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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Račev, Svetlozar T."
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
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Subject
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Portfolio-Management
Theorie
48
Theory
48
Portfolio selection
21
Statistical distribution
16
Statistische Verteilung
16
Risikomaß
9
Risk measure
9
Stochastic process
9
Stochastischer Prozess
9
Capital income
7
Kapitaleinkommen
7
Risikomanagement
6
Risk management
6
CAPM
5
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Ausreißer
3
Estimation theory
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Outliers
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Probability theory
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Risk
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Schätztheorie
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USA
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Deutschland
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Financial market
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Germany
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Type of publication
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Article
21
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Article in journal
Kongressschrift
Aufsatz im Buch
Aufsatz in Zeitschrift
12
Book section
9
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Working Paper
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Aufsatzsammlung
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Collection of articles of several authors
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Handbook
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Handbuch
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English
21
Author
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Račev, Svetlozar T.
Fabozzi, Frank J.
62
Korn, Ralf
30
Escobar, Marcos
27
Li, Duan
25
Wong, Wing Keung
25
Markowitz, Harry
24
Prigent, Jean-Luc
22
Zagst, Rudi
22
Gollier, Christian
20
Forsyth, Peter A.
17
Maurer, Raimond
17
Satchell, Stephen
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Post, Thierry
16
Sass, Jörn
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Yao, Haixiang
15
Zariphopoulou-Souganidis, Thaleia
15
Cui, Xiangyu
14
Kraft, Holger
14
Schenk-Hoppé, Klaus Reiner
14
Vanduffel, Steven
14
Guerard, John Baynard
13
Kim, Woo Chang
13
Kwon, Roy H.
13
Liang, Zongxia
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Bertrand, Philippe
12
Bodnar, Taras
12
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Handbook of heavy tailed distributions in finance
4
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
Annals of operations research
1
Applied mathematical finance
1
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
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
21
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1
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10
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21
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date (oldest first)
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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