Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Račev, Svetlozar T."
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
Homogeneous Commercial Propert...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
41
Portfolio-Management
41
Theorie
26
Theory
26
Statistical distribution
12
Statistische Verteilung
12
Risikomanagement
11
Risikomaß
8
Risk management
8
Risk measure
8
Portfoliomanagement
7
Risiko
7
CAPM
6
Finanzmathematik
6
Risk
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Messung
4
Probability theory
4
Schätzung
4
Stochastisches Modell
4
USA
4
United States
4
Wahrscheinlichkeitsrechnung
4
Bayes-Verfahren
3
Estimation theory
3
Financial investment
3
Kapitalanlage
3
Mathematical programming
3
Mathematische Optimierung
3
Multivariate Analyse
3
Multivariate analysis
3
Option pricing theory
3
Optionspreistheorie
3
Risikoanalyse
3
Schätztheorie
3
Statistical method
3
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
32
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
11
Book section
11
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Lehrbuch
2
Textbook
2
Working Paper
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
47
Author
All
Račev, Svetlozar T.
Fabozzi, Frank J.
268
Maurer, Raimond
135
Mitchell, Olivia S.
118
Guidolin, Massimo
98
McAleer, Michael
94
Platen, Eckhard
93
Satchell, Stephen
83
Lo, Andrew W.
81
Hens, Thorsten
80
Campbell, John Y.
79
Pesaran, M. Hashem
78
Gollier, Christian
77
Ang, Andrew
73
Kraft, Holger
71
Uppal, Raman
68
Stambaugh, Robert F.
66
Schenk-Hoppé, Klaus Reiner
63
Härdle, Wolfgang
62
Weber, Martin
62
Bodie, Zvi
59
Korn, Ralf
59
Harvey, Campbell R.
57
Levy, Haim
57
Lucas, André
57
Markowitz, Harry
57
Wong, Wing Keung
57
Blake, David
55
Lee, Cheng F.
55
Viceira, Luis M.
55
Zaremba, Adam
53
Kelly, Bryan T.
52
Li, Duan
52
Elton, Edwin J.
51
Zhang, Lu
51
Kempf, Alexander
50
Kort, Peter M.
50
Post, Thierry
50
Shleifer, Andrei
50
Wermers, Russ
50
Titman, Sheridan
49
more ...
less ...
Published in...
All
The Frank J. Fabozzi series
5
Handbook of heavy tailed distributions in finance
4
International journal of theoretical and applied finance
3
Journal of banking & finance
2
Journal of economic dynamics & control
2
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
Annals of operations research
1
Applied economics
1
Applied mathematical finance
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Frank J. Fabozzi Ser
1
International journal of Islamic and Middle Eastern finance and management
1
Investment management and financial innovations
1
Journal of empirical finance
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
Risk assessment : decisions in banking and finance
1
Springer eBook Collection
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of asset management
1
The journal of credit risk : published quarterly by Incisive Media
1
Working paper series in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
USB Cologne (EcoSocSci)
4
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dilution of sector exposures : when does unintended indexing happen?
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10011634662
Saved in:
2
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:
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
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
Saved in:
5
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
6
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
7
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:
8
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
Saved in:
9
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:
10
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
