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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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Optimal bundling strategies for complements and substitutes with heavy-tailed valuations
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179876
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A tale of two tails : peakedness properties in inheritance models of evolutionary theory
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179924
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Copula-based dependence characterizations and modeling for time series
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179938
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Portfolio diversification and value at risk under thick-tailedness
Ibragimov, Rustam (contributor) - 2005
Persistent link: https://www.econbiz.de/10003102997