Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Relative deviation metrics and...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
346
Theory
343
Portfolio selection
293
Portfolio-Management
293
USA
143
United States
122
Option pricing theory
94
Optionspreistheorie
94
Derivat
86
Derivative
86
Anleihe
85
Bond
84
Risikomanagement
80
Statistische Verteilung
76
Risk management
75
Statistical distribution
74
CAPM
72
Capital income
72
Kapitaleinkommen
72
Welt
62
World
60
Risiko
58
Volatilität
58
Volatility
56
Finanzanalyse
55
Risikomaß
55
Risk
54
Risk measure
53
Asset-Backed Securities
51
Asset-backed securities
51
Kreditrisiko
51
Credit risk
50
Stochastic process
50
Stochastischer Prozess
50
Financial analysis
48
Kapitalanlage
47
Festverzinsliches Wertpapier
45
Portfoliomanagement
45
Schätzung
45
Estimation
43
more ...
less ...
Online availability
All
Undetermined
300
Free
166
CC license
8
Type of publication
All
Article
875
Book / Working Paper
552
Journal
1
Type of publication (narrower categories)
All
Article in journal
355
Aufsatz in Zeitschrift
355
Aufsatz im Buch
169
Book section
169
Collection of articles of several authors
48
Sammelwerk
48
Working Paper
44
Lehrbuch
33
Graue Literatur
30
Non-commercial literature
30
Arbeitspapier
29
Textbook
29
Handbook
24
Handbuch
24
Aufsatzsammlung
21
research-article
6
Article
5
Glossar enthalten
4
Glossary included
4
Bibliographie
3
Einführung
3
Bibliografie
2
Guidebook
2
Hochschulschrift
2
Interview
2
Mehrbändiges Werk
2
Multi-volume publication
2
Ratgeber
2
Thesis
2
Case study
1
Enzyklopädie
1
Fallstudie
1
Konferenzschrift
1
Monografische Reihe
1
Nachschlagewerk
1
Reference book
1
Rezension
1
Series
1
Wörterbuch
1
review-article
1
more ...
less ...
Language
All
English
1,052
Undetermined
374
German
2
Author
All
Fabozzi, Frank J.
1,150
Račev, Svetlozar T.
188
Rachev, Svetlozar T.
118
Stoyanov, Stoyan V.
77
Rachev, Svetlozar
66
Kim, Young Shin
65
Fabozzi, Frank
51
Focardi, Sergio M.
41
Bianchi, Michele Leonardo
40
Mittnik, Stefan
37
Ortobelli, Sergio
36
Mann, Steven V.
34
Peterson Drake, Pamela
27
Giacometti, Rosella
26
Huang, Dashan
26
Lucas, Douglas J.
25
Focardi, Sergio
22
Kim, Jang Ho
22
Kim, Woo Chang
22
Trück, Stefan
22
Menn, Christian
21
Bonaparte, Yosef
20
Chen, Ren-Raw
20
Tunaru, Radu
20
Choudhry, Moorad
19
Shirvani, Abootaleb
19
Stein, Michael
17
Goodman, Laurie Sharon
16
Jones, Frank Joseph
16
Kolm, Petter N.
16
Sun, Wei
16
Vink, Dennis
16
Yaari, Uzi
16
Francis, Jack Clark
14
Fukushima, Masao
14
Russo, Vincenzo
14
Rachev, S. T.
13
Bhattacharya, Anand K.
12
Collins, Bruce M.
12
Fabozzi, Francesco A.
12
more ...
less ...
Institution
All
Frank J. Fabozzi Associates <New Hope, Pa.>
22
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
11
School of Management, Yale University
7
Association for Investment Management and Research
2
Banca d'Italia
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
CFA Institute <Charlottesville, Va.>
1
Department of Economics, University of California-Santa Barbara (UCSB)
1
Deutsche Bundesbank
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Institute for Social Research (ISR), University of Michigan
1
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
World Scientific Publishing Co. Pte. Ltd.
1
arXiv.org
1
more ...
less ...
Published in...
All
The Frank J. Fabozzi series
56
The journal of portfolio management : a publication of Institutional Investor
50
The journal of portfolio management : JPM
35
The journal of fixed income
30
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The theory and practice of investment management
22
Journal of banking & finance
17
International journal of theoretical and applied finance
16
Applied financial economics
15
Applied economics
14
European journal of operational research : EJOR
14
Frank J. Fabozzi Ser
12
The journal of finance : the journal of the American Finance Association
12
Finance research letters
11
Frank J. Fabozzi series
11
KIT Working Paper Series in Economics
11
Quantitative Finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The journal of asset management : a major new, international quarterly journal for the financial community
11
Working Paper Series in Economics
11
Working paper series in economics
11
Annals of operations research
10
Investment management and financial innovations
10
Mathematical methods of operations research
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
International Journal of Theoretical and Applied Finance (IJTAF)
9
The journal of fixed income : JFI
9
Economics letters
8
European Journal of Operational Research
8
Journal of Banking & Finance
8
Journal of economic dynamics & control
8
The journal of structured finance
8
Wiley finance
8
Applied Financial Economics
7
Energy economics
7
European financial management : the journal of the European Financial Management Association
7
Handbook of financial markets : securities, options and futures
7
more ...
less ...
Source
All
ECONIS (ZBW)
900
USB Cologne (EcoSocSci)
171
RePEc
167
OLC EcoSci
145
EconStor
20
Other ZBW resources
13
BASE
12
more ...
less ...
Showing
1
-
10
of
1,428
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
2
A probability metrics approach to financial risk measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2011
Persistent link: https://www.econbiz.de/10008824237
Saved in:
3
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
4
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
5
Orderings and probability functionals consistent with preferences
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10003847149
Saved in:
6
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:
7
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
8
Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo
;
Giacometti, Rosella
;
Ortobelli, Sergio
; …
- In:
Insurance
49
(
2011
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009157445
Saved in:
9
Empirical analayses of industry stock index return distributions for the Taiwan Stock Exchange
Račev, Svetlozar T.
;
Emeritus
;
Stoyanov, Stoyan V.
; …
- In:
Annals of economics and finance
8
(
2007
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10003714369
Saved in:
10
Principles of optimization for portfolio selection
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765845
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
