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Log(Rank-1/2) : a simple way to improve the ols estimation of tail exponents
Gabaix, Xavier (contributor); Ibragimov, Rustam (contributor) - 2006
Persistent link: https://www.econbiz.de/10003304130
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Portfolio diversification under local, moderate and global deviations from power laws
Ibragimov, Rustam (contributor); Walden, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003304435
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The limits of diversification when losses may be large
Ibragimov, Rustam (contributor); Walden, Johan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003270224
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Thou shall not diversify : why "two of every sort"?
Ibragimov, Rustam (contributor) - 2006
Persistent link: https://www.econbiz.de/10003270244
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Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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Sign tests for dependent observations
Ibragimov, Rustam (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003242872
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On efficiency of linear estimators under heavy-tailedness
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179841
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Demand-driven innovation and spatial competition over time under heavy-tailed signals
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179869
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Optimal bundling strategies for complements and substitutes with heavy-tailed valuations
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179876