Faculty

Institution

Unit

Venue

Svetlozar Rachev

Professor

Texas Tech University

Affiliations

College of Arts & Sciences

Department of Mathematics & Statistics

Svetlozar Rachev is currently serving as a College Of Arts & Sciences Professor at Texas Tech University.

Honors

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Experiences

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Education

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Svetlozar Rachev

Texas Tech University

Professor

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finance statistics applied mathematics financial economics risk management empirical finance economics mathematical finance asset pricing probability theory econometrics option pricing portfolio optimization applied probability stochastic process economic modelling financial risk management financial modeling portfolio management financial econometrics statistical methodology economic analysis portfolio allocation financial stability mathematical optimization bayesian analysis portfolio choice financial management probability metrics multivariate analysis mathematical models mathematical modelling econometric models derivative pricing scientific computing machine learning research social science research volatility modeling asset allocation stochastic calculus regression analysis asset returns theoretical economics queueing theory stable distributions economic dynamics statistical mechanics statistical physics stochastic dynamical systems financial time series analysis computational finance financial mathematics portfolio theory operational risk theoretical analysis integrable probability probabilistic analysis stable modeling mathematical bioscience spectral theory computer modeling mathematical economics stochastic systems latent variable models long-range dependence random variables stable distribution volatile markets long strange segments transport geography transport economics mass transportation problems risk assessment geometric stable distributions credit risk limit theorems

Notable Scholarly Works

Notable Federal Grants

Collaborators

Asset Pricing in the Presence of Market Friction Noise. Journal of risk and financial management (2026)

financial economicsmarket friction noiseeconomicsfinanceempirical financeeconomic dynamicsasset pricing

Constructing Insurable Risk Portfolios. Technometrics (2026)

portfolio allocationrisk managementfinance researchinvestment managementfinanceoptimal investment securityportfolio managementfinancial stabilitysystemic riskinsurable risk portfolios

Downside-Sensitive Portfolio Optimization and Risk Overlays for Real Estate Securities. Journal of risk and financial management (2026)

portfolio allocationrisk managementportfolio optimizationfinance researchreal estateinvestment managementfinancefinancial studyoptimal investment securityportfolio managementreal estate securitiesfinancial engineeringapplied mathematicssystemic risk

Evaluating Factor Contributions for Sold Homes. Journal of risk and financial management (2026)

risk managementfinancial analysisfinancial risk managementfinancial studiesfinance

Featured Papers in Finance and Society Wellbeing—in Honor of Professors Joe Gani and Chris Heyde. Journal of risk and financial management (2026)

professors joe ganisociety wellbeing—in honorhistory of economic thoughtfinancial wellbeingfeatured papersacademic ethicsociologypositive economicssocial scienceseconomic systemsfinancial literacypublic finance

New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance Edited by Michelela Rocca, Massimilianomenzietti, Ciraperna, and Marilenasibillospringer Natureswitzerland Ag, 2025, VIII + 261 Pages, £119.99, Hardcover Isbn: 978‐3‐032‐05550‐7 (Print); 978‐3‐032‐05551‐4 (Ebook). International Statistical Review (2026)

statistical theorystatistical sciencestatistical methodsfinance researchfinancial studynew perspectivesstatistical modelingapplied statisticsfinancequantitative analysis (finance)statistical methodologyeconomic analysiseconomic modellingeconometricseconomic dynamicsstatisticsactuarial sciencefinancial modelingfinance editedstatistical models

Professors Joe Gani and Chris Heyde and Their Contributions to Finance and Risk Management. Journal of risk and financial management (2026)

financial economicsprofessors joe ganirisk managementfinance researchfinancial risk managementeconomicschris heydefinancequantitative analysis (finance)financial studyfinancial managementfinancial perspectivefinancial engineering

Tail-Aware Portfolio Optimization for Listed Real-Estate Securities Under Downside Risk. Preprints.org (2026)

portfolio allocationportfolio optimizationfinance researchreal estatetail-aware portfolio optimizationinvestment managementfinancefinancial studyoptimal investment securityportfolio managementstatisticsfinancial engineering

Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. ArXiv.org (2025)

Jha, AyushShirvani, AbootalebJaffri, AliRachev, Svetlozar T.Fabozzi, Frank J.

portfolio optimizationportfolio choiceportfolio allocationadaptive minimum-variance portfoliosinvestment managementfinanceportfolio managementasset pricing

A Unified Financial Index for Geopolitical and Environmental Risks: Construction, Risk Management, and Derivative Applications. SSRN Electronic Journal (2025)

financial risk managementrisk managementinternational financial marketsfinance

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Svetlozar Rachev

Professor

Texas Tech University

Affiliations

College of Arts & Sciences

Department of Mathematics & Statistics

Svetlozar Rachev is currently serving as a College Of Arts & Sciences Professor at Texas Tech University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Svetlozar Rachev

Texas Tech University

Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Asset Pricing in the Presence of Market Friction Noise. Journal of risk and financial management (2026)

financial economicsmarket friction noiseeconomicsfinanceempirical financeeconomic dynamicsasset pricing

Constructing Insurable Risk Portfolios. Technometrics (2026)

portfolio allocationrisk managementfinance researchinvestment managementfinanceoptimal investment securityportfolio managementfinancial stabilitysystemic riskinsurable risk portfolios

Downside-Sensitive Portfolio Optimization and Risk Overlays for Real Estate Securities. Journal of risk and financial management (2026)

Evaluating Factor Contributions for Sold Homes. Journal of risk and financial management (2026)

risk managementfinancial analysisfinancial risk managementfinancial studiesfinance

Featured Papers in Finance and Society Wellbeing—in Honor of Professors Joe Gani and Chris Heyde. Journal of risk and financial management (2026)

Professors Joe Gani and Chris Heyde and Their Contributions to Finance and Risk Management. Journal of risk and financial management (2026)

Tail-Aware Portfolio Optimization for Listed Real-Estate Securities Under Downside Risk. Preprints.org (2026)

Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. ArXiv.org (2025)

Jha, AyushShirvani, AbootalebJaffri, AliRachev, Svetlozar T.Fabozzi, Frank J.

portfolio optimizationportfolio choiceportfolio allocationadaptive minimum-variance portfoliosinvestment managementfinanceportfolio managementasset pricing

A Unified Financial Index for Geopolitical and Environmental Risks: Construction, Risk Management, and Derivative Applications. SSRN Electronic Journal (2025)

financial risk managementrisk managementinternational financial marketsfinance

1
2
3
4
5
57
10 / page

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Institution

University of Utah

finance

financial time series analysis

David Ruppert

Institution

Cornell University

measurement error models

functional data analysis

George Yin

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University of Connecticut

applied mathematical modelling

stochastic process

Dimitris Politis

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statistics

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applied mathematics

systems engineering

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