Specialization: Finance/Quantitative Finance
Office: Harriman 315
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 Research, Journal 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.
MBA Fast Track Information Sessions:
- Wednesday, February 11 at 1:00 pm
- Thursday, February 19 at 6:00 pm
- Wednesday, February 25 at 1:00 pm
All info session to take place in Harriman 304. Please RSVP at http://goo.gl/forms/jSR30S4Pgn
to hold a spot to attend one of these events. Space is limited.
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.