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Search: person:"Račev, Svetlozar T."
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Theorie
73
Theory
73
Portfolio selection
41
Portfolio-Management
41
Statistical distribution
38
Statistische Verteilung
38
Option pricing theory
29
Optionspreistheorie
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English
170
German
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Author
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Račev, Svetlozar T.
170
Fabozzi, Frank J.
94
Kim, Young Shin
25
Stoyanov, Stoyan V.
23
Mittnik, Stefan
21
Bianchi, Michele Leonardo
12
Shirvani, Abootaleb
12
Menn, Christian
9
Lindquist, W. Brent
8
Ortobelli, Sergio
8
Hu, Yuan
7
Sun, Wei
7
Giacometti, Rosella
6
Höchstötter, Markus
6
Kurz-Kim, Jeong-Ryeol
6
Paolella, Marc S.
6
Trück, Stefan
6
Schwartz, Eduardo S.
5
Stein, Michael
5
Rachev, Svetlozar T.
4
Biglova, Almira
3
Chernobai, Anna S.
3
Focardi, Sergio M.
3
Mahanama, Thilini
3
Stojanov, Stojan Dimitrov
3
Stoyanov, Stoyan
3
Bagasheva, Biliana S.
2
Bailey, Jason Robert
2
Bertocchi, Marida
2
D'Addona, Stefano
2
Djurić, Petar M.
2
Fraenkle, Jan
2
Glimm, James
2
Jašić, Teo
2
Kalev, Petko S.
2
Kanamura, Takashi
2
Kring, Sebastian
2
Lauria, Davide
2
Lin, Zuodong
2
Liu, Yuhao
2
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Working paper series in economics
11
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
International journal of theoretical and applied finance
9
The Frank J. Fabozzi series
8
Journal of banking & finance
7
Valuation, financial modeling, and quantitative tools
6
Handbook of heavy tailed distributions in finance
5
Journal of Risk and Financial Management
5
Journal of risk and financial management : JRFM
5
Investment management and financial innovations
4
Risk assessment : decisions in banking and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied financial economics
3
Insurance / Mathematics & economics
3
Journal of empirical finance
3
Mathematical methods of operations research
3
Annals of operations research
2
Applied economics
2
Applied mathematical finance
2
Econometric reviews
2
Econometric theory
2
Economics letters
2
Energy economics
2
Journal of economic dynamics & control
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Temi di discussione / Banca d'Italia
2
The journal of investing
2
Wiley finance
2
Academic Press Advanced Finance Series
1
Annals of economics and finance
1
Annals of finance
1
Computational economics
1
Contributions to Economics
1
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
Dynamic Modeling and Econometrics in Economics and Finance
1
Economic dynamics : theory, games and empirical studies
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Encyclopedia of economics research ; Vol. 1
1
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ECONIS (ZBW)
155
USB Cologne (EcoSocSci)
11
EconStor
5
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41
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171
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41
The basics of financial econometrics : tools, concepts, and asset management applications
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Račev, Svetlozar T.
-
2014
Persistent link: https://www.econbiz.de/10010350131
Saved in:
42
Dilution of sector exposures : when does unintended indexing happen?
Stein, Michael
;
Račev, Svetlozar T.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 59-72
Persistent link: https://www.econbiz.de/10011634662
Saved in:
43
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
44
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:
45
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
46
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:
47
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
48
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:
49
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:
50
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:
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