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~language:"afr"
~language:"eng"
~person:"Račev, Svetlozar T."
~type_genre:"Book section"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
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Theorie
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Račev, Svetlozar T.
Stiglitz, Joseph E.
61
Fabozzi, Frank J.
54
Barnett, William A.
53
Samuelson, Paul Anthony
53
Nijkamp, Peter
52
Chiarella, Carl
39
Smith, Vernon L.
37
Sawyer, Malcolm C.
35
Krugman, Paul R.
32
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31
Aghion, Philippe
30
Frey, Bruno S.
30
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29
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28
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28
Foss, Nicolai J.
28
Gintis, Herbert
28
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27
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27
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27
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27
Lux, Thomas
27
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26
Chichilnisky, Graciela
25
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24
Semmler, Willi
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Stark, Oded
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24
Baumol, William J.
23
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23
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23
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Handbook of heavy tailed distributions in finance
5
Valuation, financial modeling, and quantitative tools
4
Risk assessment : decisions in banking and finance
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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
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ECONIS (ZBW)
17
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17
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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
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:
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
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:
5
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
6
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:
7
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
8
Basic data description for financial modeling and analysis
Höchstötter, Markus
;
Račev, Svetlozar T.
;
Fabozzi, …
-
2008
Persistent link: https://www.econbiz.de/10003765816
Saved in:
9
Introduction to stochastic processes
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765840
Saved in:
10
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:
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