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~person:"Schwartz, Eduardo S."
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Search: person:"Rachev, Svetlozar T."
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1965-1999
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Schwartz, Eduardo S.
Fabozzi, Frank J.
164
Račev, Svetlozar T.
156
Rachev, Svetlozar T.
126
Kim, Young Shin
47
Stoyanov, Stoyan V.
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RACHEV, SVETLOZAR T.
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Stoyanov, Stoyan
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Tokat, Yesim
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Wang, Dezhong
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Güner, Biliana
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Rachev, Svetlozar T
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Samorodnitsky, Gennady
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Handbook of heavy tailed distributions in finance
4
Journal of economic dynamics & control
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Journal of Economic Dynamics and Control
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Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
Saved in:
2
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
3
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
4
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
5
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:
6
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Tokat, Yesim
;
Rachev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10005205339
Saved in:
7
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Tokat, Yesim
;
Rachev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-970
Persistent link: https://www.econbiz.de/10006764038
Saved in:
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