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~subject:"Portfolio selection"
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Portfolio selection
Theorie
187
Theory
180
Statistische Verteilung
98
Statistical distribution
95
Portfolio-Management
82
Schätzung
73
ARCH-Modell
69
Risikomaß
69
Estimation
67
Risk measure
67
ARCH model
64
Volatilität
59
Volatility
55
Optionspreistheorie
54
Option pricing theory
52
Schätztheorie
47
Capital income
46
Kapitaleinkommen
46
Zeitreihenanalyse
46
Estimation theory
45
Time series analysis
43
Stochastic process
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Stochastischer Prozess
42
GARCH
39
Prognoseverfahren
39
Forecasting model
37
Risikomanagement
36
Deutschland
35
Germany
31
Risk management
31
Risiko
30
USA
29
Börsenkurs
27
Risk
26
United States
26
CAPM
25
Share price
24
Wahrscheinlichkeitsrechnung
23
Probability theory
22
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9
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Article
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31
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36
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Graue Literatur
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Non-commercial literature
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English
81
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Račev, Svetlozar T.
47
Fabozzi, Frank J.
31
Paolella, Marc S.
18
Stoyanov, Stoyan V.
15
Mittnik, Stefan
10
Polak, Pawel
8
Rachev, Svetlozar
7
Broda, Simon A.
6
Kim, Young Shin
6
Ortobelli, Sergio
6
Schwartz, Eduardo S.
5
Stoyanov, Stoyan
5
Walker, Patrick S.
5
Haas, Markus
4
Shirvani, Abootaleb
4
Biglova, Almira
3
Doganoglu, Toker
3
Giacometti, Rosella
3
Hu, Yuan
3
Krause, Jochen
3
Lindquist, W. Brent
3
Stein, Michael
3
Bagasheva, Biliana S.
2
Chitsiripanich, Soros
2
Hartz, Christoph
2
Hediger, Simon
2
Höchstötter, Markus
2
Menn, Christian
2
Mignacca, Domenico
2
Näf, Jeffrey
2
Ortobelli Lozza, Sergio
2
Rachev, Svetlozar T.
2
Steude, Sven Christian
2
Stojanov, Stojan Dimitrov
2
Tokat, Yesim
2
Bekri, Mahmoud
1
Bertocchi, Marida
1
Cheng, B. N.
1
D'Addona, Stefano
1
Edelman, Daniel
1
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Research paper series / Swiss Finance Institute
7
International journal of theoretical and applied finance
5
The Frank J. Fabozzi series
5
Handbook of heavy tailed distributions in finance
4
Swiss Finance Institute Research Paper
4
Journal of banking & finance
3
Valuation, financial modeling, and quantitative tools
3
CFS working paper series
2
Investment management and financial innovations
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Risk assessment : decisions in banking and finance
2
The journal of investing
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of financial economics
1
Annals of operations research
1
Applied economics
1
Applied mathematical finance
1
Computational economics
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Econometrics : open access journal
1
Economics letters
1
Frank J. Fabozzi Ser
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of Econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of investment management : JOIM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Quantitative fund management
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Springer eBook Collection
1
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ECONIS (ZBW)
81
RePEc
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1
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:
2
Portfolio management with stable distributions
Račev, Svetlozar T.
;
Han, Seonkoo
- In:
Mathematical methods of operations research
51
(
2000
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001488325
Saved in:
3
Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.
;
Huang, Xin
-
1991
Persistent link: https://www.econbiz.de/10000842026
Saved in:
4
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
Saved in:
5
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
6
Handbook of computational and numerical methods in finance
Račev, Svetlozar T.
(
ed.
)
-
2004
Persistent link: https://www.econbiz.de/10001921728
Saved in:
7
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:
8
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:
9
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:
10
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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