| Stable Paretian models in finance ST Rachev, S Mittnik (No Title), 2000 | 1248 | 2000 |
| Bayesian methods in finance ST Rachev, JSJ Hsu, BS Bagasheva, FJ Fabozzi John Wiley & Sons, 2008 | 539* | 2008 |
| Fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing ST Rachev, C Menn, FJ Fabozzi John Wiley & Sons, 2005 | 507 | 2005 |
| Modeling asset returns with alternative stable distributions S Mittnik, ST Rachev Econometric reviews 12 (3), 261-330, 1993 | 464 | 1993 |
| Operational risk: a guide to Basel II capital requirements, models, and analysis AS Chernobai, ST Rachev, FJ Fabozzi John Wiley & Sons, 2008 | 454 | 2008 |
| Handbook of heavy tailed distributions in finance: Handbooks in finance, Book 1 ST Rachev Elsevier, 2003 | 439 | 2003 |
| The Monge–Kantorovich mass transference problem and its stochastic applications ST Rachev Theory of Probability & Its Applications 29 (4), 647-676, 1985 | 437 | 1985 |
| The basics of financial econometrics: Tools, concepts, and asset management applications FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli John Wiley & Sons, 2014 | 402 | 2014 |
| Different approaches to risk estimation in portfolio theory A Biglova, S Ortobelli, S Rachev, S Stoyanov Journal of Portfolio Management 31 (1), 103, 2004 | 365 | 2004 |
| Advanced stochastic models, risk assessment, and portfolio optimization: The ideal risk, uncertainty, and performance measures ST Rachev, SV Stoyanov, FJ Fabozzi (No Title), 2008 | 348 | 2008 |
| Financial econometrics: from basics to advanced modeling techniques ST Rachev, S Mittnik, FJ Fabozzi, SM Focardi, T Jašic John Wiley & Sons, 2007 | 320 | 2007 |
| Spot and derivative pricing in the EEX power market M Bierbrauer, C Menn, ST Rachev, S Trück Journal of banking & finance 31 (11), 3462-3485, 2007 | 267 | 2007 |
| The methods of distances in the theory of probability and statistics ST Rachev, LB Klebanov, SV Stoyanov, F Fabozzi Springer 10, 978-1, 2013 | 234 | 2013 |
| A characterization of random variables with minimum L2-distance L Rüschendorf, ST Rachev Journal of multivariate analysis 32 (1), 48-54, 1990 | 219 | 1990 |
| Quantitative stability in stochastic programming: The method of probability metrics ST Rachev, W Römisch Mathematics of Operations Research 27 (4), 792-818, 2002 | 210 | 2002 |
| Desirable properties of an ideal risk measure in portfolio theory S Rachev, S Ortobelli, S Stoyanov, FJ Fabozzi, A Biglova International Journal of Theoretical and Applied Finance 11 (01), 19-54, 2008 | 173 | 2008 |
| Momentum strategies based on reward–risk stock selection criteria S Rachev, T Jašić, S Stoyanov, FJ Fabozzi Journal of Banking & Finance 31 (8), 2325-2346, 2007 | 172 | 2007 |
| Optimal financial portfolios SV Stoyanov, ST Rachev, FJ Fabozzi Applied Mathematical Finance 14 (5), 401-436, 2007 | 163 | 2007 |
Stoyan V. StoyanovCharles SchwabVerified email at stonybrook.edu
