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~isPartOf:"Annals of operations research"
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Annals of operations research
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CFS Working Paper Series
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Handbook of heavy tailed distributions in finance
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Differential evolution and combinatorial search for constrained index-tracking
Krink, Thiemo
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Mittnik, Stefan
;
Paterlini, Sandra
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2009
Persistent link: https://www.econbiz.de/10003934270
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Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.
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Racheva-Iotova, Borjana
;
Račev, …
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2010
Persistent link: https://www.econbiz.de/10003964894
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3
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
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Giacometti, Rosella
;
Račev, Svetlozar T.
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2012
Persistent link: https://www.econbiz.de/10009710216
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Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.
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Rachev, Svetlozar T.
;
Fabozzi, Frank J.
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2013
Persistent link: https://www.econbiz.de/10010104338
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5
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Rachev, Svetlozar T.
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2012
Persistent link: https://www.econbiz.de/10010047416
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Some consequences of correlation aversion in decision science
Stoyanov, Stoyan V.
;
Racheva-Iotova, Borjana
;
Rachev, …
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2010
Persistent link: https://www.econbiz.de/10008393894
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