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Portfolio selection
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Fabozzi, Frank J.
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Stoyanov, Stoyan V.
4
Račev, Svetlozar T.
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Jašić, Teo
2
Ortobelli, Sergio
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Rachev, Svetlozar T.
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Stoyanov, Stoyan
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Journal of banking & finance
International journal of theoretical and applied finance
6
Economics letters
4
Investment management and financial innovations
4
Studies in Nonlinear Dynamics & Econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of portfolio management : a publication of Institutional Investor
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Annals of operations research
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of Banking & Finance
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Applied financial economics
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Godišnik / Ikonomičeski Universitet, Varna
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KIT Working Paper Series in Economics
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Macat library
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Mathematical methods of operations research
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Ruhr Economic Papers
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied Financial Economics
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Business & society
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Economics Letters
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Facta Universitatis / Series economics and organization / University of Niš
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Finance research letters
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International journal of finance & economics : IJFE
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International small business journal : ISBJ
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Journal of financial econometrics
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Journal of financial economics
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Journal of management : JOM
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Management and organization review : MOR ; the official journal of The International Association for Chinese Management Research
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Management international review : mir ; journal of international business
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Mathematical Methods of Operations Research
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Operations research models in banking management
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Risk : managing risk in the world's financial markets
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1
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:
2
CVaR sensitivity with respect to tail thickness
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10010065457
Saved in:
3
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:
4
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10007908348
Saved in:
5
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
6
Momentum strategies based on reward–risk stock selection criteria
Rachev, Svetlozar
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10007757881
Saved in:
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