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~person:"Martin, R. Douglas"
~person:"Račev, Svetlozar T."
~type_genre:"Book section"
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Martin, R. Douglas
Račev, Svetlozar T.
Fabozzi, Frank J.
12
Menn, Christian
4
Schwartz, Eduardo S.
4
Mittnik, Stefan
3
Bianchi, Michele Leonardo
2
Höchstötter, Markus
2
Kim, Young Shin
2
Ortobelli, Sergio
2
Rachev, Svetlozar T.
2
Safari, Amir
2
Seese, Detlef G.
2
Stoyanov, Stoyan V.
2
Sun, Wei
2
Benzin, Arne
1
Bertocchi, Marida
1
Biglova, Almira
1
Chernobai, Anna
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Chung, Dong Myung
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Doganoglu, Toker
1
Focardi, Sergio
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Giacometti, Rosella
1
Huber, Isabella
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Jasic, Teo
1
Khindanova, Irina
1
Kozubowski, Tomasz J.
1
Kring, Sebastian
1
Martin, Bernhard
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Panorska, Anna K.
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Racheva, Borjana
1
Racheva-Jotova, Borjana
1
Samorodnitsky, Gennady
1
Stojanov, Stojan Dimitrov
1
Stoyanov, Stoyan
1
Tokat, Yesim
1
Trück, Stefan
1
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Valuation, financial modeling, and quantitative tools
6
Handbook of heavy tailed distributions in finance
5
Risk assessment : decisions in banking and finance
4
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
New developments in financial modelling
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Perspectives on operations research : essays in honor of Klaus Neumann
1
Quantitative fund management
1
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ECONIS (ZBW)
24
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1
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
3
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:
4
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
5
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
6
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
7
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
8
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
Saved in:
9
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:
10
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
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