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Publications by Svetlozar Rachev

Aggregation Issues in Operational Risk

Journal of Operational Risk

International Management

English

Credit Portfolio Risk and PD Confidence Sets Through the Business Cycle

SSRN Electronic Journal

English

The Problem of Optimal Asset Allocation With Stable Distributed Returns

Lecture Notes in Pure and Applied Mathematics

English

A Comparison Among Performance Measures in Portfolio Theory

IFAC Proceedings Volumes

English

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Evaluating Public Programs With Close Substitutes: The Case of Head Start

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Rules With Discretion and Local Information*

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Optimal Tax Progressivity: An Analytical Framework*

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Thinking, Fast and Slow? Some Field Experiments to Reduce Crime and Dropout in Chicago

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A Dynamic Theory of Resource Wars

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Generating Skilled Self-Employment in Developing Countries: Experimental Evidence From Uganda

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Ideological Segregation Online and Offline *

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