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Estimation of operational valu...
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Theorie
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Fabozzi, Frank J.
164
Račev, Svetlozar T.
157
Trück, Stefan
151
Rachev, Svetlozar T.
123
Kim, Young Shin
46
Chernobai, Anna
45
Stoyanov, Stoyan V.
43
Mittnik, Stefan
30
Bianchi, Michele Leonardo
28
Menn, Christian
21
Weron, Rafal
15
Shirvani, Abootaleb
14
Giacometti, Rosella
12
Ortobelli, Sergio
12
Paolella, Marc S.
12
Rachev, Svetlozar
12
Weron, Rafał
11
Wang, Ben Zhe
10
Härdle, Wolfgang
9
Kurz-Kim, Jeong-Ryeol
9
Stein, Michael
9
Höchstötter, Markus
7
Mitov, Ivan
7
Rezania, Omid
7
Schwartz, Eduardo S.
7
Sheen, Jeffrey R.
7
Sun, Wei
7
Truong, Chi
7
Barakat, Ahmed
6
Kanamura, Takashi
6
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6
Malavasi, Matteo
6
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6
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6
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6
Shevchenko, Pavel V.
6
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6
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4
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2
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16
KIT Working Paper Series in Economics
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9
International journal of theoretical and applied finance
9
Journal of Banking & Finance
9
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8
The Frank J. Fabozzi series
8
Journal of empirical finance
7
Energy Economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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6
Annals of operations research
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Applied financial economics
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Handbook of heavy tailed distributions in finance
5
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International Journal of Theoretical and Applied Finance (IJTAF)
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Mathematical methods of operations research
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Econometric theory
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Economics letters
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European journal of operational research : EJOR
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Vierteljahrshefte zur Wirtschaftsforschung
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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
3
Journal of Empirical Finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
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361
Balancing energy strategies in electricity portfolio management
Möller, Christoph
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Energy economics
33
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009260887
Saved in:
362
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.
;
Rezania, Omid
;
Račev, Svetlozar T.
; …
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Saved in:
363
Market impact measurement of a VWAP trading algorithm
Fraenkle, Jan
;
Račev, Svetlozar T.
;
Scherrer, Christian
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 254-274
Persistent link: https://www.econbiz.de/10009271188
Saved in:
364
A new approach to modeling co-movement of international equity markets : evidence of unconditional copula-based stimulation of tail dependence
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 201-229
Persistent link: https://www.econbiz.de/10003804574
Saved in:
365
Flow-induced redemption costs in funds of funds
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10009387309
Saved in:
366
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
367
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
368
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
Saved in:
369
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
370
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
Saved in:
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