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~person:"Aalst, Paul C. van"
~person:"Račev, Svetlozar T."
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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Aalst, Paul C. van
Račev, Svetlozar T.
Fabozzi, Frank J.
23
Huschens, Stefan
10
Locarek-Junge, Hermann
10
Overbeck, Ludger
8
Zopounidis, Constantin
8
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6
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6
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6
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5
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5
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Handbook of heavy tailed distributions in finance
5
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
2
Valuation, financial modeling, and quantitative tools
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Modelling reality and personal modelling
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
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ECONIS (ZBW)
13
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1
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:
2
A micro-simulation model for pension funds
Aalst, Paul C. van
- In:
Modelling reality and personal modelling
,
(pp. 327-341)
.
1993
Persistent link: https://www.econbiz.de/10001282550
Saved in:
3
Asset risk in a liability context : an empirical study for the Netherlands
Aalst, Paul C. van
(
contributor
)
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 78-100)
.
1994
Persistent link: https://www.econbiz.de/10001285732
Saved in:
4
Asset liability matching for pension funds : a one-period model
Aalst, Paul C. van
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 60-77)
.
1994
Persistent link: https://www.econbiz.de/10001285733
Saved in:
5
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
6
Statistical issues in modeling multivariate stable portfolios
Kozubowski, Tomasz J.
;
Panorska, Anna K.
;
Račev, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 131-167)
.
2003
Persistent link: https://www.econbiz.de/10001882057
Saved in:
7
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:
8
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:
9
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
10
Stable ETL optimal portfolios and extreme risk management
Račev, Svetlozar T.
;
Martin, R. Douglas
;
Racheva, Borjana
- In:
Risk assessment : decisions in banking and finance
,
(pp. 235-262)
.
2008
Persistent link: https://www.econbiz.de/10003781774
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