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Biography

Name: Svetlozar (Zari) Todorov RACHEV
Date of birth: September 6, 1951
Citizenship: U. S. A.
Current Position: Professor, Dept. of Mathematics & Statistics, Texas Tech

Prof. Svetlozar (Zari) Rachev

Department of Mathematics and Statistics

Texas Tech University

Lubbock, TX 79409-1042

http://www.math.ttu.edu/~srachev/

https://www.math.ttu.edu/mathematicalfinance


https://www.depts.ttu.edu/math/:
Research.com's 2nd Edition lists Dr. Zari Rachev as the 386th best research Mathematician in the world, 212th in the nation. This is a remarkable recognition, and we are honored he calls Texas Tech his academic home.

University

Education
M.Sc. in Mathematics, Sofia University, Faculty of Mathematics, July 1974, Thesis:
“Reliability of aging systems
Ph.D. in Mathematics, Lomonosov University (Moscow), Faculty of Mechanics and
Mathematics, October 12, 1979, Dissertation: “The structure of the metrics in the space of
random variables and their distributions."
Doctor of Science (Habilitation) in Physics and Mathematics, Steklov Mathematical
Institute, Moscow, April 10, 1986. Dissertation: “Probability metrics and their applications
to the stability problems for stochastic modelt;
Google Scholar Profile
Wikipedia page
Rachev ratio

Previous Appointments:
2017 – Now Professor, Dept. of Mathematics & Statistics, Texas Tech University

2012 – 2016 Professor, College of Business

Program Director, Finance and Accounting

2

Stony Brook University
Research Professor, Dept. of Applied Math & Statistics
2011 – 2012 Frey Family Foundation Chair of Quantitative Finance,
Department of Applied Mathematics and Statistics, Stony
Brook University

1998 – 2010 Endowed Chair of Statistics, Econometrics and Mathematical
Finance, School of Economics and Business Engineering,
Karlsruhe Institute of Technology

1989 – 1998 Professor, Department of Statistics and Applied Probability,
University of California at Santa Barbara. (1994-1995,
Department Chairman)

Activities

Works (25)

ESG Financial Market with Informed Traders within the Bachelier–Black–Scholes–Merton Model

2025-02-06 | Preprint
Contributors: Nancy Asare Nyarko; Bhathiya Divelgama; Peter Yegon; Brent Lindquist; Svetlozar Rachev; Abootaleb Shirvani; Frank Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Editorial for the Special Issue of Journal of Risk and Financial Management: Featured Papers in Mathematics and Finance

Journal of Risk and Financial Management
2025-01-20 | Journal article
Contributors: Svetlozar (Zari) T. Rachev; W. Brent Lindquist
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets

Journal of Risk and Financial Management
2024-12-29 | Journal article
Contributors: Ayush Jha; Abootaleb Shirvani; Svetlozar T. Rachev; Frank J. Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Bachelier’s Market Model for ESG Asset Pricing

Journal of Risk and Financial Management
2024-12-10 | Journal article
Contributors: Svetlozar Rachev; Nancy Asare Nyarko; Blessing Omotade; Peter Yegon
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

An Empirical Implementation of the Shadow Riskless Rate

Risks
2024-11-26 | Journal article
Contributors: Davide Lauria; Jiho Park; Yuan Hu; W. Brent Lindquist; Svetlozar T. Rachev; Frank J. Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in the Financial Markets

2024-11-05 | Preprint
Contributors: Ayush Jha; Abootaleb Shirvani; Svetlozar T. Rachev; Frank J. Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model

Risks
2024-08-27 | Journal article
Contributors: W. Brent Lindquist; Svetlozar T. Rachev; Jagdish Gnawali; Frank J. Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Hedonic Models Incorporating Environmental, Social, and Governance Factors for Time Series of Average Annual Home Prices

Journal of Risk and Financial Management
2024-08-21 | Journal article
Contributors: Jason R. Bailey; W. Brent Lindquist; Svetlozar T. Rachev
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes

Risks
2024-05-20 | Journal article
Contributors: Abootaleb Shirvani; Stefan Mittnik; William Brent Lindquist; Svetlozar Rachev
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Option Pricing Using a Skew Random Walk Binary Tree

Journal of Risk and Financial Management
2024-03-27 | Journal article
Contributors: Yuan Hu; W. Brent Lindquist; Svetlozar T. Rachev; Frank J. Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

The Financial Market of Indices of Socioeconomic Well-Being

Journal of Risk and Financial Management
2024-01-16 | Journal article
Contributors: Thilini V. Mahanama; Abootaleb Shirvani; Svetlozar Rachev; Frank J. Fabozzi
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Editorial on the Volume “ESG Investing and ESG Finance”

