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~isPartOf:"Handbook of heavy tailed distributions in finance"
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Handbook of heavy tailed distributions in finance
Working paper / National Bureau of Economic Research, Inc.
18
The journal of finance : the journal of the American Finance Association
17
Journal of financial economics
7
Real options and investment under uncertainty : classical readings and recent contributions
4
SAFE working paper
4
The review of financial studies
4
Applied mathematical finance
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Journal of Financial Economics
3
Journal of empirical finance
3
Mathematical methods of operations research
3
Review of derivatives research
3
The journal of business : B
3
University of California at Los Angeles, Anderson Graduate School of Management
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annals of operations research
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
European financial management : the journal of the European Financial Management Association
2
Finanzmarkt und Portfolio-Management
2
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
2
Insurance / Mathematics & economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Investment management and financial innovations
2
Journal of Empirical Finance
2
Journal of Finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER working paper series
2
Papers and proceedings / American Finance Association
2
The journal of fixed income
2
The journal of real estate finance and economics
2
Advances in futures and options research : a research annual
1
Advances of OR in commodities and financial modeling
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Annals of operations research ; 235
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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:
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
Multifactor stochastic variance models in risk management : maximum entropy approach and lévy processes
Levin, Alexander
;
Tchernister, Alexander
;
Schwartz, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 443-480)
.
2003
Persistent link: https://www.econbiz.de/10001882183
Saved in:
5
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:
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