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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Račev, Svetlozar T."
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Time series analysis
Portfolio-Management
Theorie
48
Theory
48
Portfolio selection
21
Statistical distribution
16
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16
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9
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Račev, Svetlozar T.
Fabozzi, Frank J.
62
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
44
Korn, Ralf
31
Perron, Pierre
30
Taylor, Robert
28
Escobar, Marcos
27
Koopman, Siem Jan
27
Lütkepohl, Helmut
27
Wong, Wing Keung
26
Granger, C. W. J.
25
Koop, Gary
25
Li, Duan
25
Caporale, Guglielmo Maria
24
Harvey, Andrew C.
24
Leybourne, Stephen James
24
Markowitz, Harry
24
Mills, Terence C.
24
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23
Prigent, Jean-Luc
23
Satchell, Stephen
23
Hecq, Alain W. J.
22
Lucas, André
22
Teräsvirta, Timo
22
Zagst, Rudi
22
Hassler, Uwe
21
Hendry, David F.
21
Ghysels, Eric
20
Gollier, Christian
20
Hong, Yongmiao
20
Newbold, Paul
20
Engle, Robert F.
19
Gupta, Rangan
19
Härdle, Wolfgang
19
Pesaran, M. Hashem
19
Swanson, Norman R.
19
Maurer, Raimond
18
Petropoulos, Fotios
18
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Handbook of heavy tailed distributions in finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
Annals of operations research
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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Optimizing optimization : the next generation of optimization applications and theory
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ECONIS (ZBW)
22
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1
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
2
Mean-ETL optimization of a global portfolio
Shao, Barret Pengyuan
;
Račev, Svetlozar T.
- In:
The journal of investing
22
(
2013
)
4
,
pp. 115-119
Persistent link: https://www.econbiz.de/10010357086
Saved in:
3
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
4
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi
;
Zhou, Xiaoping
;
Račev, Svetlozar T.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Saved in:
5
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
6
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:
7
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
8
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:
9
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
10
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:
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