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researcher

Stoyan Stoyanov

12 papers hereh-index 202k citations137 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author7
  • last author1

Across the 10 of 12 papers where every author was matched, so the position is known.

fields
  • q-fin.MF7
  • q-fin.PR3
  • econ.GN1
  • math.OC1
same name
  • Stoyan Stoyanov — 2 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082020
most citedBehavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach

3 citations · 5 across the 9 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2019

Equity Premium Puzzle or Faulty Economic Modelling?

Abootaleb Shirvani, Stoyan V. Stoyanov, Frank J. Fabozzi +1

In this paper, we revisit the equity premium puzzle reported in 1985 by Mehra and Prescott. We show that the large equity premium that they report can be explained by choosing a mo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.