Kaloyan Petkov

ABIR Analytics

D. A. Tsenov Academy of Economics

2 Em. Chakarov str.

Svishtov, Veliko Tarnovo 5250

Bulgaria

SCHOLARLY PAPERS

6

DOWNLOADS

283

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Discussion of Active Risk Models

Risk Management Research Series
Number of pages: 7 Posted: 14 Mar 2019
Plamen Patev, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance and D. A. Tsenov Academy of EconomicsABIR Analytics
Downloads 80 (405,582)

Abstract:

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Active Risk, Alpha, Beta, Residual Return

2.

Maximize Market Timing Returns: Implementing Volatility-Weighted Bets

Alpha Beta IR Analytics, Active Portfolio Management Series, 2018
Number of pages: 10 Posted: 13 Mar 2019
Plamen Patev, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance and D. A. Tsenov Academy of EconomicsABIR Analytics
Downloads 67 (446,931)

Abstract:

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market timing, alpha, active management, volatility

3.

Simple Valuation Methods: Franchise Value Approach

Alpha-Beta IR Analytics, Equity Research Series, 2018
Number of pages: 9 Posted: 13 Mar 2019
Kaloyan Petkov, Kaloyan Petkov and Plamen Patev
D. A. Tsenov Academy of EconomicsABIR Analytics and I Shou University, Department of International Finance
Downloads 65 (453,870)

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Equity Value, Franchise Value, ROE, Cost of Capital

4.

The Effect of Exogenous Variables on P/E Determinants in the Context of Expected Post COVID-19 Crisis Recovery - The Case of Balkan Capital Markets

66th International Scientific Conference on Economic and Social Development – Rabat, 26-27 March, 2021
Number of pages: 20 Posted: 30 Mar 2021
Venelin Terziev, Andrey Zahariev, Tsvetan Pavlov, Kaloyan Petkov, Kaloyan Petkov and Dimitar Kostov
Georgi Rakovski Military Academy, Sofia, Bulgaria, D. A. Tsenov Academy of Economics, D. A. Tsenov Academy of Economics, D. A. Tsenov Academy of EconomicsABIR Analytics and D. A. Tsenov Academy of Economics
Downloads 59 (730,460)

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P/E ratio, COVID-19, post-crisis recovery, fundamental analysis, relative valuation, macroeconomic factors

5.

RISK ATTRIBUTION ANALYSIS FOR SOUTH EAST ASIAN MARKETS

Poslovna ekonomija, 2015. vol. 9, no. 2, pp. 9-26
Number of pages: 18 Posted: 28 Dec 2018
Plamen Patev, Nikolay Iliev, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance, D. A. Tsenov Academy of Economics and D. A. Tsenov Academy of EconomicsABIR Analytics
Downloads 12 (747,908)

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Risk attribution, Return decomposition, Multifactor model, South East Asia, Emerging markets, Stock Risk Exposure

6.

Comparing Strategy Risk Models on the Taiwanese Stock Market

Patev, P., and K. Petkov. 2018. "Comparing Strategy Risk Models on the Taiwanese Stock Market." The Journal of Wealth Management 21 (3): 79-93
Posted: 20 Dec 2018
Plamen Patev, Kaloyan Petkov and Kaloyan Petkov
I Shou University, Department of International Finance and D. A. Tsenov Academy of EconomicsABIR Analytics

Abstract:

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active portfolio management, active risk, strategy risk, emerging markets