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subject:"Portfolio-Management"
subject:"Risikomanagement"
~person:"Račev, Svetlozar T."
~subject:"Evolutionary economics"
~type_genre:"Aufsatz im Buch"
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Portfolio-Management
Risikomanagement
Evolutionary economics
Theorie
16
Theory
16
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9
Statistical distribution
6
Statistische Verteilung
6
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Račev, Svetlozar T.
Fabozzi, Frank J.
23
Witt, Ulrich
22
Dopfer, Kurt
14
Metcalfe, John S.
14
Nelson, Richard R.
14
Herrmann-Pillath, Carsten
12
Lehmann-Waffenschmidt, Marco
12
Pyka, Andreas
12
Allen, Peter M.
10
Foster, John
10
Hodgson, Geoffrey M.
10
Cantner, Uwe
9
Weise, Peter
9
Locarek-Junge, Hermann
8
Overbeck, Ludger
8
Wegner, Gerhard
8
Zopounidis, Constantin
8
Kerber, Wolfgang
7
Merton, Robert C.
7
Saviotti, Pier Paolo
7
Schreiter, Carsten
7
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6
Hanusch, Horst
6
Helmstädter, Ernst
6
Ortobelli, Sergio
6
Rudolph, Bernd
6
Satchell, Stephen
6
Schneider, Dieter
6
Straßberger, Mario
6
Andersen, Esben Sloth
5
Broll, Udo
5
Dosi, Giovanni
5
Herbertsson, Alexander
5
Hommel, Ulrich
5
Maurer, Raimond
5
Moriggia, Vittorio
5
Okruch, Stefan
5
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5
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Handbook of heavy tailed distributions in finance
5
Valuation, financial modeling, and quantitative tools
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
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ECONIS (ZBW)
10
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1
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
2
Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
Saved in:
3
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
4
Principles of optimization for portfolio selection
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765845
Saved in:
5
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:
6
Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
Saved in:
7
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:
8
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:
9
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:
10
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
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