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Year of Publication	Title	Author(s)
2011	CVaR sensitivity with respect to tail thickness	Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
2010	Time series analysis for financial market meltdowns	Young Shin Kim; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Mitov, Ivan; Fabozzi, Frank J.
2011	A profit model for spread trading with an application to energy futures	Kanamura, Takashi; Rachev, Svetlozar T.; Fabozzi, Frank J.
2011	Tempered infinitely divisible distributions and processes	Bianchi, Michele Leonardo; Rachev, Svetlozar T.; Kim, Young Shin; Fabozzi, Frank J.
2011	Fat-tailed models for risk estimation	Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Racheva-Iotova, Boryana; Fabozzi, Frank J.
2012	Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model	Kim, Young Shin; Giacometti, Rosella; Rachev, Svetlozar T.; Fabozzi, Frank J.; Mignacca, Domenico
2010	Bayesian inference for hedge funds with stable distribution of returns	Güner, Biliana; Rachev, Svetlozar T.; Edelman, Daniel; Fabozzi, Frank J.
2010	Analysis of the intraday effects of economic releases on the currency market	Rezania, Omid; Rachev, Svetlozar T.; Sun, Edward; Fabozzi, Frank J.
2012	Option pricing with regime switching tempered stable processes	Lin, Zuodong; Rachev, Svetlozar T.; Kim, Young Shin; Fabozzi, Frank J.
2011	Tempered stable and tempered infinitely divisible GARCH models	Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele Leonardo; Fabozzi, Frank J.