Stoyan Stoyanov

Stoyan Stoyanov

 

Associate Professor

Specialization: Finance/Quantitative Finance

Office: Harriman 315

Phone: 631-632-5639

 

Prior to joining Stony Brook University, Dr. Stoyanov was a professor of finance at EDHEC Business School and head of research at EDHEC Risk Institute-Asia. He worked for over six years as head of quantitative research for FinAnalytica, a financial technology firm. He has designed and implemented investment and risk management models for financial institutions, co-developed a patented system for portfolio optimization in the presence of non-normality, and led a team of engineers to implement advanced models for major financial institutions. His research focuses on probability theory, extreme risk modelling and optimal portfolio theory. He has published over thirty articles in journals such as Annals of Operation ResearchJournal of Banking and Finance, and the Journal of Portfolio Management, contributed to many professional handbooks, and co-authored three books on probability and stochastic, financial risk assessment and portfolio optimization. 

Curriculum Vitae


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Interview with Kiegh Dudley, MBA in Accounting Student.

Center for Behavioral Finance launches website: The Center for Behavioral Finance at Stony Brook University brings together researchers from different disciplines to conduct research in behavioral finance. We aim at producing cutting-edge research in all fields of behavioral finance and (financial) decision making, mostly using experiments, publishable in top-tier journals in finance, judgment and decision making and psychology.

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College of Business • Stony Brook University, Stony Brook, NY 11794-3775 • Phone: 631.632.7171 • Fax: 631.632.8181
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