Personal profile
Administrative Posts
Head of Group (Finance)
Course Leader for BSC Business Finance And Management (incl with a Year Abroad)
Biography
Daniel Tsvetanov is an Associate Professor of Finance at the Norwich Business School. Prior to joining the Finance Group at NBS, Dr. Tsvetanov was a Lecturer in Finance at the University of Sussex and a Research Fellow for the Business and Local Government Data Research Centre at the University of Essex. His research interests are in the areas of asset pricing, financial econometrics and commodity markets. His recent and ongoing work includes modelling and forecasting asset returns and studying portfolio choice.
Collaborations and top research areas from the last five years
Research output
- 5 Article
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Which factor model? A systematic return covariation perspective
Ahmed, S., Bu, Z., Symeonidis, L. & Tsvetanov, D., Sept 2023, In: Journal of International Money and Finance. 136, 102865.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)10 Downloads (Pure) -
Best of the best: A comparison of factor models
Ahmed, S. (Lead Author), Bu, Z. & Tsvetanov, D., Aug 2019, In: Journal of Financial and Quantitative Analysis. 54, 4, p. 1713-1758 46 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile31 Citations (Scopus)132 Downloads (Pure) -
Bubbling over! The behaviour of oil futures along the yield curve
Tsvetanov, D., Coakley, J. & Kellard, N., 1 Sept 2016, In: Journal of Empirical Finance. 38, Part B, p. 516-533 18 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile27 Citations (Scopus)36 Downloads (Pure) -
Is news related to GDP growth a risk factor for commodity futures returns?
Tsvetanov, D., Coakley, J. & Kellard, N., 2016, In: Quantitative Finance. 16, 12, p. 1887-1899 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)46 Downloads (Pure) -
The predictive performance of commodity futures risk factors
Ahmed, S. & Tsvetanov, D., 1 Oct 2016, In: Journal of Banking & Finance. 71, p. 20-36 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile18 Citations (Scopus)39 Downloads (Pure)