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~type_genre:"Aufsatz im Buch"
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Search: person:"Rachev, Zari"
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Subject
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Theorie
16
Theory
16
Portfolio selection
11
Portfolio-Management
11
Statistical distribution
9
Statistische Verteilung
9
Capital income
4
Estimation theory
4
Kapitaleinkommen
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Option pricing theory
3
Optionspreistheorie
3
Risikomanagement
3
Risk management
3
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3
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3
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2
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2
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Article
24
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Aufsatz im Buch
Article in journal
90
Aufsatz in Zeitschrift
90
Arbeitspapier
24
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24
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24
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23
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23
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5
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5
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2
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2
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English
24
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Račev, Svetlozar T.
24
Fabozzi, Frank J.
12
Menn, Christian
4
Schwartz, Eduardo S.
4
Mittnik, Stefan
3
Bianchi, Michele Leonardo
2
Höchstötter, Markus
2
Kim, Young Shin
2
Ortobelli, Sergio
2
Safari, Amir
2
Seese, Detlef G.
2
Stoyanov, Stoyan V.
2
Sun, Wei
2
Bertocchi, Marida
1
Biglova, Almira
1
Chernobai, Anna
1
Chung, Dong Myung
1
Doganoglu, Toker
1
Focardi, Sergio
1
Giacometti, Rosella
1
Huber, Isabella
1
Jasic, Teo
1
Khindanova, Irina
1
Kozubowski, Tomasz J.
1
Kring, Sebastian
1
Martin, Bernhard
1
Martin, R. Douglas
1
Panorska, Anna K.
1
Racheva, Borjana
1
Samorodnitsky, Gennady
1
Stojanov, Stojan Dimitrov
1
Tokat, Yesim
1
Wang, Dezhong
1
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Valuation, financial modeling, and quantitative tools
6
Handbook of heavy tailed distributions in finance
5
Risk assessment : decisions in banking and finance
4
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
New developments in financial modelling
1
Operations research models in banking management
1
Optimizing optimization : the next generation of optimization applications and theory
1
Perspectives on operations research : essays in honor of Klaus Neumann
1
Quantitative fund management
1
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ECONIS (ZBW)
24
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1
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Operations research models in banking management
,
(pp. 169-187)
.
2013
Persistent link: https://www.econbiz.de/10009739300
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
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
5
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:
6
Risk measures and portfolio selection
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765462
Saved in:
7
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
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
Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
Saved in:
10
Introduction to stochastic processes
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765840
Saved in:
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