Denitsa Stefanova is an Assistant Professor of Finance at the Department of Finance of VU University Amsterdam. She is also a research fellow at Duisenberg School of Finance. Her teaching interests are in Investments and Empirical Finance. Her research focuses on asset pricing, portfolio choice, fund performance and quantitative risk management. She obtained a Master's degree in International Economic Relations from the University of National and World Economy, and a second Master's degree in Business Administration from the joint program of Institut de la Francophonie pour l'Administration et la Gestion and University of Nantes. She obtained her PhD in Finance from HEC Montreal in 2009.
|CQA Fall 2007||Dependence Modeling of Joint Extremes Via Copulas: A Dynamic Portfolio Allocation Perspective||Winner of European Finance Association Doctoral Colloquium|