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~isPartOf:"Applied economics"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"Optimizing optimization : the next generation of optimization applications and theory"
~person:"Abid, Ilyes"
~person:"Račev, Svetlozar T."
~person:"Vries, Casper G. de"
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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
3
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:
4
R ratio optimization with heterogenous assets using genetic algorithm
Stein, Michael
;
Račev, Svetlozar T.
;
Stojanov, Stojan …
- In:
Investment management and financial innovations
6
(
2009
)
3
,
pp. 117-125
Persistent link: https://www.econbiz.de/10003920518
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