| Modelling crypto asset price dynamics, optimal crypto portfolio, and crypto option valuation Y Hu, ST Rachev, FJ Fabozzi The Journal of Alternative Investments, 2021 | 23* | 2021 |
| Option pricing with mixed lévy subordinated price process and implied probability weighting function A Shirvani, Y Hu, ST Rachev, FJ Fabozzi The Journal of Derivatives, 2019 | 17* | 2019 |
| Option pricing incorporating factor dynamics in complete markets Y Hu, A Shirvani, WB Lindquist, FJ Fabozzi, ST Rachev Journal of Risk and Financial Management 13 (12), 321, 2020 | 13 | 2020 |
| Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis Y Hu, WB Lindquist, ST Rachev, A Shirvani, FJ Fabozzi Journal of Economic Dynamics and Control 137, 104345, 2022 | 11 | 2022 |
| OPTION PRICING IN MARKETS WITH INFORMED TRADERS Y Hu, A Shirvani, S Stoyanov, YS Kim, FJ Fabozzi, ST Rachev International Journal of Theoretical and Applied Finance 23 (06), 2050037, 2020 | 11 | 2020 |
| Inclusion of ESG ratings in optimization WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | 6 | 2022 |
| Advanced REIT Portfolio Optimization WB Lindquist, ST Rachev, Y Hu, A Shirvani Springer 10, 978-3, 2022 | 5 | 2022 |
| Portfolio optimization constrained by performance attribution Y Hu, WB Lindquist, ST Rachev Journal of Risk and Financial Management 14 (5), 201, 2021 | 5 | 2021 |
| Sustainability-valued discrete option pricing in complete markets Y Hu, WB Lindquist, ST Rachev Journal of Sustainable Finance & Investment, 2024 | 3* | 2024 |
| Modern portfolio theory WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | 3 | 2022 |
| Option Pricing Using a Skew Random Walk Binary Tree Y Hu, WB Lindquist, ST Rachev, FJ Fabozzi Journal of Risk and Financial Management 17 (4), 138, 2024 | 2* | 2024 |
| The Real Estate Investment Market: The Current State and Why Advances Are Needed WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management, 1-12, 2022 | 2 | 2022 |
| Inclusion of ESG Ratings in Option Pricing WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | 1 | 2022 |
| Dynamic Portfolio Optimization: Beyond MPT WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | 1 | 2022 |
| Option pricing WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | 1 | 2022 |
| An Empirical Implementation of the Shadow Riskless Rate D Lauria, JH Park, Y Hu, WB Lindquist, ST Rachev, FJ Fabozzi Risks 12 (12), 187, 2024 | | 2024 |
| The implied views of bond traders on the spot equity market Y He, Y Hu, S Rachev Frontiers in Applied Mathematics and Statistics, 2023 | | 2023 |
| Unifying Market Microstructure and Dynamic Asset Pricing D Lauria, Y Hu, WB Lindquist, ST Rachev arXiv preprint arXiv:2304.02356, 2023 | | 2023 |
| Diversification with International REITs WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | | 2022 |
| Diversification with Real Estate Stocks WB Lindquist, ST Rachev, Y Hu, A Shirvani Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management …, 2022 | | 2022 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
