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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Handbook of heavy tailed distributions in finance"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
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Portfolio selection
Risk
Theorie
16
Theory
16
Statistical distribution
9
Statistische Verteilung
9
Portfolio-Management
6
Stochastic process
6
Stochastischer Prozess
6
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Aufsatz im Buch
Collection of articles written by one author
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Račev, Svetlozar T.
4
Schwartz, Eduardo S.
3
Bradley, Brendan O.
1
Huber, Isabella
1
Kozubowski, Tomasz J.
1
Martin, Bernhard
1
Meerschaert, Mark M.
1
Ortobelli, Sergio
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Panorska, Anna K.
1
Scheffler, Hans-Peter
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Tokat, Yesim
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Handbook of heavy tailed distributions in finance
Investment management and financial management
14
Valuation, financial modeling, and quantitative tools
13
Applied quantitative finance
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
10
Quantitative fund management
9
Risk management decisions and value under uncertainty
8
Risk management for central bank foreign reserves
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
7
Umweltrisikopolitik
7
Advances in risk management
6
Advances of OR in commodities and financial modeling
6
Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
6
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
6
Handbook of risk theory ; Vol. 1
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Stochastic optimization: theory and applications
6
Sustainability : dynamics and uncertainty
6
Application of operations research to financial markets
5
Decision making and risk/return optimization in financial economics
5
Econometrics of risk
5
Finance
5
Financial markets : imperfect information and risk management
5
Handbook of the economics of risk and uncertainty ; Volume 1
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Markets, information, and uncertainty : essays in economic theory in honor of Kenneth J. Arrow
5
Mathematical modeling and numerical methods in finance : special volume
5
Modelling techniques for financial markets and bank management
5
Monetary policy under uncertainty : workshop held at the Reserve Bank of New Zealand, 29 - 30 June 1998
5
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1
Financial risk and heavy tails
Bradley, Brendan O.
;
Taqqu, Murad S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 35-103)
.
2003
Persistent link: https://www.econbiz.de/10001882016
Saved in:
2
Statistical issues in modeling multivariate stable portfolios
Kozubowski, Tomasz J.
;
Panorska, Anna K.
;
Račev, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 131-167)
.
2003
Persistent link: https://www.econbiz.de/10001882057
Saved in:
3
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
4
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
5
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
6
Portfolio modeling with heavy tailed random vectors
Meerschaert, Mark M.
;
Scheffler, Hans-Peter
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 595-640)
.
2003
Persistent link: https://www.econbiz.de/10001882200
Saved in:
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