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~isPartOf:"Handbook of heavy tailed distributions in finance"
~subject:"EU countries"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
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Portfolio-Management
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Račev, Svetlozar T.
4
Schwartz, Eduardo S.
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Bradley, Brendan O.
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Huber, Isabella
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Kozubowski, Tomasz J.
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Martin, Bernhard
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Handbook of heavy tailed distributions in finance
Investment management and financial management
13
Applied quantitative finance
11
Valuation, financial modeling, and quantitative tools
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
9
Intégration économique européenne ; 2
8
Quantitative fund management
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in risk management
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Risk management for central bank foreign reserves
7
Decision making and risk/return optimization in financial economics
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
The behaviour of fiscal authorities : stabilization, growth and institutions
6
Trade flows and trade policy after '1992' : [proceedings of the conference 'Trade flows and trade policy after "1992" ' held at the Institut National de la Statistique et des Etudes Economiques (INSEE), Paris, on 16-18 January 1992]
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Consumption culture in Europe : insight into the beverage industry
5
Emissions trading as a policy instrument : evaluation and prospects
5
Europäische Integrationsprobleme aus wirtschaftswissenschaftlicher Sicht
5
Finance
5
Financial engineering, E-commerce and supply chain
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Mathematical modeling and numerical methods in finance : special volume
5
Monetäre Konfliktfelder der Weltwirtschaft : in Würzburg 1990
5
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
5
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
5
Stochastic optimization: theory and applications
5
The analytics of risk model validation
5
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1
Financial risk and heavy tails
Bradley, Brendan O.
;
Taqqu, Murad S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 35-103)
.
2003
Persistent link: https://www.econbiz.de/10001882016
Saved in:
2
Statistical issues in modeling multivariate stable portfolios
Kozubowski, Tomasz J.
;
Panorska, Anna K.
;
Račev, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 131-167)
.
2003
Persistent link: https://www.econbiz.de/10001882057
Saved in:
3
Stable non-Gaussian models for credit risk management
Martin, Bernhard
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 405-441)
.
2003
Persistent link: https://www.econbiz.de/10001882167
Saved in:
4
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:
5
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:
6
Portfolio modeling with heavy tailed random vectors
Meerschaert, Mark M.
;
Scheffler, Hans-Peter
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 595-640)
.
2003
Persistent link: https://www.econbiz.de/10001882200
Saved in:
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