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Fabozzi, Frank J.
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Rachev, Svetlozar T.
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Stoyanov, Stoyan V.
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Giacometti, Rosella
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Kim, Young Shin
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Mignacca, Domenico
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Racheva-Iotova, Borjana
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Račev, Svetlozar T.
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Annals of operations research
Journal of banking & finance
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KIT Working Paper Series in Economics
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Working Paper Series in Economics
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Working paper series in economics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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International journal of theoretical and applied finance
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The Frank J. Fabozzi series
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Investment management and financial innovations
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Journal of empirical finance
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Journal of Banking & Finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Valuation, financial modeling, and quantitative tools
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Applied financial economics
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Handbook of heavy tailed distributions in finance
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of risk and financial management : JRFM
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Mathematical methods of operations research
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Economics letters
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Energy economics
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Insurance / Mathematics & economics
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Risk assessment : decisions in banking and finance
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Studies in Nonlinear Dynamics & Econometrics
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Frank J. Fabozzi Ser
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Journal of Empirical Finance
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Journal of economic dynamics & control
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Applied Financial Economics
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Contributions to Economics
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Econometric Theory
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Econometric reviews
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Energy Economics
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European Journal of Operational Research
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Journal of econometrics
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Journal of international money and finance
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Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
-
2013
Persistent link: https://www.econbiz.de/10010104338
Saved in:
2
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:
3
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Rachev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10010047416
Saved in:
4
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
-
2010
Persistent link: https://www.econbiz.de/10003964894
Saved in:
5
Some consequences of correlation aversion in decision science
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Rachev, …
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2010
Persistent link: https://www.econbiz.de/10008393894
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