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Search: person:"Rachev, Zari"
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Theorie
73
Theory
73
Portfolio selection
41
Portfolio-Management
41
Statistical distribution
38
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38
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30
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English
155
German
1
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Author
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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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71
Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Račev, …
-
2010
Persistent link: https://www.econbiz.de/10003964894
Saved in:
72
Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
Saved in:
73
Broad market risk for sector fund of funds : a copula-based dependence approach
Stein, Michael
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
- In:
Investment management and financial innovations
7
(
2010
)
2
,
pp. 36-44
Persistent link: https://www.econbiz.de/10003968757
Saved in:
74
Tail risk - Capturing fat tails - Financial institutions are more aware of the risks posed by high-impact events since the crisis, but the question is how to encapsulate these in m...
Rachev, Zari
;
Racheva-Iotova, Boryana
;
Stoyanov, Stoyan
- In:
Risk : managing risk in the world's financial markets
23
(
2010
)
5
,
pp. 72-77
Persistent link: https://www.econbiz.de/10008420228
Saved in:
75
Rating based modeling of credit risk : theory and application of migration matrices
Trueck, Stefan
;
Račev, Svetlozar T.
-
2009
Persistent link: https://www.econbiz.de/10003767855
Saved in:
76
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003838955
Saved in:
77
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
78
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:
79
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
80
Orderings and probability functionals consistent with preferences
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10003847149
Saved in:
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