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Khindanova, I.N.; Rachev, S.T. - 2000

The Value-at-Risk (VAR) measurements are widely applied to estimate exposure to market risks. The traditional approaches to VAR computations -the variance-covariance method, historical simulation, Monte Carlo simulation, and stress-testing- do not provide satisfactory evaluation of possible...

Persistent link: https://www.econbiz.de/10005245562

The Stable non-Gaussian Asset Allocation: A Comparison with the Classical Gaussian Approach.

Tokat, Y.; Rachev, S.T.; Schwartz, E. - 2000

We analyze a multistage stochastic asset allocation problem with decision rules.

Persistent link: https://www.econbiz.de/10005245556

Die Stellung der Richter in Preussen

Schwartz, E. - In: Jahrbuch für Gesetzgebung, Verwaltung und … 10 (1886), pp. 769-801

Persistent link: https://www.econbiz.de/10002799562

Constantin

Schwartz, Eduard - 1922

Persistent link: https://www.econbiz.de/10002799574

50 Jahre Forstpolitik in Deutschland : (1945 bis 1994)

Zundel, Rolf; Schwartz, Ekkehard - 1996

Persistent link: https://www.econbiz.de/10013372630

The theory of Geometric Stable Distributions and its use in modeling financial data

Kozubowski, T.J.; Rachev, S.T. - In: European journal of operational research : EJOR 74 (1994) 2, pp. 310-324

Persistent link: https://www.econbiz.de/10006685822

Laplace-Weibull Mixtures for Modeling Price Changes

Rachev, S.T.; SenGupta, A. - In: Management science : journal of the Institute for … 39 (1993) 8, pp. 1029

Persistent link: https://www.econbiz.de/10006106537

Modeling Asset Returns with Alternative Stable Distributions.

Mittnik, S.; Rachev, S.T. - Economics Department, State University of New … - 1991

Persistent link: https://www.econbiz.de/10005744221

Optimal Financial Portfolios

Stoyanov, S.V.; Rachev, S.T.; Fabozzi, F.J. - In: Applied mathematical finance 14 (2007) 5, pp. 401-436

Persistent link: https://www.econbiz.de/10008221446

Multivariate Stable Futures Prices

Cheng, B.N.; Rachev, S.T. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 133-154

Persistent link: https://www.econbiz.de/10008223669