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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
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Die Beurteilung von Marktrisiken mit künstlichen neuronalen Netzen
Locarek-Junge, Hermann - In: Betriebswirtschaftliche Anwendungen des Soft Computing …, (pp. 127-144). 1998
Persistent link: https://www.econbiz.de/10001303748
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Estimating value-at-risk using neural networks
Locarek-Junge, Hermann - In: Informationssysteme in der Finanzwirtschaft : mit 35 …, (pp. 385-397). 1998
Persistent link: https://www.econbiz.de/10001303892
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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
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The estimation of market risk in portfolios of stocks and stock options
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - In: German financial markets and institutions: selected studies, (pp. 171-189). 2002
Persistent link: https://www.econbiz.de/10001705548
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Schätzung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - In: Operations research proceedings 2000 : selected papers …, (pp. 180-187). 2001
Persistent link: https://www.econbiz.de/10001571475
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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
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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
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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
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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