Professor Evarist Stoja

MBA, PhD (Exon.)

  • BS8 1TU

20072020

Research output per year

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Personal profile

Research interests

My main research fields are applied financial econometrics, risk modelling and management and asset pricing. I also have interests in portfolio management, extreme events and financial stability.

Here is a link to some of my papers

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Research Output

  • 17 Article (Academic Journal)
  • 1 Chapter in a book

Tail Risk Interdependence

Polanski, A., Stoja, E. & Chiu, J., 18 Jun 2020, (Accepted/In press) In : International Journal of Finance and Economics .

Research output: Contribution to journalArticle (Academic Journal)

  • Extreme downside risk and market turbulence

    Harris, R. D. F., Nguyen, L. H. & Stoja, E., 2 Nov 2019, In : Quantitative Finance. 19, 11, p. 1875-1892 18 p.

    Research output: Contribution to journalArticle (Academic Journal)

  • Systematic extreme downside risk

    Harris, R., Nguyen, L. & Stoja, E., 1 Jul 2019, In : Journal of International Financial Markets, Institutions and Money. 61, p. 128-142 15 p.

    Research output: Contribution to journalArticle (Academic Journal)

  • Supervised Work

    Flight to Safety in Financial Modelling

    Author: Ruzzi, D., 25 Jun 2019

    Supervisor: Stoja, E. (Supervisor) & Taylor, N. (Supervisor)

    Student thesis: Doctoral ThesisDoctor of Philosophy (PhD)

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