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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~person:"Račev, Svetlozar T."
~subject:"Portfolio-Management"
~subject:"Risk measure"
~type_genre:"Aufsatz im Buch"
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Portfolio-Management
Risk measure
Theorie
48
Theory
48
Portfolio selection
21
Statistical distribution
16
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16
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9
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9
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Article in journal
Kongressschrift
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17
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27
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Račev, Svetlozar T.
Fabozzi, Frank J.
66
Korn, Ralf
30
Escobar, Marcos
29
Li, Duan
25
Wang, Ruodu
25
Wong, Wing Keung
25
Markowitz, Harry
24
Zagst, Rudi
24
Prigent, Jean-Luc
22
Jarrow, Robert A.
21
Gollier, Christian
20
Chen, Zhiping
19
Forsyth, Peter A.
18
Rüschendorf, Ludger
18
Satchell, Stephen
18
Maurer, Raimond
17
Post, Thierry
17
Tan, Ken Seng
17
Wong, Hoi Ying
17
Levy, Haim
16
Li, Zhongfei
16
Liang, Zongxia
16
Righi, Marcelo Brutti
16
Sass, Jörn
16
Vanduffel, Steven
16
Zariphopoulou-Souganidis, Thaleia
16
Cvitanić, Jakša
15
Härdle, Wolfgang
15
Lee, Cheng F.
15
Lioui, Abraham
15
Madan, Dilip B.
15
Platen, Eckhard
15
Rosazza Gianin, Emanuela
15
Siu, Tak Kuen
15
Yao, Haixiang
15
Bernard, Carole
14
Cui, Xiangyu
14
Kim, Woo Chang
14
Kraft, Holger
14
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Handbook of heavy tailed distributions in finance
5
International journal of theoretical and applied finance
3
Annals of operations research
2
Journal of banking & finance
2
The journal of investing
2
Valuation, financial modeling, and quantitative tools
2
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
International journal of Islamic and Middle Eastern finance and management
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
27
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27
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1
Tempered stable models for Islamic finance asset management
Bekri, Mahmoud
;
Kim, Young Shin
;
Račev, Svetlozar T.
- In:
International journal of Islamic and Middle Eastern …
7
(
2014
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10011335135
Saved in:
2
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
3
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:
4
Mean-ETL optimization of a global portfolio
Shao, Barret Pengyuan
;
Račev, Svetlozar T.
- In:
The journal of investing
22
(
2013
)
4
,
pp. 115-119
Persistent link: https://www.econbiz.de/10010357086
Saved in:
5
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
6
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
7
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:
8
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi
;
Zhou, Xiaoping
;
Račev, Svetlozar T.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Saved in:
9
Fat-tailed models for risk estimation
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10009273905
Saved in:
10
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:
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