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 four books on probability and stochastic, financial risk assessment and portfolio optimization.

Research: Asset pricing, portfolio theory, risk management

Teaching: Asset pricing, portfolio theory, empirical finance and risk management on both undergraduate and graduate level