//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Račev, Svetlozar T."
~subject:"Portfolio selection"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Probability distribution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Statistical distribution
19
Statistische Verteilung
19
Theorie
10
Theory
10
Capital income
6
Kapitaleinkommen
6
Portfolio-Management
5
Risikomaß
5
Risk measure
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
CAPM
3
Outliers
3
Deutschland
2
Estimation
2
Germany
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Schätzung
2
Securities trading
2
USA
2
United States
2
Wertpapierhandel
2
1965-1999
1
2002-2003
1
2003
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Anlageverhalten
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
5
Aufsatz in Zeitschrift
5
Book section
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
5
Author
All
Račev, Svetlozar T.
Fabozzi, Frank J.
6
Kim, Young Shin
6
Mao, Tiantian
5
Eling, Martin
4
Landsman, Zinoviy
4
Paolella, Marc S.
4
Satchell, Stephen
4
Xiong, Xiong
4
Auer, Benjamin R.
3
Benth, Fred Espen
3
Bodnar, Taras
3
Dias, Alexandra
3
Furman, Edward
3
Härdle, Wolfgang
3
Kamdem, J. Sadefo
3
Kurosaki, Tetsuo
3
Mora-Valencia, Andrés
3
Ortobelli, Sergio
3
Perote, Javier
3
Polak, Pawel
3
Reikvam, Kristin
3
Schwartz, Eduardo S.
3
Shushi, Tomer
3
Sim, Melvyn
3
Su, Jianxi
3
Tan, Ken Seng
3
Tang, Qihe
3
Yang, Fan
3
Yuan, Zhongyi
3
Zoia, Maria Grazia
3
Adcock, C. J.
2
Bernard, Carole
2
Bernardi, Mauro
2
Bertrand, Philippe
2
Bianchi, Michele Leonardo
2
Birge, John R.
2
Chabi-Yo, Fousseni
2
Chen, Yi-Hsuan
2
Chikobvu, Delson
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
2
Journal of banking & finance
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
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:
3
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
4
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
5
Portfolio management with stable distributions
Račev, Svetlozar T.
;
Han, Seonkoo
- In:
Mathematical methods of operations research
51
(
2000
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001488325
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->