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~isPartOf:"Handbook of heavy tailed distributions in finance"
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Handbook of heavy tailed distributions in finance
Research Paper Series / Finance Discipline Group, Business School
113
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
93
International journal of theoretical and applied finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Research paper / Quantitative Finance Research Group, University of Technology Sydney
12
Working paper series in economics
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Asia-Pacific financial markets
10
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Asia-Pacific Financial Markets
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Quantitative Finance
9
The Frank J. Fabozzi series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical Finance
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Valuation, financial modeling, and quantitative tools
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Applied financial economics
5
Computational Statistics
5
Journal of risk and financial management : JRFM
5
Mathematics and Computers in Simulation (MATCOM)
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Finance and stochastics
4
Insurance / Mathematics & economics
4
Investment management and financial innovations
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Mathematical methods of operations research
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Quantitative Finance Research Centre Research Paper
4
Risk assessment : decisions in banking and finance
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The journal of asset management
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Applied Mathematical Finance
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ECONIS (ZBW)
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1
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
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2
Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
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:
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