//--> //--> //--> //-->
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
subject:"Portfolio-Management"
subject:"United States"
~person:"Račev, Svetlozar T."
~subject:"Germany"
~subject:"History of economic thought"
~subject:"Share price"
~subject:"Volatilität"
~subject:"World"
~type_genre:"Book section"
~type_genre:"Case study"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Germany
History of economic thought
Share price
Volatilität
World
Theorie
16
Theory
16
Portfolio selection
9
Statistical distribution
6
Statistische Verteilung
6
Stochastic process
4
Stochastischer Prozess
4
Capital income
3
Kapitaleinkommen
3
Risikomanagement
3
Risk management
3
Correlation
2
Credit risk
2
Estimation theory
2
Korrelation
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Schätztheorie
2
Volatility
2
CUSUM test
1
Corporate debt
1
Financial market
1
Finanzmarkt
1
Measurement
1
Messung
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risikomaß
1
Risikoneutralität
1
Risk
1
Risk measure
1
Risk neutrality
1
Scientific modelling
1
more ...
less ...
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Book section
Case study
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
11
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Aufsatzsammlung
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
11
Author
All
Račev, Svetlozar T.
Kurz, Heinz D.
32
Fabozzi, Frank J.
28
Bruhn, Manfred
18
Samuelson, Paul Anthony
15
Meffert, Heribert
14
Samuels, Warren J.
14
Schneider, Dieter
14
Stiglitz, Joseph E.
14
Arena, Richard
13
Nutzinger, Hans G.
13
Backhaus, Jürgen G.
12
Bauer, Hans H.
12
Kriesler, Peter
12
Schefold, Bertram
12
Backhouse, Roger
11
Eichengreen, Barry
11
Halevi, Joseph
11
Priddat, Birger P.
11
Ahlert, Dieter
10
Audretsch, David B.
10
Baetge, Jörg
10
Barnett, William A.
10
Chiarella, Carl
10
Goodhart, Charles A. E.
10
Kruse, Jörn
10
Mueller, Dennis C.
10
Wiegard, Wolfgang
10
Wildemann, Horst
10
Albach, Horst
9
Berthold, Norbert
9
Franz, Wolfgang
9
Locarek-Junge, Hermann
9
Mishkin, Frederic S.
9
Pies, Ingo
9
Satchell, Stephen
9
Schmidt, Karl-Heinz
9
Streissler, Erich
9
Zopounidis, Constantin
9
Albers, Sönke
8
more ...
less ...
Published in...
All
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
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
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
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
4
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:
5
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->