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Search: person:"Rachev, Zari"
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Theorie
73
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73
Portfolio selection
41
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41
Statistical distribution
38
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38
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30
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English
155
German
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Račev, Svetlozar T.
156
Fabozzi, Frank J.
89
Kim, Young Shin
24
Stoyanov, Stoyan V.
23
Mittnik, Stefan
21
Bianchi, Michele Leonardo
12
Shirvani, Abootaleb
11
Menn, Christian
8
Ortobelli, Sergio
8
Sun, Wei
7
Giacometti, Rosella
6
Höchstötter, Markus
6
Kurz-Kim, Jeong-Ryeol
6
Paolella, Marc S.
6
Hu, Yuan
5
Lindquist, W. Brent
5
Schwartz, Eduardo S.
5
Stein, Michael
5
Trück, Stefan
5
Rachev, Svetlozar T.
4
Stoyanov, Stoyan
4
Biglova, Almira
3
Focardi, Sergio M.
3
Racheva-Iotova, Boryana
3
Stojanov, Stojan Dimitrov
3
Bagasheva, Biliana S.
2
Bertocchi, Marida
2
Chernobai, Anna S.
2
D'Addona, Stefano
2
Fraenkle, Jan
2
Jašić, Teo
2
Kalev, Petko S.
2
Kanamura, Takashi
2
Kring, Sebastian
2
Lin, Zuodong
2
Mahanama, Thilini
2
Marinelli, Carlo
2
Mignacca, Domenico
2
Mitov, Ivan
2
Rezania, Omid
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 : 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
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
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ECONIS (ZBW)
156
OLC EcoSci
1
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131
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157
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131
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
132
Portfolio choice theory with non-Gaussian distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Račev, Svetlozar T.
; …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 547-594)
.
2003
Persistent link: https://www.econbiz.de/10001882197
Saved in:
133
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
134
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
135
Testing for structural breaks in time series regressions with heavy-tailed disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Samorodnitsky, …
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 115-142)
.
2000
Persistent link: https://www.econbiz.de/10001484303
Saved in:
136
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
Saved in:
137
Portfolio management with stable distributions
Račev, Svetlozar T.
;
Han, Seonkoo
- In:
Mathematical methods of operations research
51
(
2000
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001488325
Saved in:
138
Stable paretian models in finance
Račev, Svetlozar T.
;
Mittnik, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001354951
Saved in:
139
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
140
Testing for unit roots in the presence of infinite-variance disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001475941
Saved in:
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