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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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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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Portfolio performance through the eyes of monkeys
Groenendijk, Aart A.; Spronk, Jaap - In: Financial modelling : with 74 tables : [a selection of …, (pp. 203-213). 2000
Persistent link: https://www.econbiz.de/10001484979
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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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Multicriteria decision aid/analysis in finance
Spronk, Jaap; Steuer, Ralph E.; Zopounidis, Constantin - In: Multiple criteria decision analysis : state of the art …, (pp. 799-857). 2005
Persistent link: https://www.econbiz.de/10002829025
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A multi-dimensional framework for portfolio management
Hallerbach, Winfried G. - In: Essays in decision making : a volume in honour of …, (pp. 275-293). 1997
Persistent link: https://www.econbiz.de/10001294795
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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
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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