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~isPartOf:"Applied economics"
~isPartOf:"Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Račev, Svetlozar T."
~person:"Vries, Casper G. de"
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Račev, Svetlozar T.
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Applied economics
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
Valuation, financial modeling, and quantitative tools
Discussion paper / Tinbergen Institute
14
The Frank J. Fabozzi series
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Handbook of heavy tailed distributions in finance
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International journal of theoretical and applied finance
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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
2
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
3
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:
4
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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