//--> //--> //-->
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:"Lin, Zuodong"
~person:"Biglova, Almira"
~type_genre:"Aufsatz in Zeitschrift"
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: person:"Rachev, Svetlozar T."
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Continuous Markov chain
1
Derivat
1
Derivative
1
Esscher transform
1
Hedging
1
Lévy process
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Option pricing
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Regime-switching model
1
Risikoaversion
1
Risk aversion
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
3
Working Paper
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
3
Author
All
Lin, Zuodong
Biglova, Almira
Račev, Svetlozar T.
89
Fabozzi, Frank J.
55
Stoyanov, Stoyan V.
17
Kim, Young Shin
16
Shirvani, Abootaleb
9
Mittnik, Stefan
8
Ortobelli, Sergio
6
Bianchi, Michele Leonardo
5
Stein, Michael
5
Sun, Wei
5
Giacometti, Rosella
4
Hu, Yuan
4
Lindquist, W. Brent
4
Rachev, Svetlozar T.
4
Trück, Stefan
4
Paolella, Marc S.
3
Stoyanov, Stoyan
3
D'Addona, Stefano
2
Fraenkle, Jan
2
Höchstötter, Markus
2
Kalev, Petko S.
2
Kurz-Kim, Jeong-Ryeol
2
Mahanama, Thilini
2
Marinelli, Carlo
2
Menn, Christian
2
Russo, Vincenzo
2
Shao, Barret Pengyuan
2
Stojanov, Stojan Dimitrov
2
Bailey, Jason Robert
1
Beck, Alexander
1
Beirlant, Jan
1
Bekri, Mahmoud
1
Bertocchi, Marida
1
Bierbrauer, Michael
1
Caner, Mehmet
1
Cheng, B. N.
1
Djurić, Petar M.
1
Emeritus
1
Feindt, Michael
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
Review of derivatives research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
2
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
3
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->