Journal of Risk and Financial Management
2023-09-23 | Journal article
Contributors: Svetlozar (Zari) Rachev; W. Brent Lindquist
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

The Implied Views of Bond Traders on the Spot Equity Market

2023-08-29 | Preprint
Contributors: Yifan He; Yuan Hu; Svetlozar Rachev
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Exploring Dynamic Asset Pricing within Bachelier’s Market Model

Journal of Risk and Financial Management
2023-07-26 | Journal article
Contributors: Nancy Nyarko; Bhathiya Divelgama; Jagdish Gnawali; Blessing Omotade; Svetlozar Rachev; Peter Yegon
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry

Journal of Risk and Financial Management
2023-07-24 | Journal article
Contributors: Yifan He; Svetlozar Rachev
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Heavy-Tailed Probability Distributions: Some Examples of Their Appearance

Mathematics
2023-07-13 | Journal article
Contributors: Lev B. Klebanov; Yulia V. Kuvaeva-Gudoshnikova; Svetlozar T. Rachev
Source: check_circle
Crossref

Exploring Dynamic Asset Pricing within Bachelier’s Market Model

2023-07-10 | Preprint
Contributors: Nancy Asare Nyarko; Bhathiya Divelgama; Jagdish Gnawali; Blessing Omotade; Svetlozar T. Rachev; Peter Yegon
Source: check_circle
Crossref

The Put-Call Parity Certainty Equivalent Rate and the Implied Put-Call Parity Certainty Equivalent Rate Surface

2023-06-15 | Preprint
Contributors: Yifan He; Svetlozar T Rachev
Source: check_circle
Crossref

Heavy-Tailed Probability Distributions: Some Examples of Their Appearance

2023-05-17 | Preprint
Contributors: Lev b. Klebanov; Yulia V. Kuvaeva; Svetlozar T Rachev
Source: check_circle
Crossref

ν-Generalized Hyperbolic Distributions

Journal of Risk and Financial Management
2023-04-20 | Journal article
Contributors: Lev Klebanov; Svetlozar T. Rachev
Source: check_circle
Crossref

Hedonic Models of Real Estate Prices: GAM Models; Environmental and Sex-Offender-Proximity Factors

Journal of Risk and Financial Management
2022-12-13 | Journal article
Contributors: Jason Robert Bailey; Davide Lauria; W. Brent Lindquist; Stefan Mittnik; Svetlozar T. Rachev
Source: check_circle
Crossref

Global Index on Financial Losses Due to Crime in the United States

Journal of Risk and Financial Management
2021-07-09 | Journal article
Contributors: Thilini Mahanama; Abootaleb Shirvani; Svetlozar T. Rachev
Source: check_circle
Crossref

Systemic Risk Modeling with Lévy Copulas

Journal of Risk and Financial Management
2021-06-05 | Journal article
Contributors: Yuhao Liu; Petar M. Djurić; Young Shin Kim; Svetlozar T. Rachev; James Glimm
Source: check_circle
Crossref

Portfolio Optimization Constrained by Performance Attribution

Journal of Risk and Financial Management
2021-05-02 | Journal article
Contributors: Yuan Hu; W. Brent Lindquist; Svetlozar T. Rachev
Source: check_circle
Crossref

Option Pricing Incorporating Factor Dynamics in Complete Markets

Journal of Risk and Financial Management
2020-12-15 | Journal article
Contributors: Yuan Hu; Abootaleb Shirvani; W. Brent Lindquist; Frank J. Fabozzi; Svetlozar T. Rachev
Source: check_circle
Crossref

Peer review (55 reviews for 21 publications/grants)

Review activity for Alexandria Engineering Journal (1)
Review activity for Annals of finance. (1)
Review activity for Borsa Istanbul review. (1)
Review activity for Chaos, solitons and fractals. (1)
Review activity for Computational and mathematical organization theory. (1)
Review activity for European journal of operational research. (10)
Review activity for Finance research letters. (8)
Review activity for Global finance journal. (2)
Review activity for Heliyon. (3)
Review activity for International economics. (1)
Review activity for International review of economics & finance. (2)
Review activity for International review of financial analysis. (1)
Review activity for Journal of behavioural and experimental finance. (1)
Review activity for Journal of computational and applied mathematics. (11)
Review activity for Journal of empirical finance. (1)
Review activity for Methodology and computing in applied probability. (1)
Review activity for PloS one. (1)
Review activity for Research in international business and finance. (4)
Review activity for Results in applied mathematics. (2)
Review activity for Technological forecasting and social change. (1)
Review activity for Yà-tài guǎnlǐ pínglùn. (1)