Kaloyan Petkov

Kaloyan Petkov
ABIR Analytic · Investment research

About

4
Publications
328
Reads
How we measure 'reads'
A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text. Learn more
0
Citations

Publications

Publications (4)
Article
Full-text available
Active portfolio management postulates that investors should seek increasing the breadth of their portfolio. Usually, investors associate breadth with the number of assets. Because of the unknown correlations between models' forecasts and errors, breadth almost always is significantly less than number of assets in investors' portfolio. In order to...
Code
Quick and easy way to spot seasonality patterns in stock returns using Fourier Transform algorithm in R/RStudio
Research
Full-text available
Quick and easy to understand paper on application of Residual Income valuation model to find fundamental value of public companies.
Research
Full-text available
Franchise value is intuitive valuation model that helps active investors to identify alpha-generating companies. Current research shows the steps for application of Franchise Value Model in practice.

Network

Projects

Projects (2)
Project
Active portfolio management (APM) is broad definition and includes many different investment strategies, behaviors, concepts. The goal of this project is to systemize and extend the knowledge of APM. Our focus in taking the best practices of active investors and making them applicable to wider investor society.
Project
Active portfolio management is about picking top stocks that will outperform the market expectations based on some superior information. In this regard equity valuation is the main source of such information. The aim of this project is to find which valuation models work best in the current market conditions.