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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Račev, Svetlozar T."
~subject:"Mathematische Optimierung"
~type_genre:"Book section"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
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Portfolio-Management
United States
Mathematische Optimierung
Theorie
17
Theory
17
Portfolio selection
10
Statistical distribution
6
Statistische Verteilung
6
Stochastic process
5
Stochastischer Prozess
5
Capital income
3
Kapitaleinkommen
3
Risikomanagement
3
Risk management
3
Correlation
2
Credit risk
2
Estimation theory
2
Korrelation
2
Kreditrisiko
2
Mathematical programming
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Schätztheorie
2
Volatility
2
Volatilität
2
CUSUM test
1
Corporate debt
1
Financial market
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Finanzmarkt
1
Measurement
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Messung
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Modellierung
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Multivariate Analyse
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Multivariate analysis
1
Option pricing theory
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Optionspreistheorie
1
Regression analysis
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Risiko
1
Risikomaß
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Risikoneutralität
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Risk
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Račev, Svetlozar T.
Fabozzi, Frank J.
29
Samuelson, Paul Anthony
11
Zopounidis, Constantin
8
Barnett, William A.
7
Cutler, David M.
7
Goodhart, Charles A. E.
7
Hassett, Kevin A.
7
Overbeck, Ludger
7
Sass, Jörn
7
Satchell, Stephen
7
Audretsch, David B.
6
Frauendorfer, Karl
6
Gintis, Herbert
6
Halevi, Joseph
6
Hall, Robert Ernest
6
Hubbard, R. Glenn
6
Jorgenson, Dale Weldeau
6
Klose, Andreas
6
Korhonen, Pekka J.
6
Merton, Robert C.
6
Ortobelli, Sergio
6
Pardalos, Panos M.
6
Speranza, Maria Grazia
6
Tüshaus, Ulrich
6
Auerbach, Alan J.
5
Beltratti, Andrea
5
Chuong Thai Doan
5
Daly, Herman E.
5
Feldstein, Martin S.
5
Freeman, Albert Myrick
5
Hurd, Michael D.
5
Lavoie, Marc
5
McKenzie, Lionel W.
5
Mishkin, Frederic S.
5
Mittnik, Stefan
5
Moriggia, Vittorio
5
Persson, Mattias
5
Poterba, James M.
5
Setterfield, Mark
5
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Handbook of heavy tailed distributions in finance
4
Valuation, financial modeling, and quantitative tools
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
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ECONIS (ZBW)
10
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1
Portfolio analysis with multivariate normal tempered stable processes and distributions
Krause, Dirk
-
2011
Persistent link: https://www.econbiz.de/10009627764
Saved in:
2
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:
3
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:
4
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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:
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