A5082228435- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Risk and Portfolio Optimization
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Economic theories and models
- Insurance and Financial Risk Management
- Wildlife Ecology and Conservation
- Species Distribution and Climate Change
- Capital Investment and Risk Analysis
- Probability and Risk Models
- Monetary Policy and Economic Impact
- Genetic and phenotypic traits in livestock
- Ecology and biodiversity studies
- Credit Risk and Financial Regulations
- Advanced Statistical Methods and Models
- Decision-Making and Behavioral Economics
- Statistical Methods and Inference
- Bayesian Modeling and Causal Inference
- Insurance, Mortality, Demography, Risk Management
- Data Management and Algorithms
- Botany and Plant Ecology Studies
- Bayesian Methods and Mixture Models
- Reservoir Engineering and Simulation Methods
Charles Schwab Corporation (United States)
2006-2024
Institute of Biodiversity and Ecosystem Research
2022-2023
Bulgarian Academy of Sciences
2022-2023
University of Forestry
2014-2023
Sofia University "St. Kliment Ohridski"
2005-2022
Medical University of Varna
2022
AT Sciences (United States)
2022
Stony Brook University
2008-2020
State Street (United States)
2016
Ecole des Hautes Etudes Commerciales du Nord
2012-2013
Some new performance measures may be regarded as alternatives to the most popular criterion for portfolio optimization, Sharpe ratio. Analysis of some allocation problems here takes into consideration selection models based on different risk perceptions and sample paths final wealth process each problem. One ratio seems suitable optimization problems, but we need a thorough classification set that would ideal large classes financial problems.
Abstract Top predators can suppress mesopredators by killing them, competing for resources and instilling fear, but it is unclear how suppression of varies with the distribution abundance top at large spatial scales among different ecological contexts. We suggest that will be strongest where occur high densities over areas. These conditions are more likely to in core than on margins predator ranges. propose Enemy Constraint Hypothesis, which predicts weakened top-down effects towards edge...
This paper examines the properties that a risk measure should satisfy in order to characterize an investor's preferences. In particular, we propose some intuitive and realistic examples describe several desirable features of ideal measure. analysis is first step understanding how classify risk. Risk asymmetric, relative, heteroskedastic, multidimensional concept has take into account asymptotic behavior returns, inter-temporal dependence, risk-time aggregation, impact economic phenomena...
Top-down suppression by apex predators can limit the abundance and spatial distribution of mesopredators. However, this phenomenon has not been studied over long time periods in human-dominated landscapes, where strength process might be limited. Here, we used a multi-scale approach to analyse interactions between two canids landscapes Europe. We tested hypothesis that range expansion golden jackals ( Canis aureus ) was triggered intensive persecution resulting decline predator, grey wolf...
Abstract The classes of reward‐risk optimization problems that arise from different choices reward and risk measures are considered. In certain examples the generic problem reduces to linear or quadratic programming problems. An algorithm based on a sequence convex feasibility is given for general quasi‐concave ratio problem. Reward‐risk ratios appropriate in particular non‐normal assets return distributions not also Keywords: ratiooptimal portfoliorisk measureefficent frontier...
This paper discusses and analyzes risk measure properties in order to understand how a has be used optimize the investor's portfolio choices. In particular, we distinguish between two admissible classes of measures proposed literature: safety-risk dispersion measures. We study describe could depend on other distributional parameters. Then, examine discuss differences statistical parametric models linear fund separation ones. Finally, propose an empirical comparison among three different...
In the post-crisis era, financial institutions seem to be more aware of risks posed by extreme events. Even though there are attempts adapt methodologies drawing from vast academic literature on topic, is also skepticism that fat-tailed models needed. this article, authors address common criticism and discuss three popular methods for risk modeling based full distribution value theory. <bold>TOPICS:</bold> <ext-link>Tail risks</ext-link>, <ext-link>factor-based models</ext-link>,...
Analyzing comovements in equity markets is important for risk diversification portfolio management. Copulas have several advantages compared to the linear correlation measure modeling comovement. This paper introduces a copula ARMA-GARCH model analyzing comovement of indexes German markets. The implemented with an marginal distributions and joint distribution. After goodness-of-fit testing, we find that skewed Student's t ARMA(1,1)-GARCH(1,1) Lévy fractional stable noise superior alternative...
This report presents the results of field activities in relation to generation reliable wild boar density values by camera trapping (CT) 19 areas Europe, mainly East Europe. Random Encounter Model (REM) densities ranged from 0.35±0.24 15.25±2.41 (SE) individuals/km2. No statistical differences among bioregions were found. The number contacts was component rate that determined coefficient variation (CV) most. daily range (DR) significantly varied as a function management; higher detected...
Golden jackal ( Canis aureus ) expansion in the last decades has triggered research interest Europe. However, phylogeny and taxonomy are still controversial. Morphometric studies Europe found differences between Dalmatian other European jackals. Recent genetic revealed that African Eurasian golden jackals distinct species. Moreover, large lupaster may be a cryptic subspecies of jackal. Although suggest changes taxonomy, morphological morphometric needed. The present study proposes first...