Prof. Dr. Sci. Svetlozar (Zari) Rachev – Curriculum Vitae August 18, 2014 Name: Svetlozar (Zari) Todorov rachev



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Prof. Dr.Sci. Svetlozar (Zari) Rachev – Curriculum Vitae

August 18, 2014
Name: Svetlozar (Zari) Todorov RACHEV

Date of birth: September 6, 1951

Citizenship: U. S. A.

Current Position: Professor of Finance, College of Business, Stony Brook University (started Sept. 1, 2012)


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 models"
Previous Appointments:
2013 Affiliated Faculty Appointment
Economics Department
Stony Brook University
Co- Director of the Quantitative Finance Program
Department of Applied Mathematics & Statistics
Stony Brook University
2012- Present: Professor, College of Business

Program Director, MS Investment Risk Finance Program

Program Director, Investment Risk Finance
Stony Brook University
2011 – 2012: Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics,

SUNY-Stony Brook (started Jan. 15, 2011)

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

1988 – 1998: Professor, Department of Statistics and Applied Probability, University of California at Santa Barbara. (1994-1995, Department Chairman)

1988 – 1988: Visiting Associate Professor, State University of New York at Stony Brook.

1987 – 1987: John H. Van Vleck, Visiting Professor, Wesleyan University, Connecticut, and Visiting Associate Professor, Centre for Stochastic Processes, University of North Carolina at Chapel Hill.

1984 – 1986: Senior Research Fellow, Bulgarian Academy of Sciences, and Visiting Senior Research Fellow, Steklov Mathematical Institute, Academy of Sciences of the USSR, Moscow.

1980 – 1984: Research Fellow, Mathematical Institute, Bulgarian Academy of Sciences.

1977 – 1979: Post-graduate Student, Lomonosov University, Faculty of Mechanics and Mathematics, Department of Probability, Moscow, USSR

1974 – 1977: Mathematician, Mathematical Institute, Bulgarian Academy of Sciences.



Awards:

AMS Outstanding Teacher Award Spring 2014

AMS Excellence In Teaching Award Fall 2013

AMS Outstanding Teacher Award Spring 2013

AMS Outstanding Teacher Award Spring 2012

AMS Outstanding Teacher Award Fall 2011

Fellow of the Institute of Mathematical Statistics,

Elected Member of the International Statistical Institute,

Foreign Member of the Russian Academy of Natural Science,

Honorary Doctor of Science at St. Petersburg Technical University,

Senior Humboldt Professor Award (1997)
Current Editorial Boards:

IMA Journal of Management Mathematics

Review of Business & Economic Studies (ROBES)

Journal of Operational Risk,

Advances in Data Analysis and Classification,

Journal of Computational and Applied Mathematics,

Computational Analysis and Applications,

Journal of Pure and Applied Mathematics,

Journal of Applied Functional Analysis

Serdica
Committees:


2013 Delphin Investments Risk Management Committee
Groups:
Institute for Multiscale Studies (IMS)

Recent Research Grants
Projects supported by DFG:

RA 861/1-1, Approval November 1998: “Verteilungsbedingte Aspekte finanzökonometrischer Methoden zur Analyse von Markteffizienz” Total sum: DM 104.049,93

RA 861/2-1, Approval July 1999: “Value-at-Risk Konzepte für Finanzdienstleister”, Total Sum: DM 103.039,72

RA 861/3-1, Approval November 2000: ”Dynamische Vermögenspreisbildung mit stabilen Prozessen für die deutsche Wirtschaft” Total Sum: DM 154.685,41

RA 861/4-1, Approval April 2003:“Equity Premium Puzzle” – Modelle unter stabilen nicht Gauß’schen Verteilungen der Finanzrenditen Total sum: € 141.200,00
RA 861/6-1, Approval August 2004: „Vergleichsanalyse von verschiedenen Ansätzen zur Risikoschätzung in der Portfoliotheorie” Total Sum: € 59.200,00
RA 861/8-1, Approval August 2005: Analyse der Momentum-Strategie und Erweiterung der Methode durch neue Leistungsmaße“ Total Sum: € 70.200,00
RA 861/12-1, Approval July 2008: “Risk Management and Portfolio Optimization for Intra-daily Trading” Total Sum: € 81.418,68
Research-Projects supported by DAAD:

Prolongation of the above mentioned (3.) PPP-Project 2003. Total sum: € 2.255.

2004/2005: Continuation of the PPP-Project: Total Sum: € 4.803,00

Vigoni-Program 2003: “Dynamisches Asset Management bei nicht normalverteilten Aktienrenditen“ Total sum: € 3068.

PPP Projektbezogener Personenaustausch mit Polen 2002: Total sum: € 2000.

Vigoni-Program 1999: “Modellierung von Abhängigkeiten in risikobehafteten Portfolios” Total sum: DM 7.500.



Commercial Financial Activities.

Professor Rachev is co-founder and Chief Scientist of FinAnalytica and the primary developer of FinAnalytica’s Cognitive suite of risk-management software. FinAnalytica was ranked the Best Risk Solution Provider in the 2010 Waters survey of hedge funds and other investment firms. Professor Rachev also owns the Bravo Group, a small financial consulting company.



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