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The basics of financial econom...
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Portfolio selection
56
Portfolio-Management
55
Theorie
55
Theory
55
Option pricing theory
28
Optionspreistheorie
28
Risikomanagement
22
Risk management
22
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19
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18
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18
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17
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17
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15
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14
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14
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11
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11
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286
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Fabozzi, Frank J.
205
Rachev, Svetlozar T.
30
Fabozzi, Frank
25
Rachev, Svetlozar
25
Račev, Svetlozar T.
20
Stoyanov, Stoyan V.
14
Kim, Jang Ho
13
Focardi, Sergio M.
12
Kim, Woo Chang
12
Kim, Young Shin
12
Rachev, S. T.
12
Bonaparte, Yosef
10
Huang, Dashan
9
Mittnik, Stefan
9
Shirvani, Abootaleb
9
Arshanapalli, Bala
8
Bianchi, Michele Leonardo
8
FABOZZI, FRANK J.
8
Focardi, Sergio
8
Giacometti, Rosella
8
Russo, Vincenzo
8
Tunaru, Radu
8
Gorman, Stephen A.
7
Nazemi, Abdolreza
7
Sun, Wei
6
Lee, Yongjae
5
Menn, Christian
5
Ortobelli, Sergio
5
RACHEV, SVETLOZAR T.
5
Doukas, John
4
Fabozzi, Francesco A.
4
Fukushima, Masao
4
Hu, Yuan
4
Kim, Jeong-Ryeol
4
Koslowsky, David
4
Vink, Dennis
4
Breemen, Vivian van
3
Chen, Ren-Raw
3
Cincotti, Silvano
3
Jong, Marielle de
3
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The journal of portfolio management : JPM
31
Quantitative Finance
11
The journal of asset management : a major new, international quarterly journal for the financial community
11
Journal of Banking & Finance
10
European Journal of Operational Research
9
International Journal of Theoretical and Applied Finance (IJTAF)
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of fixed income : JFI
9
Applied Financial Economics
8
Applied economics
7
The journal of derivatives : JOD
7
Computational economics
6
Finance research letters
6
Computational Statistics
5
European journal of operational research : EJOR
5
Statistics & Probability Letters
5
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of international money and finance
4
Mathematical Methods of Operations Research
4
Studies in Nonlinear Dynamics & Econometrics
4
Applied Economics
3
Economics Letters
3
Energy Economics
3
Finance Research Letters
3
Insurance: Mathematics and Economics
3
Journal of Economic Dynamics and Control
3
Journal of Empirical Finance
3
Journal of Multivariate Analysis
3
Journal of banking & finance
3
Quantitative finance
3
Statistics & Decisions
3
The journal of asset management
3
Analytical models for financial modeling and risk management
2
Applied Mathematical Finance
2
Asia-Pacific Financial Markets
2
Contributions to Economics
2
Economics letters
2
Financial markets, institutions & instruments
2
International Review of Financial Analysis
2
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ECONIS (ZBW)
157
RePEc
119
Other ZBW resources
14
OLC EcoSci
4
BASE
1
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1
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
2
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
Saved in:
3
A three-factor model for mortality modeling
Russo, Vincenzo
;
Giacometti, Rosella
;
Račev, Svetlozar T.
- In:
North American actuarial journal
19
(
2015
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10011420799
Saved in:
4
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
5
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
6
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
7
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
8
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
9
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
10
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
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